The project aims to address issues in the pricing of interest rate derivatives in an illiquid market. In particular, the project will examine the pricing of options on the Brazilian average interbank deposit rate index. A critical element in determining appropriate prices is the volatility implied by observable market prices. However, the lack of liquidity […]

In this research, we propose the design of an efficient automated system which can effectively learn from the patterns of malicious activities, in the form of distributed denial of service attack (DDoS) against web servers on the Internet, and subsequently offer potential victims protection against such attacks by banning such requests in advance. A DDoS […]

Risk Sciences International is currently completing a comprehensive risk assessment of the potential human health effects of manganese. This assessment involves a systematic review of the worlds’ literature on epidemiological and toxicological studies of manganese, following which an international expert panel has scored all of the adverse health outcomes identified through this review using a 12-point […]

This project aims to measure the credit risk of Sun Life structured assets portfolio. The objective is to evaluate the accuracy of different methods to assess the credit risk of these types of financial instruments and to evaluate their advantages and limitations. Two methods are proposed to assess structured finance assets risk: Loan Equivalent Approach […]

Teck Metals Ltd. operates one of the world’s largest integrated lead-zinc smelting operations based in Trail, British Columbia. An important part of Teck’s normal day-to-day operations is to carefully track and report on any pollutants generated on site that are released into the environment. The purpose of this internship is to assist their Company in […]

This project is to focus on building an application which can be used to perform a hearing test on a mobile device (such as an iPhone or iPad). The intern is to implement a white-label (brand-free and easily reusable) application which can be easily distributed by doctor’s offices and hearing centers with their specific brand […]

Using data obtained over a period of 15 years from Brachytherapy procedures used on patients to treat prostate cancer, statistical analysis will be carried out to confirm the hypothesis that Brachtherapy treatments offer the best outcomes at the lowest cost incomparison to other treatment modalities. The first stage of the project will be to review […]

The proposed research project, undertaken by the intern, is devoted to the modeling of currency trading markets and their derivatives in Markov-modulated environment and possible creation proprietary algorithm trading software for this case with EUR/USD as a trading model. The research covered by these activities will include the development of the domestic and foreign equity […]

This internship is a continuation of a previous Mitacs Accelerate Internship during which time Mathtoons worked with Dr. Wang of UBC Okanagan and intern, Yipin Guo of the Math and Computer Science faculties. The previous research enabled Mathtoons development team to incorporate many features within its Content Editor software which will allow teachers of upper […]

Screening spontaneous reporting (SR) or electronic health records (EHR) data sets for adverse drug reactions (ADRs) has become an important component of drug safety. Much methodological work has been historically done on SR data, however, novel approaches are continually being suggested which merit critical review. Thus, we will first investigate some of these approaches as […]

The advantages of digital data (signal functions) processing have made this technique a standard for processing real world analog data in many areas of life, from music industry to seismology. Stored digitally, the data also become less sensitive to physical limitations than their analog counterparts. Other advantages include straightforward low frequency filtering procedures (e.g. as […]

In aviation industry a large flow of data including thousands of parameters are registered by FDRs (Flight Data Recorders). The objective of this project is to use this big data to improve the efficiency and safety of flights. The data is collected and segmented from the raw datasets and then proper data cleaning methods are […]