Current graduate students
Imagine having only 1 static slide and 3 minutes to explain the breadth and significance of your research to a non-specialist audience. The Three Minute Thesis (3MT) competition asks University of Waterloo research-based master's and doctoral students to do just that.
Major Field
Management of Technology
Examining committee
Brian Cozzarin - Management Sciences
Selcuk Onay - Management Sciences
Margaret Dalziel - CBET
Jonathan Fugelsang - Psychology
Committee chair
Bonwoo Koo - Management Sciences
In this talk, we discuss a discrete-time model where the underlying asset price is subject to stochastic volatility and liquidity for optimal trade execution. This model is an extension of Almgren and Chriss' model. Instead of the mean-variance criterion, we consider the mean-quadratic criterion for choosing the optimal strategy through applications of Markov decision processes. We carry out a numerical analysis by Monte Carlo simulation and provide detailed comparison results under various risk aversion criteria.
Supervisors
Qi-Ming He
Fatih Erenay
Committee chair
Jean-Pierre Hickey - Mechanical & Mechatronics Engineering
Examining committee
Qi-Ming He - Management Sciences
Fatih Erenay - Management Sciences
Elizabeth M. Jewkes - Management Sciences
Stanko Dimitrov - Management Sciences
David Landriault - Statistics and Actuarial Science
Supervisor
Fatma Gzara
Committee chair
Perry Chou - Chemical Engineering
Examining committee
Fatma Gzara - Management Sciences
Samir Elhedhli - Management Sciences
Houra Mahmoudzadeh - Management Sciences
Ricardo Fukasawa - Combinatorics and Optimization
We compare two models of a multi-server queueing system with state-dependent service rates and return probabilities. In both models, upon completing service, customers are delayed prior to possibly returning to service. In one model, the determination of whether a customer will return occurs immediately upon service completion, at the beginning of the delay. In the other, that determination is made at the end of the delay, capturing the idea that it takes time for the customer’s condition and needs to evolve or assess, before it becomes known whether a return to service is needed.
This study examines how duration of patent examination is affected by technological diversity of patent applications, using a sample of all pharmaceutical patent applications filed between 1985 and 2017 at China’s State Intellectual Property Office (SIPO). Patent examination is a crucial process to evaluate the patentability of technological inventions. To understand what factors influence patent examination duration can offer strategic insights for both patent applicants and patent system designers.
ExpecTAtions is a two-day workshop that prepares Waterloo Engineering students to undertake a teaching assistantship. To serve as a TA, you are required to complete the ExpecTAtions workshop. After full attendance and successful completion of all required activities you will receive a certificate noting your achievement.
Is communicating via Skype or other video media equivalent to a face-to-face meeting? We have known for some time that after interacting face-to-face, people can predict the cooperative behaviour of strangers with better-than-chance accuracy. But is this ability affected when communications are mediated by video technology? This study reports four laboratory experiments examining how different communication conditions affect cooperation prediction efficacy.
This paper investigates the impacts of two environmental policies: pollution abatement subsidy and emission tax, on a three-tier supply chain, where the manufacturer distributes via multiple competitive retailers and invests in a pollution abatement technology in manufacturing. The government pursues social welfare maximization, while the manufacturer and retailers are profit driven. We find that the subsidy policy offers the manufacturer greater incentives to abate pollution and yields higher profits for channel members.