Risk Attribution for Large Portfolios with Illiquid Assets

The key question addressed by this research project is: what sources of risk drive the volatility of the portfolio held by the business partner? To answer this question, this project employs a set of recently proposed risk management techniques. The business partner is a large institutional investment fund management company with an investment portfOlio that […]

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Forecasting Ability of Non-consumer Scorecards and their Ability to Predict Probability of Default

International Financial Reporting Standards (IFRS) for loss allowances are changing, and financial institutions are proactively adapting existing methodologies and developing new ones to remain compliant. The main ingredient in the myriad of evaluations that banks are required to perform for compliance is risk assessment. The first goal of this research project is to review best […]

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Dynamic Credit Scoring

Banks use a myriad of methodologies to inform their officers on credit extension decisions. One of the most employed approach is to summarize borrower creditworthiness by credit scores, which in turn depend on loan default probabilities. The probability of default depends both on borrower characteristic and on the overall state of the economy. The goal […]

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Synthesis, Reactivity and Catalysis with Boron-Containing Nickel Complexes

Boron-containing organic materials are increasingly important in high-tech applications such as sensors, optoelectronics and pharmaceuticals. We recently developed a highly reactive nickel precursor that was able to activate a variety of substrates and showed a strong predilection for unsaturated systems. The proposed research aims to test the ability of this system to activate a variety […]

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Single fit bespoke bra for atypical breast dimension and shape

Many women face large hurdles when looking for a bra that is fitting, supporting, and comfortable. This is especially true for women with oversized breasts or who have undergone mastectomy. In additional to emotional distress and poor self-esteem, the lack of fitting and supporting bra may lead to back and chest pain, and negatively impact […]

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Habitat security mapping for improving human-wildlife coexistence in the Bow Valley

Tourism, nature-based recreation and residential development within the Bow Valley (BV) of Alberta’s Rocky Mountains are all valued and continually increasing. The BV is also important for large mammals as it provides habitat for iconic species like grizzly bears to live in and move through. The Yellowstone to Yukon Conservation Initiative (Y2Y) is dedicated to […]

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Predicting 30-Day Risk of Hospitalization, Emergency Department Visit and Death Among Albertans Receiving Opioid Prescriptions Using Machine Learning Algorithms: A Prognostic Study

Prescribers rely on guidelines for appropriate use and prescribing of opioids. Currently, there are no risk prediction calculators available to quantify the risk of prescribing an opioid that uses a patient’s history and drug utilization pattern. Machine learning algorithms offer an opportunity to perhaps develop such a risk calculator as a result of the large […]

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Expecting the Unexpected: Disaster Vulnerability and Evacuation Planning

While naturals disasters and extreme weather events continue to increase in both frequency and severity due to climate change, communities around the world continue to suffer major social, environmental and economic losses. However, rural communities in particular are struggling to develop adequate adaptation plans and perform risk reduction actions due to limited human and financial […]

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Vertical section development and multi-well modelling – Part 1

In the last decade optimization is expanded in many applications from food production to sophisticated applications such as engine fuel efficiency. In the proposed package, it is tried to apply optimization techniques along with physics based analytical and semi-analytical methodologies to create a compelling framework which can help thermal-process based oil industry to reduce their […]

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Edge Streaming for 360-degree Videos

360-degree video streaming is one key element of many Augmented Reality and Virtual Reality (AR/VR) applications. The computing and networking demands pose great challenges for mobile devices and mobile networks, especially if a mobile device is the video source. The deployment of mobile edge computing offloads computing and networking demands on mobile devices and alleviates […]

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