Physical Sciences and Mathematics Commons^™

Cnn-Lstm Vs Ann: Option Pricing Theory, Edward Chang

Undergraduate Student Research Internships Conference

The modern derivatives market has been steadily growing since the development of the first accurate option pricing model by Fischer Black, Robert Merton, and Myron Scholes. Since then, there have been many different approaches to more accurately price options like the binomial option pricing model and approaches using technology such as machine learning. There are many different research papers on option pricing with artificial neural networks (“ANN”) but not many with other neural network types. We contribute to the existing literature by developing a convolutional neural network – long short-term memory (“CNN-LSTM”) model to price options and compare it to …

A Qualitative Look Into Repair Practices, Jumana Labib

Undergraduate Student Research Internships Conference

This research poster is based on a working research paper which moves beyond the traditional scope of repair and examines the Right to Repair movement from a smaller, more personal lens by detailing the 6 categorical impediments as dubbed by Dr. Alissa Centivany (design, law, economic/business strategy, material asymmetry, informational asymmetry, and social impediments) have continuously inhibited repair and affected repair practices, which has consequently had larger implications (environmental, economic, social, etc.) on ourselves, our objects, and our world. The poster builds upon my research from last year (see "The Right to Repair: (Re)building a better future"), this time pulling …

Simulating Salience: Developing A Model Of Choice In The Visual Coordination Game, Adib Sedig

Undergraduate Student Research Internships Conference

This project is primarily inspired by three papers: Colin Camerer and Xiaomin Li’s (2019 working paper)—Using Visual Salience in Empirical Game Theory, Ryan Oprea’s (2020)—What Makes a Rule Complex?, and Caplin et. al.’s (2011)—Search and Satisficing. Over the summer, I worked towards constructing a model of choice for the visual coordination game that can model player behavior more accurately than traditional game theoretic predictions. It attempts to do so by incorporating a degree of bias towards salience into a cellular automaton search algorithm and utilizing it alongside a sequential search mechanism of satisficing. This …

The Right To Repair: (Re)Building A Better Future, Jumana Labib

Undergraduate Student Research Internships Conference

The goal of this research project was to take a multi-faceted, interdisciplinary approach to research and examine the Right to Repair movement’s progress, current repair practices, impediments, and imperatives, and the various large-scale implications (environmental, economic, social, etc.) stemming from diminished consumer freedom as a result of increased corporate greed and lack of governmental regulations with regards to repair and the environment. This poster exhibits the highlights of my general research project on the Right to Repair movement over the course of this four month internship, and aims to disseminate information about the movement to the wider public in an …

Modeling Weather Vulnerability Dynamically: Applications Of Multiple Linear Regression To Weather Index Microinsurance, Sophie Wu

Undergraduate Student Research Internships Conference

This paper offers a broad overview of the philanthropic goals of microinsurance — namely, to provide vulnerable populations with more self-sufficient and sustainable methods of coping with risk — and through this lens, analyses the applications of multiple linear regression in developing dynamic models for microinsurance. We explain the foundations of MLR (multiple linear regression), and then give two examples for how a simple multiple linear regression model can be adapted with a novel outcome variable (famine) and dependent variables (climate change related costs). Overall, a better understanding of MLR can lend to a better understanding of how microinsurance can …

Agriculture, Food Security And Climate Change Panel, Andrew Walsh

Africa-Western Collaborations Day 2020

8 graduate student/recent graduate presentations on varying topics of agriculture, food security and climate change. Moderated by Dr. Andrew Walsh. Reporting of panel done by current GHS students of the 2021 class. Abstracts can be found under "Africa-Western Collaborations Day 2020 Abstracts". Presenters as follows:

Daniel Amoak, "Coping Strategies of Agrarian Households"

Eunice Annan-Aggrey, "The Conundrum of Vanishing 'Gold' in the African Savannah"

Evans Batung, "Credit Access and Perceived Climate Change Resilience of Smallholder Farmers in semi-arid Northern Ghana"

Chengyu (Jennifer) Guo et al., "Production of Flavoured Fiti Probiotic Yoghurt for the London Community"

Daniel Kpienbaareh et al., "Estimating Yield …

Have We Been Successful? A Policy-Maker’S Guide To The Galaxy Of Measuring Inequities Over Time, Patricia Martens

Population Change and Lifecourse Strategic Knowledge Cluster Conferences

No abstract provided.

Risky Retirement And The Role Of Public Policy, Tammy Schirle

Population Change and Lifecourse Strategic Knowledge Cluster Conferences

No abstract provided.

Longevity And Retirement: Thinking Outside The Box On Canada’S Retirement Income System, Michael Wolfson

Population Change and Lifecourse Strategic Knowledge Cluster Conferences

No abstract provided.

The Impact Of Canadian Immigrant Selection Policy On Future Imbalances In Labour Force Supply By Broad Skill Levels, Alain Bélanger

Population Change and Lifecourse Strategic Knowledge Cluster Conferences

No abstract provided.