Affine Multivariate GARCH Models

The objective of the proposed research program is to develop a flexible and unified multivariate framework for modeling the returns of financial assets. The program is innovative since it establishes closed-form formulas for an efficient and reliable calculation of risk measures and derivative prices. For financial institutions and government regulators, who are performing pricing and […]

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Detection of enumeration attacks in cloud environments using infrastructure log data

Most computer services nowadays are provided in cloud environments. Inevitably, every individual needs to use these environments when they have to use computer services. Considering cyber threats in the cloud infrastructure, security and privacy conservation of one is really challenging. Out of date techniques are no more executable in these infrastructures. However, machine learning algorithms […]

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Improved process modeling and optimization of the Birla Carbon Process

This project is a collaborative relationship between the Combustion Research Laboratory (CRL) at the University of Toronto and Birla Carbon. Birla Carbon is one of the largest manufacturers and suppliers of high quality carbon black additives globally. Carbon black has usage potential across an array of diverse application segments including rubber products, black pigment, UV […]

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Automobile Purchasing Behaviorial Data Collection, Management, and Analysis

This project investigates automobile purchasing behavior of female millennials. In order to achieve the goal of understanding and making use of purchasing behavior, data are to be collected, managed, and analyzed. In addition to using existing data and third-party data, two major tasks of data collection are the use of questionnaire and web crawling to […]

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Translation for educational change: Translator identity and the Global Storybooks project

Our research seeks to better understand challenges that translators encounter in translating stories for the diverse sites on the Global Storybooks portal (https://globalstorybooks.net/), and how they resolve these challenges. We will draw on our existing database of translation data to investigate how translators draw on a range of linguistic resources to achieve a satisfactory representation […]

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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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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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Employing Raman Spectroscopy for monitoring a vaccine manufacturing process

Vaccine antigen production is a process that entails numerous variables. In order to have a consistent and robust process, monitoring of process parameters and controlling output variables within a certain range is the best practice. To accomplish this objective, analytical tools are used, on-line, off-line, at line. Real time monitoring of the processes is advantageous […]

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The real world of environmental pollutants: New approaches to identifying priority contaminants in the Endangered Southern Resident Killer Whale food web

The Southern Resident Killer Whales (SRKW, Orcinus orca) population is assessed at 73 individuals, and significant threats include high levels of endocrine disrupting contaminants, alongside other anthropogenic threats. Studies have painted a partial picture of the contaminants of concern in the SRKW food web. For example, preliminary studies of chinook salmon suggest that some resident […]

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Machine learning in the operating room: focus, performance, and the medical record

This proposed study will significantly enhance our current understanding of how specific intra-operative factors can impact patient outcomes. Our proposed work will provide a proof of concept that machine learning can objectively predict a specific, high-impact post-operative complication, allowing us to move forward with scaling this work to a wide variety of surgical settings. Moreover, […]

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Synergistic Effects of Environmental Factors on Electrochemical Corrosion and Sulfide Stress Cracking (SSC) of a High?Strength Pipeline Steel

Sour corrosion originated from hydrogen sulfide in the pipeline has detrimental impact on the material’s surface of the pipeline, which ultimately causes cracks and pipeline failure. The mechanism behind this sour corrosion is complex because several environmental factors control the degree of sour corrosion, such as, temperature, acidity of the environment, hydrogen sulfide concentration, chloride […]

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