Modelling challenges in the fundamental review of the trading book

Upcoming changes to financial regulation and oversight are creating increased demands for the accurate measurement of financial market risks and the provisioning of adequate economic capital to ensure that financial institutions can withstand market shocks and extreme events. The objective of this research project is to study issues related to the theory, performance, and practical implementation of standards and requirements for measuring and managing market risk set out by the Basel Committee on Banking Supervision.

Proxy models for Thermal Production Optimization

Amid the tough challenge of dwindling oil prices, GE is seeking for new technology to create production forecasting and optimization tools that simulate the real operating environments and optimize across the entire process, providing actionable insights that help producers achieve their cost, production, and environmental goals. The objective of this project is to develop data driven models for optimizing bitumen production in SAGD reservoirs.

Development of a hybrid seismic data inversion method for determining well-drilling location at complex geophysical area

Due to the current economic downturn, especially the lower crude oil price, the drilling success rate become the most important goal for any oil/gas company. For a start-up company, any failure in drilling will be a disaster. To this end, the Deep Treasure Corp wishes that through the combination of mature hydrocarbon prediction techniques and new research results in seismic inversion,  the success rate of hydrocarbon prediction, the theoretical basis for well placement can be provided  in Roncott field, which will improve the success rate in drilling.

Production planning at Wesgar

Wesgar is a factory that produces metal sheets for its customers. After a product is ready, it will be delivered to the customer. The objective of this project is to improve the On Time Delivery. At Wesgar they have different machines in their production system. These machines are able to process different products based on the shape, size and material. Each product must pass some specific machines to be processed through the production plan. A schedule that determines which product must pass which machine at what time is required for the production system at Wesgar.

Complex Continuing Care in a Rural Hospital: Optimizing community-based health care

Community hospitals in small towns or rural areas face challenges in delivering health care that will allow elderly members of their community to remain in the community that they helped to build. Using simulation modelling, this project will develop strategies for delivering complex continuing care in rural hospitals that is closely integrated with long-term care, residential care, and home care services. Small towns and rural communities have a tight-knit social fabric and the contributions that family support and community services provide to health care are important factors.

Statistical and Machine Learning with Applications to a Hybrid Recommender System for Retail Data

We are in the process of creating and growing a team of researchers expert in the field of machine learning and data-mining. Ultimately, our aim is to create solutions to eliminate the need to manually define personalization strategies. We are in the process of signing partnership agreements with retailers capable of collecting large-scale datasets of customer behaviour. Through a data-sharing/consulting partnership we plan to perform research on the design of recommender systems customized for the data-sets available to brick and mortar retailers.

Models, algorithms and technologies for the treatment of atrial fibrillation caused by heart blockages

Heart failure is among the causes of death in developed countries. Scientific and medical research has made improvements in treating this condition. Mathematical modelling and computer simulation would help in developing the necessary technologies to detect and treat heart blockages and also give a better understanding and protocols for ablation, the clinical procedure used to treat this condition.

Constructing data-adaptive dictionaries for robust sparse feature selection in classification of noisy electro-dermal activity data

Hypersensitivity to sensory stimuli causes overstimulation, inducing overwhelming emotional distress in individuals with an autism spectrum disorder (ASD). Reveal is a wearable device designed by Awake Labs that monitors anxiety levels in ASD children and interfaces with parents and caregivers. It predicts behavioural “meltdowns” by tracking and classifying key physiological markers of anxiety using machine learning technology. However, the features between which this model is trained to differentiate were developed ad hoc, and built from data that was collected from adults without ASD.

A life cycle impact assessment methodology based on planetary boundaries

Planetary boundaries can be understood as limits for the Earth’s tolerance towards environmental impacts in the form of, for example, greenhouse gas emissions, water use and the release of nitrogen and phosphorous. This project aims at making planetary boundaries useful to the environmental management within companies. This will happen by developing a method that quantifies environmental impacts of a company in the language of planetary boundaries.

Operational analysis and optimization of the delivery of HIV treatment and care in Vancouver

The continuum of HIV care is highly complex. It includes prevention, testing, patient care, treatment, and support services. This project will help Providence Health Care utilise its limited resources to provide the best treatment and care for people living with HIV in Vancouver. Care for HIV patients includes antiretroviral therapy, treatment of co-morbidities, monitoring clinical markers of disease progression (CD4 count and viral load), and support services to ensure treatment adherence and retention in care.