The fixating effect of LCA during ideation in eco-design: a case study

Although life cycle assessment (LCA) is a robust eco-design tool, its capacity to inspire creative ideas among designers is unclear. LCA is often used as a portrait of a product’s environmental hotspots, which are then addressed as design compromises. This highly technical design method usually leads to incremental improvements of products, and appears to do […]

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Aboveground Storage Tank (AST) tightness testing using statistical approach

The industry partner, Cantest is establishing a new leak detection procedure for analyzing data sources in aboveground storage tanks and statistical learning models to monitor AST shell dynamics and product activity over time. This is an important problem as identifying leak detection is usually associated with various environmental data and records collected from sensitive sensors […]

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Developing statistical methods to discover genetic variants underlying longitudinal decline in lung function

COPD is a common inflammatory lung condition that is characterized by airflow limitation and symptoms of cough and shortness of breath. Globally, it affects 384 million people and is responsible for ~4-7% of all deaths. Longitudinal genome-wide association studies (GWAS) are needed to unravel the molecular determinants of dynamic quantitative traits underlying COPD, such as […]

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Portfolio optimization and risk analysis

In recent years, the use of Mathematics and Statistics in Finance has become increasingly important, with the arrival of new software and investment methods. The notion of market efficiency, particularly the assumption that assets are always correctly priced, suffers from market anomalies which lead to potential arbitrage strategies in the short run. Therefore, this project […]

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A weighted graph approach to IP geolocation

When you load a page on the internet, or watch a video, or send an email, packets of information travel along a path from your computer to the destination. Where does this path go? If both you and your destination are located in the same country, does the path respect international boundaries? We propose a […]

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Modeling regime changes to improve portfolio diversification and performance

Asset allocation – the decision of how to divide a portfolio among the major asset classes such as cash, stocks and bonds – is a key determinant of portfolio performance. Because financial markets go through periods of strong and weak economies, the performance of an asset class varies with shifting economic conditions. These regime shifts […]

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Intraday Trading and Analysis and Monitoring Trader Behavior

Electronic exchanges are venues that provide immediacy for those who need to find a counterparty to their trades. Orders of various types arrive in the market at ever increasing speeds, and in this era of high-frequency trading (HFT), institutional investors are often disadvantaged because of their high-latency relative to faster traders. To level the playing […]

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Cryptocurrency Index Research

Cryptocurrency markets exhibit highly chaotic behaviour, differing substantially from securities. This research project looks at the cryptocurrency markets for data–aiming to answer if it possible to create mathematical models which track the overall behaviour of the Cryptocurrency Market, while minimizing risks. Through this research we expect to reconcile the theory developed above with the real […]

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Quantitative risk measurement techniques for insurers

This project will assist Sun Life Financial to build, implement and validate quantitatively sophisticated state-of-the-art models of its risk portfolio. This will result in a better quantitative and qualitative understanding of company’s risk, liability and capital profile, and thus in more effective risk management decision making process.

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Machine learning applied to drilling in open pit mines

The project involves identifying changes in mineralization during the drilling of the blast holes. During drilling, an experienced driller is able, to a certain extent, to detect signals that indicate that a zone change is occurring: vibration in the cabin, rotation rate, etc. The aim of this research project is to use data collected by […]

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