Past research projects

Computational Mathematics Master's students (research track) are required to complete a research paper and presentation while completing their degree. Below is an archive of the research papers completed by past Computational Mathematics Master's students.

Class of 2024

Student	Supervisor(s)	Title of Reseach Project
Conor Duggan	Vijay Ganesh & Jimmy Lin	A SAT + Computer Algebra System Verification of the Ramsey Problems R(3,8) and R(3,9)
Tina Hajinejad	Stephen Vavasis	A Neural Network Framework to Retrieve Material Properties From Displacement Data

Class of 2023

Student	Supervisor(s)	Title of Reseach Project
Ying Kit Hui	Justin Wan	Volatility Surface Completion using Score-based Generative Models
Zhengyu (Brian) Li	Vijay Ganesh	A SAT Solver + Computer Algebra Attack on the Minimum Kochen–Specker Problem Learning capacities from data in large universes
Shujie Liu	Justin Wan	Synthetic Asset Price Paths Generation Using Denoising Diffusion Probabilistic Model
Guanting Pan	Vijay Ganesh	Testing Tool for Deep Neural Network
Vincent Racine	Mario Ghossoub & David Saunders	Learning capacities from data in large universes
Ali Raisolsadat	Ben Feng	Risk Layering - A Loss Classification Approach
Antonina Rudakova	Stephen Vavasis	Incorporating Wasserstein metric in Autoencoder Training for Effective Image Compression
Daniel Winters	Christopher Batty	Mixed Viscosity Methods for Accelerated Viscous Fluid Simulation
Maryam Yalsavar	Ali Ghodsi	Investigating the Effect of Government Policies on the Spread out of Covid-19
Leon Yao	Kevin Hare	Computing Lower Bounds of the measure of Dimension Traps for the Baker's Map
Shengbo (Joseph) Zou	Jun Liu	Abstraction-based Control Synthesis of Unknown Systems Using Neural Network Approximations

Class of 2022

Student	Supervisor(s)	Title of Reseach Project
Waqas Bin Hamed	Hans De Sterck	Nonnegative Matrix Factorization with Sum-of-Norms Regularization for Hyperspectral Unmixing (PDF)
Justin D'Astous	Ryan Browne	Expoanding the TrueSkill Algorithm Using In-Game Events (PDF)
Andriy (Andrew) Dmytruk	Ryan Browne	Estimation of Gaussian Mixture Networks (PDF)
Anastasiia Livochka	Ryan Browne	Estimation of Gaussian Bi-Clusters with General Block-Diagonal Covariance Matrix & Applications to Topic Modelling (PDF)
Jyler Menard	Brian Ingalls	Universal Differential Equations Applied to Bioprocesses (PDF)
Stefan Vladusic	Chris Fletcher & Chris Bauch	Predicting AMOC Collapse in Low-Order Models with CNN-LSTM Networks (PDF)
Xuetong Wang	Henry Wolkowicz & Walaa Moursi	Splitting Methods in Convex Optimization (PDF)
Cassandra Wong	Samuel Wong	Molecular Dynamics Analysis of the Conformational Flexibility of Loops in the SARS-CoV2 Spike Protei

Class of 2021

Student	Supervisor(s)	Title of Research Project
Jonathan Chalaturnyk	Brian Ingalls	Estimating Parameter Distributions for Biophysical Simulation of Monocultural Microbial Populations (PDF)
Nicholas Dal Farra	Justin Wan	Correcting Metal Artifacts in CT Sinograms Using U-Net (PDF)
Matthew Hall	Hans De Sterck & Jun Liu	An Implementation of Parallel Processing in Pricing and Hedging High-Dimensional American Options (PDF)
Shuhui Zhu	Hans De Sterck & Jun Liu	Spline Parameterization for Continuous Normalizing Flows (PDF)

Class of 2020

Student	Supervisor(s)	Title of Research Project
Riley Becker	Ricardo Fukasawa	Stochastic Vehicle Routing - a 2 Stage Approach (PDF)
Lidan Chen	Jun Liu	Comparison Between Different Numerical Methods in the Applications of Option Pricing (PDF)
Eric Chirtel	Kevin Hare	A Review of Computational Lower Bounds of Garsia Entropy (PDF)
Rong (Brenda) Dang	Yuying Li & Tony Wirjanto	Option Pricing and Hedging by Reinforcement Learning (PDF)
Yaxuan Guo	Peter Forsyth & Yuying Li	Bootstrap Resampling Analysis of Monthly Stock Log Return (PDF)
Vincenzo Heska	George Labahn	Generating Synthetic Online Handwritten Mathematical Expressions from Markup Languages (PDF)
Aref Jafari	Ali Ghodsi	Improved Knowledge Distillation by Utilization Backward Pass Knowledge in Neural Networks (PDF)
Tong Li	Tom Coleman	A CVaR Robust Portfolio Optimization Model with Transaction Costs (PDF)
Vincent Luong	Ricardo Fukasawa	A Method for Finding a 2D Bandeau on a 3D Skull Model (PDF)
Jon-Paul Mastrogicomo	Serge D'Alessio	Gravity-driven Flow Over a Porous Inclined Surface (PDF)

Class of 2019

Student	Supervisor(s)	Title of Research Project
Nicole Dumont	Thomas Coleman	The Optimal Social Cost of Carbon & The Cost of Inaction (PDF)
Beini Fan	Yuying Li	Total Risk Minimization with Spline Kernel Functions (PDF)
Luke Fitzpatrick	Michael Waite	Subgrid Modelling for Large-Scale Atmospheric Flow (PDF)
Ryan Hughes	Henry Wolkowicz	An Updated Stable Primal-Dual Interior-Point Algorithm for Linear Programming (PDF)
Sakif Khan	Ali Ghodsi	Variational Inference and Stochastic Optimization for Document Modelling (PDF)
Xuanrui Li	Kirsten Morris	Solution of Algebraic Riccati Equations using Schur Method and Newton-Kleinman Method (PDF)
Wenqing Liu	Wayne Oldford	TREC: tree reduced ensemble clustering (PDF)
Qi Mai	Justin Wan	Metal Artifacts Reduction in CT Scans using CNN with Ground Truth Elimination (PDF)
Bo Na	Peter Forsyth & Yuying Li	Neural Network Optimal Asset Allocation: Put Writing and Trent Following (PDF)
James Petrie	Katerina Papoulia & Stephen Vavasis	ADMM Energy Minimization for Quasistatic Cohesive Fracture (PDF)
Jason Schneider	Chris Fletcher	Parameter Sensitivity and Tuning of Piektuk-D (PDF)
Timothy Thompson	Katerina Papoulia	Simulating Failure of Cortical Bone with an Energy Based Discrete Fracture Model (PDF)
Yuan (Greg) Wang	Sander Rhebergen	An Abstract Framework of Pressure Robustness for Saddle Point Problems in Hilbert Spaces (PDF)
Mingyu Yang	Henry Wolkowicz	Uncertainty Set Sizes, Sensitivity Analysis in Robust Portfolio Optimization (PDF)
Jiayue Zhang	Ken Seng Tan	Investment Strategy Based on Machine Learning Models (PDF)
Meiyu Zhou	Ken Seng Tan	Comparison of Machine Learning Methods for Insurance Premium Prediction (PDF)

Class of 2018

Student	Supervisor(s)	Title of Research Project
Kira Selby	Pascal Poupart	Incorporating Memory into Deep Generative Dialogue Models using a Scalable Attention Mechanism (PDF)
Linqi Shao	Serge D'Alessio & Justin Wan	Modeling a Square Vibrating Plate (PDF)
Fan Xia	Ken Seng Tan	Simulation Modeling and Analytics of Human Decision Process and Segmentation of Population through Simulated Behavioral Data (PD
Bangyao Xu	Peter Forsyth & George Labahn	Options Pricing under Shared-jump Diffusion Model by Fourier Space Time-stepping Method (PDF)

Class of 2017

Student	Supervisor(s)	Title of Research Project
Helsa Chan	Justin Wan	Numerical Study of a Partial Differential Equation Approach to Deep Neural Networks (PDF)
Chanheum (Sean) Cho	Jesse Hoey	Exploring Emotion Embedding and the Dimensional Model of Emotion's Predictive Power in Sentiment (PDF)
Weixi Gu	Justin Wan	Adaptive Grid Generation based on Monge-Kantorovich Optimization in Two and Three Dimensions (PDF)
Xiaoyu (Summer) Liu	Arne Storjohann	A Heuristic Algorithm for Integer Hermite Normal Form (PDF)
Varuna Manevannan	Tom Coleman	A Technique for Choosing an Effective Hedging Portfolio with Few Instruments (PDF)
Khadeejah Mohiuddin	Justin Wan	Automated Segmentation of Cellular Images using an Effective Region Force (PDF)
Purushottam Sinha	Kirsten Morris	H-infinity Optimal Actuator Location for Generalized Plants with Full Information (PDF)
Michael St. Jules	Stephen Vavasis	Experiments With Scalable Gradient-based Hyperparameter Optimization for Deep Neural Networks (PDF)
Kathleen Wong	Tom Coleman	Efficient Gradient Computation of Exotic Options using Automatic Differentiation (PDF)
Zehao Xu	Marius Hofert & Wayne Oldford	Size Proportional Venn Diagrams in Two and Three Dimensions: Vennplot(...) in R (PDF)

Class of 2016

Student	Supervisor(s)	Title of Research Project
Nathan Braniff	Justin Wan & Serge D'Alessio	The Level Set Method for Simulating Gravity Currents (PDF)
Gurpreet Gosal	Justin Wan & Serge D'Alessio	The Level Set Method for Simulating Thin Flow Down an Incline (PDF)
Yeshan (Sunny) He	Ken Seng Tan	Cyber Risk Insurance Pricing Based on Optimized Insured Strategy (PDF)
Zhenyu (Allister) Liao	Henry Wolkowicz	Branch and Bound via the Alternating Direction Method of Multipliers for the Quadratic Assignment Problem (PDF)
Su Yan	Tom Coleman	A Graduated Smoothing Method for the Portfolio Allocation Problem with Transaction Costs (PDF)
Xinghang Ye	Henry Wolkowicz	Low Rank Matrix Completion through Semi-definite Programming with Facial Reduction (PDF)
Xixuan Yu	Tom Coleman	Efficient Computation of Hessian Matrices in a Monte Carlo Setting using Automatic Differentiation (PDF)
Zhongheng (Leo) Yuan	Tom Coleman	The Structured Automatic Differentiation Approach for Efficiently Computing Gradients from Monte Carlo Process (PDF)
Xiaochen Zhang	Justin Wan	Image Restoration of Medical Images with Streak Artifacts by Eulers Elastica Inpainting (PDF)

Class of 2015

Student	Supervisor(s)	Title of Research Project
Lawrence Barrett	Arne Storjohann	A BLAS based implementation of nonsingular rational system solving (PDF)
Shawn Brunsting	Hans De Sterck	Location Tagging in Text (PDF)
Leiguang Chen	Ken Seng Tan	Farmer Level Yield Prediction Based on Credibility Theory (PDF)
Ian Dimock	Justin Wan	Cellular Image Segmentation using N-agent Cooperative Game Theory (PDF)
Ehsan Ganjidoost	Tom Coleman	On Preconditioning the Linearized Conjugate Gradient method for Sparse Nonlinear Optimization (Without computing the Hessian matrix) (PDF)
Yun Long	Ken Seng Tan	Empirical Studies of Corn Yield Distribution Modeling (PDF)

Class of 2014

Student	Supervisor(s)	Title of Research Project
Yuehuan (Betty) Chen	Justin Wan	Unsupervised brightfield image segmentation with RPCA and spectral clustering (PDF)
Chi-Yin (Johnny) Chow	Yuying Li	Robustness of data-driven CVaR optimization using smoothing technique (PDF)
Xiaoxia (Fiona) Fan	Tom Coleman	Product Selection Using Optimization (PDF)
Michael Fattori	Justin Wan & Gladimir Baranoski	A Level Set and Sharp Interface Approach for Simulating Incompressible Two-Phase Flow (PDF)
Simon Robert Fong	Tom Coleman	Optimization using Function Values Only (PDF)
Colin Alex Krueger	Arne Storjohann	Randomized Algorithms for Computing the Rank Profile of a Matrix over a Finite Field (PDF)
Elena Kovaleva	Christiane Lemieux	Genetic Algorithm for Searching Parameters of Sobol Sequence (PDF)
Jessey Lin	Justin Wan	Wide Stencil for the Monge Ampère Equation (PDF)
Amanda Murdoch	Wayne Oldford	Tracking Eye Movement When Observing Statistical Graphics (PDF)
Maysum Panju	Ali Ghodsi	Statistical Extraction and Visualization of Topics in the Qur’an Corpus (PDF)
Chunhao Shan	Peter Forsyth & George Labahn	Commodity Options Pricing by the Fourier Space Time-stepping Method (PDF)
Peipei Tan	Justin Wan	Numerical Method for Bertrand Mean Field Games Using Multigrid (PDF)
Karthik Velakur Sambamoorthy	Michael Waite	Direct Numerical Simulation of Breaking of Standing Internal Waves (PDF)
Ge (Grace) Yang	Ali Ghodsi & Sivabal Sivaloganathan	Estimating Risks of Developing Second Cancers (PDF)
Yichen (Steven) Zhang	Tom Coleman	Transaction Cost Function Minimization Using Simulated Annealing and Smoothing (PDF)
Yan Zhao	Mu Zhu	Content Boosted Matrix Completion (PDF)

Class of 2013

Student	Supervisor(s)	Title of Research Project
Ama Asare	Peter Forsyth & George Labahn	The Direct Control and Penalty Methods for American Put Options (PDF)
Wanqi Li	Tom Coleman	Massively Parallel Jacobian Computation (PDF)
Julian Lippa	Peter Forsyth & George Labahn	A Fourier Space Time-stepping Approach Applied to Problems in Finance (PDF)
Xichen Liu	Yuying Li	Stable Local Volatility Function Model Calibration Using RBF Kernel and Regularization (PDF)
Chunxiao Wu	Justin Wan	Multigrid Methods for Obstacle Problems (PDF)
Haifeng Xu	Hans De Sterck	Fast Multi-Level Co-Clustering (PDF)
Xin Yao	Yuying Li	Data-driven Kernels for Support Vector Machines (PDF)

Class of 2012

Student	Supervisor	Title of Research Project
Su Hang	Peter Forsyth & Justin Wan	Fourier Time-stepping Method in Various Exponential Levy Models
Soo Min Kang	Justin Wan	Automated Segmentation of Brightfield Images Using the Bhattacharyya Measure (PDF)
Chun Ho Leung	Justin Wan	Minimal Curvature Variation Flow in Image Inpainting (PDF)
Zeyu Li	Yuying Li	Optimal Trade Execution Under Constant Volatility and Realized GARCH Volatility Model (PDF)
Ming Ma	Peter Forsyth & George Labahn	Option Pricing Using TR-BDF2 Time Stepping Method (PDF)
Jennifer Smith	Kevin Hare	The Sieve Re-Imagined: Integer Factorization Methods (PDF)
Zhe (Gigi) Wang	Peter Forsyth & George Labahn	Determining the Optimal Control When Numerically Solving Hamilton-Jacobi-Bellman PDSs in Finance (PDF)
Kenneth Webster	Hans De Sterck	Matrix-Matrix Multiplications on GPUs for Accelerating a Parallel Fluid Dynamics Code (PDF)
Yuwei Zhao	Justin Wan	A Numerical Study of Instability Arising from the Bénard Problem (PDF)

Class of 2011

Student	Supervisor(s)	Title of Research Project
Josh Babbin	Peter Forsyth & George Labahn	Numerical Comparisons of Iterative Methods for Pricing American Options Under Regime Switching (PDF)
Yash Bhatt	Marek Stastna	Modelling of Shallow Water Equations and the Weather Research and Forecasting (WRF) Model (PDF)
Maia Hariri	Justin Wan	Reconstruction of Incomplete Cell Paths through 3-dimensional segmentation (PDF)
Nicholas McNeilly	Christiane Lemieux	Searching Parameters for the Polynomial Arithmetic Analogue of Hickernell Sequences (PDF)
Trevor Sabourin	Ali Ghodsi	Predicting Results of Biological Experiments Using Matrix Completion Algorithms (PDF)
Johann Setiawan	Hans De Sterck	Single Stage Matrix Vector Multiplication via Hadoop Map-Reduce (PDF)
Ashmeen Soin	Justin Wan	Multigrid Method for Elliptic Monge-Ampere Equations (PDF)
Fei Wang	Mark Giesbrecht & Ilias Kotsireas	Orthogonal Designs via Computational Algebra (PDF)
Xiaohui Wang	Mu Zhu	The Application of Deep Kernel Machines to Various Types of Data (PDF)
Xin Xiong	Tom Coleman	On the Use of Directed Cutsets to Reveal Structure for Efficient Automatic Differentiation of Multivariate Nonlinear Functions (PDF)

Class of 2010

Student	Supervisor(s)	Title of Research Project
Sabrina Bernardi	Miguel Anjos	A Three-Stage Mathematical-Programming Method for the Multi-Floor Facility Layout Problem (PDF)
Xuezhi Cui	Henry Wolkowicz	Computing the Nearest Correlation Matrix Using Difference Map Algorithm (PDF)
Jeroen De Maeseneire	Christiane Lemieux	Estimating Forward Price Curve in Energy Markets with MCMC Method (PDF)
Weibei Li	Nick Wormald	The Prize-Collecting Steiner Tree Problem and Underground Mine Planning (PDF)
Nicholas Murdoch	John Lin	Wavelets for Atmospheric Gas Analysis (PDF)
Durgesh Saraph	Peter Forsyth & George Labahn	Wrap-around Error in Fourier Space Time-Stepping (PDF)
Lynne Serre	Christiane Lemieux	A Matlab Program for Testing Quasi-Monte Carlo Constructions (PDF)
Kavin Sin	Lilia Krivodonova	Numerical Methods for Derivative Pricing with Applications to Barrier Options (PDF)
Xiaolu Sun	Justin Wan	Multimodal Image Registration Using GPU Parallel Computing Technology (PDF)
Jonathan Valeriote	Arne Storjohann	Deterministic Solution of Rational Linear Systems of Polynomials over Abstract Fields (PDF)

Class of 2009

Student	Supervisor(s)	Title of Research Project
Jonathan Aquan-Assee	Peter Forsyth & George Labahn	Boundary Conditions for Mean-Reverting Square Root Process (PDF)
Laura Bradbury	Justin Wan	Segmentation of Bright-field Cell Images (PDF)
Curtis Bright	Arne Storjohann	Vector Rational Number Reconstruction (PDF)
Tiffany Inglis	Hans De Sterck	Multi-level Space-time Aggregation for Cell Segmentation (PDF)
Lijie Fu	Wayne Oldford	Implementation of Scagnostics 3D (PDF)
Tara Martin	Lilia Krivodonova	Superconvergence of Discontinuous Galerkin Solutions to One-Dimensional Euler Equations
Yanpei Pu	Yuying Li	Analysis of CVaR Optimized Portfolios to the Estimated Errors in the Mean Returns (PDF)
Manda Winlaw	Hans De Sterck	Aggregation Algorithms for K-cycle Multigrid for Markov Chains (PDF)
Sara Zgheib	Christiane Lemieux	Estimating the Effective Dimension of High-Dimensional Finance Problem Using Sobol' Sensitivity Indices (PDF)