Long-dated foreign exchange interest rate hybrid financial derivatives: modeling,calibration, pricing, and risk-management

The proposed project addresses three major challenges in modeling long-dated (maturities of 30 years or more) foreign exchange (FX) interest rate (IR) hybrid derivatives, namely

(i) the strong sensitivity of the products to the skew of the FX volatility smiles,

(ii) their very long maturities, and

(iii) popular embedded exotic features, which provide possibilities of early termination of the products.

Multivariate statistical algorithms for optimal signal quality in simultaneous EEG-fMRI

When EEG is recorded inside an MRI scanner, the MRI equipment causes extra signals to show up in the EEG data. This is a bit like trying to understand someone's voice when they're using a microphone that's creating static and loud feedback. You would need computer software to separate the two sounds. In studies measuring EEG in an MRI scanner, we have the challenge of distinguishing between the part of the EEG caused by the brain and the part of the EEG caused by the scanner.

Ancestral aches? An assessment of the relationship between bipedal locomotion, primate vertebral shape and human spinal health

The project will investigate the relationship between evolutionary adaptations to upright posture and the occurrence of common back problems in humans. It will use three-dimensional shape analysis techniques to investigate the vertebral shape of both humans and apes, as well as their fossil ancestors. It will also use motion capture technology to explore the relationship between human locomotion, vertebral morphology, and spinal health.

Flexible and fully integrated power patch for self-powering sensors

Nowadays the most rewarding aspect of engineering is to create solutions to the needs of society in a natural and resource efficient manner, therefore we must come up with more innovative and resource efficient solutions. One such solution can be a novel, flexible and scalable power-patch, which integrates an inductive coupling, a power conversion and conditioning unit and a super capacitor based energy storage system using a state-of-the-art polymer integration and packaging technology.

Investigating Nano-Media in Communications, the Arts and Creative Communities

Investigating Nano-Media develops and disseminates groundbreaking technological innovations in the field of nanooptics and explores the possibilities of a new nano-material--nano-media--for communication, media and art practices. We deploy a pioneering multi-functional nano-fabric that comprises nano-substrates with embedded functionalities and new advanced fabrication processes. This unique nano-fabric is then further augmented by the processes of ‘nanography’ and ‘nano-photography’.

A Bayesian Probability Network Approach To Predictive Modeling in Support of EffectiveManagement of Underwater Noise in Marine Mammal Habitat

Marine mammals have evolved to send and receive underwater sound as their primary means for communicating, finding food, and sensing their environment. Introducing human-generated and other unnatural sources of noise into their environment can cause potentially serious consequences, particularly for those species at conservation risk. Past work on predicting the behavioural response to excessive noise has ignored the variability in the sound field and in marine mammal behaviour.

Impact of chronic exposure to vascular stressors on mitochondrial health and vascular smooth muscle cell plasticity

Blood vessels are made up of specialized cells including the endothelial cells lining the blood vessels and smooth muscle cells (SMCs) that constrict vessels and regulate blood flow. SMCs are constantly exposed to diverse growth factors, hormones and inflammatory signals that affect their phenotype and function. Mitochondria are essential to the normal functioning of SMCs, and aging and inflammation can effect mitochondrial number, structure and function.

Digital Pre-Distortion for Concurrent Multiband and Multiple Antenna Transmission

The proposed project aims at the design and implementation of low complexity digital pre-distortion (DPD) algorithms for multiband and multiple input multiple output (MIMO) wireless transmitters. The power amplifier (PA) is one of the major sources of power dissipation in wireless base stations. The DPD techniques enable the PA to operate in a more efficient power level resulting in more energy efficient wireless networks.

Combatting oil reservoir souring through a predictive understanding of the ecophysiologyand functional diversity of nitrate-reducing bacteria

Oil reservoir souring is the production of toxic hydrogen sulfide by sulfate-reducing microorganisms (SRM) through naerobic respiration supported by organic electron donors present in oil fields. In recent years, nitrate injection has merged as a promising green biotechnology that has been proven effective in controlling sulfide production in oil fields. This strategy relies on inducing nitrate-reducing bacteria (NRB), which can outcompete SRM for organic lectron donors.

Combined Building Integrated PV/Thermal (BIPV/T) Collector with Two-stageVariable Capacity Air Source Heat Pump for Net-Zero Energy Building Applications Year One

Building Integrated Photovoltaic/Thermal (BIPV/T) systems are arrays of photovoltaic panels integrated into the building envelope facades and roofs that produce electricity and incorporate the additional function of recovering useful thermal energy. The energy can be used for space, domestic water heating or air conditioning. Recuperating heat from the BIPVjT system improves electrical efficiency and reduces the temperature of PV modules resulting in extended life expectancy of the panels. BIPV/T systems also improve the aesthetic exterior appearance of the building.