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
William Pugsley
Jeff Orchard & Roxane Itier
 Face Perception using a Predictive-Coding Neural Network
Somayeh Fouladi David Del Rey Fernandez & Sander Rhebergen Well-Balanced Discontinuous Galerkin Method for Solving the Shallow Water Equations

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)