Using high-frequency data to estimate market impact costs of implementation of factor investing strategies

This research aims to conduct transaction cost analysis (TCA) of popular factor investment strategies (value, momentum, size) using intraday tick data. While trading over short-term and investment over long-term has been separate operations historically, the implementation trading cost can be a huge drag on the long-term investment performance. Therefore we would want to simultaneously consider […]

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Community dynamics in restored salt marshes

Salt marshes are important coastal ecosystems that provide many services. Due to their high soil fertility, they have a long history of being converted to farmland. There is now growing interest in restoring salt marshes to protect against coastal erosion, mitigate sea level rise, and provide increased habitat for birds, fish, etc. Ducks Unlimited Canada […]

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Otolith collection from adult and juvenile Caranx caninus, Lutjanus argentiventris and Lutjanus novemfasciatus fishes in Barra de Navidad, Mexico

This project is a data collection project; the collected data will be part of a greater project that will aim to demonstrate using microchemistry that commercially important fish stocks of Caranx caninus, Lutjanus argentiventris and Lutjanus novemfasciatus that are regularly fished from Bahía de Navidad use Barra de Navidad lagoon as a nursery area. Adults […]

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Measurement of the physical and thermo-physical properties of molten salts and their interactions with materials of construction

Small Modular Reactors (SMRs) represent the next generation in nuclear power reactor technology with the benefits of being non-greenhouse-gas emitting forms of power production and providing inherent safety, lower construction and operating costs and proliferation resistance. As part of the recently announced New Brunswick SMR Research and Development Cluster, Moltex Energy proposes to build their […]

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Power at the Edge: Exploring Sustainable Energy Security in the Rural and Remote Communities of Atlantic Canada

The rural and remote communities of Atlantic Canada are plagued with insufficient and interrupted access to energy sources. Lately, the provinces of Atlantic Canada have realigned their future clean energy goals to include increased collaboration with Locally Owned Renewable Energy Small-Scale (LORESS) projects. However, no study has examined the effect of these programs on the […]

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Investigations and Analysis of Industrial Internet of Things Ecosystems

Rimot monitors, controls and provides insights into remote critical infrastructure through the use of enabling technologies such as data analytics, security and advanced networking. Critical research areas in data analytics, security and advanced networking are beneficial for the creation of unique intellectual property and commercialization opportunities for Rimot. This project will focus on the investigations […]

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PITCH – Proactive Integrated Tech-enabled Patient-Centric Healthcare

PITCH is a new initiative focussed on understanding new models for delivering sustainable and proactive health assessments with a focus on patient engagement. It is a collaborative program that includes computer scientists, engineers, data scientists, clinicians, home care providers, and industry partners. In this work, we aim to develop novel security, auditing, analysis and visualization […]

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Improving the bending stiffness of multi-ply folding boxboard with maple HYP

BCTMP (Bleached chemi-thermo-mechanical pulp) or HYP (high-yield pulp) is an important sector in the Canadian market pulp business, and most of them has been exported to Europe and Asia and over half of it is used as middle-ply furnish in Folding Boxboard (FBB). FBB requires high bending stiffness for crush resistance, z-directional strength for preventing […]

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Detection of Fights in Crowd Video

Detection of fights and anomalous behavior of individuals in a crowd is a common problem in computer vision. Some tools that currently exist rely on optical flow of tracked features is a sequence of video frames. These motion algorithms are sensitive to independently moving objects in the frame. What constitutes an “anomaly” is context (eg. […]

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Numerical Simulation of Turbulence and In-Situ Tidal Turbine Performance in Minas Passage

Turbulence is a significant issue at every site being considered for instream tidal energy development. This turbulent flow creates fluctuating forces on tidal turbine blades and support structures, reducing turbine performance and shortening turbine lifespan. Thus, improving and validating numerical models of turbulence and turbine operation in turbulent flow is necessary to better predict device […]

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