Modeling foreign exchange interest rate hybrid financial derivatives under a multicurrencymodel with stochastic volatility

The proposed project addresses the main challenge in modeling long-dated (maturities of 30 years or more) foreign exchange (FX) interest rate (IR) hybrid derivatives, namely the strong sensitivity of the products to the skew of the FX volatility smiles via the use of a stochastic process, such as the Heston model. Numerical methods based on a partial differential equation […]

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Scalability and performance considerations for the Asset Store

  This proposed research will be held as part of the implementation of an online marketplace for smart assets, project that will be developed at Side Effects Software .The main objectives of this applied research project will be first, trying to predict the performance requirements. Second, estimating the set of queries that need to be […]

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Evaluating heterogeneous enterprise content environments: a case study of control

  This research seeks to address common issues that plague content and information management at small to medium–sized, know ledge–intensive enterprises. By using qualitative research methods and drawing on a theory of control this case study will provide specific, practical, and usable information about inefficiencies and pain points experienced by Algorithmics, in addition to enriching the trade and research […]

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A semi-automatic computer aided system for spine diagnosis

This project aims at developing a computerized system for spine diagnosis. This system will improve the efficiency and efficacy of radiologists to diagnose patients’ spine problems. The development of the system involves devising a set of tailor-made mathematical formulation. These formulation are grounded on the state-of-the-art computer vision algorithms and they are capable of capturing […]

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Design and Fabrication of a Mechanical Tarp System

  This project is to be undertaken to design and fabricate a new headboard for mechanical tarp systems for a flatbed trailer. At present, there are a number of problems including on-time supply of headboard, shipping, waste scrap, and health and safety of drivers. With this project a new design will be proposed and then […]

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Network Analysis of the Ontario Technology StartUp Innovation Ecosystem

This research is primarily a network analysis with an emphasis on determining geographic and business activity concentrations of connections of the Ontario Technology Start-Up Innovation Ecosystem. It will use cross-border and local investment transaction histories and any available network information (via LinkedIn, C100, Digital Puck, etc.) to create the core social graph. This data may […]

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Identifying and understanding the impact of competing goals on self-care compliance among patients with Chronic Heart Failure

    Failure to follow self-care recommendations for chronic heart failure (CHF) not only threatens patients’ lives and well-being, but is costly to the health care system. Most approaches to increasing patient compliance are based on the assumption that individuals will adhere w hen armed  with information about “what” (to do) and “why” (they should do it). We […]

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Hybrid Solar Panel

The project’s main objective is a further reduction of dependence on fossil fuels in our everyday electric appliances. Fossil Fuels are used to generate electricity and they emit dangerous greenhouse gases to the environment which one of its consequences is the familiar global warming phenomena. By integrating a heat exchanger to the original solar PV […]

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Fluorescently-labeled nanoparticle target for imaging

  There is currently a great need to develop better imaging probes for studying biological process. In this proposed internship, Drs. Pacheco and Hashir will be evaluated an aluminum coated alloyed quantum dot system. These quantum dots are brighter than organic fluorophores and with the aluminum surface coating, these quantum dots are less pervious to environmental factors. This internship […]

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Grain Farmers of Ontario Internship: Assessment of plant to plant yield variation in Ontario corn fields

  Differences in plant growth rate and development stage of corn plants within a field have been associated with lower yields. This plant-to-plant variability has been attributed to temporal variability in plant emergence, plant spacing variability, and post-emergent environmental stresses. The role that basic corn production practices such as tillage, crop rotation, and nutrient application play in plant-to-plant […]

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Preparation of Thermoplastic Vulcanizates from Devulcanized Rubber crumb

  In a broad sense, this research project intends to expand the use of the recycled rubber (also referred to as reclaimed rubber or devulcanized rubber) prepared from waste tires. A new technology has been developed in our lab that leads to preparation of high quality reclaimed rubber (also called devulcanized rubber) in a very […]

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