Current students

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.