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Three Essays On Intensive Care Unit Capacity Planning, Felipe F. Rodrigues
Three Essays On Intensive Care Unit Capacity Planning, Felipe F. Rodrigues
Electronic Thesis and Dissertation Repository
The Intensive Care Unit (ICU) is a resource-intensive, costly environment. Data gathered from patients during their stay in the ICU has traditionally been used for clinical purposes, but can have a significant impact on healthcare capacity planning and patient flow. There is a need to study how metrics collected in Canadian ICUs, such as the Multiple Organ Dysfunction Syndrome (MODS) score and the Nine Equivalents of Nursing Manpower Use Score (NEMS) can be used to improve capacity planning decisions. Using discrete-event simulation, statistical, survival and machine learning models, I have built long- and short-term capacity planning models to help hospital …
Some Applications Of Higher-Order Hidden Markov Models In The Exotic Commodity Markets, Heng Xiong
Some Applications Of Higher-Order Hidden Markov Models In The Exotic Commodity Markets, Heng Xiong
Electronic Thesis and Dissertation Repository
The liberalisation of regional and global commodity markets over the last several decades resulted in certain commodity price behaviours that require new modelling and estimation approaches. Such new approaches have important implications to the valuation and utilisation of commodity derivatives. Derivatives are becoming increasingly crucial for market participants in hedging their exposure to volatile price swings and in managing risks associated with derivative trading. The modelling of commodity-based variables is an integral part of risk management and optimal-investment strategies for commodity-linked portfolios. The characteristics of commodity price evolution cannot be captured sufficiently by one-state driven models even with the inclusion …