Graduate Theses & Dissertations

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Utilizing Class-Specific Thresholds Discovered by Outlier Detection
We investigated if the performance of selected supervised machine-learning techniques could be improved by combining univariate outlier-detection techniques and machine-learning methods. We developed a framework to discover class-specific thresholds in class probability estimates using univariate outlier detection and proposed two novel techniques to utilize these class-specific thresholds. These proposed techniques were applied to various data sets and the results were evaluated. Our experimental results suggest that some of our techniques may improve recall in the base learner. Additional results suggest that one technique may produce higher accuracy and precision than AdaBoost.M1, while another may produce higher recall. Finally, our results suggest that we can achieve higher accuracy, precision, or recall when AdaBoost.M1 fails to produce higher metric values than the base learner. Author Keywords: AdaBoost, Boosting, Classification, Class-Specific Thresholds, Machine Learning, Outliers
Particulate Matter Component Analyses in Relation to Public Health in Canada
This thesis explores the shot-term relationship between exposure to ambient air pollution and human health through metrics such as mortality and hospitalization in Canada. We begin by detailing the organization and interpolation of air pollution data from its partially quality-controlled source form. Analyses of seasonal, regional and temporal trends of all major components of PM2.5, was performed, showing a seasonal variation across most regions and validating the dataset. A one-pollutant statistical Generalized Additive Model was applied to the data, estimating the health risk associated with exposure to thirteen different components of PM2.5. The selected components were based on those that compromised the majority of the mass and included: sulphate, nitrate, zinc, silicon, iron, nickel, vanadium, potassium, organic carbon, organic matter, elemental carbon, total carbon. Trends based on annual estimates of the association for PM2.5, and its constituents,were compared, showing that carbonaceous compounds, sulphate and nitrate had similar estimates of association. Many estimates, as is common in population ecologic epidemiology, had association estimates statistically indistinguishable from zero, but with clear features of interest, including evident differences between cold and warm season associations in Canada's temperate climate. A method to model two correlated pollutants (in this case, PM2.5 and O3) was developed using thin plate splines. In this approach, the location of the response surface (after accounting for the temperature, a smooth function of time and day of week) that corresponds to the average pollutant concentration and the average plus one unit was used as the estimate of the joint contribution of pollutants due to a unit increase. The estimates from the thin plate spline (TPS) approach were compared to the single pollutant models, with large increases and decreases in PM2.5 and O3 being captured in the TPS estimates. However, this approach indicated significantly larger error in the estimates than would be expected, indicating a possible future area for refinement. Author Keywords: Air pollution, Environmental Epidemiology, Generalized Additive Models, Human Health, Multivariate Models, Thin Plate Splines
SPAF-network with Saturating Pretraining Neurons
In this work, various aspects of neural networks, pre-trained with denoising autoencoders (DAE) are explored. To saturate neurons more quickly for feature learning in DAE, an activation function that offers higher gradients is introduced. Moreover, the introduction of sparsity functions applied to the hidden layer representations is studied. More importantly, a technique that swaps the activation functions of fully trained DAE to logistic functions is studied, networks trained using this technique are reffered to as SPAF-networks. For evaluation, the popular MNIST dataset as well as all \(3\) sub-datasets of the Chars74k dataset are used for classification purposes. The SPAF-network is also analyzed for the features it learns with a logistic, ReLU and a custom activation function. Lastly future roadmap is proposed for enhancements to the SPAF-network. Author Keywords: Artificial Neural Network, AutoEncoder, Machine Learning, Neural Networks, SPAF network, Unsupervised Learning
Effect of Listing a Stock on the S&P 500 Index on the Stock’s Volatility
This paper investigates the effect of listing a stock on the S&P 500 Index on the stock’s volatility, using various econometrics models: GARCH and EGARCH. The study mainly addresses three issues; firstly, it analyzes stock volatility in two sub-periods, secondly, it determines whether the announcement can account for the fluctuations in the price of the stock, and finally, it investigates the change in the stock’s variance. After isolating the effects of external and industry shock by using the returns on the S&P 500 Index as a proxy, the author finds evidence of structural change in the volatility of stocks after that stock is added to the index. Additionally, the existence of a dominant symmetric effect, which captures the response of volatility to news, indicate that following the onset of including the stock on the index, information flowing into the market increased. However, the rate at which old news is captured in price falls. The empirical evidence also suggests that on average a stocks variance falls and that the announcement to list a stock on the index has little effect on the stock’s price. Author Keywords: EGARCH, GARCH, S&P 500 Index, Symmetric Effect, Volatility
Agro-Ecological Zoning (AEZ) of Southern Ontario and the Projected Shifts Caused by Climate Change in the Long-term Future
This thesis proposes an agro-ecological zoning (AEZ) methodology of southern Ontario for the characterization and mapping of agro-ecological zones during the historical term (1981-2010), and their shifts into the long-term (2041-2070) projected climate period. Agro-ecological zones are homogenous areas with a unique combination of climate, soil, and landscape features that are important for crop growth. Future climate variables were derived from Earth System Models (EMSs) using a high emission climate forcing scenario from the Intergovernmental Panel on Climate Change 5th Assessment Report. The spatiotemporal shifts in agro-ecological zones with projected climate change are analyzed using the changes to the length of growing period (LGP) and crop heat units (CHU), and their manifestation in agro-climatic zones (ACZ). There are significant increases to the LGP and CHU into the long-term future. Two historical ACZs exist in the long-term future, and have decreased in area and shifted northward from their historical locations. Author Keywords: Agro-climatic Zones, Agro-ecological Zones, Agro-ecological Zoning, Climate Change, Crop Heat Units, Length of Growing Period
An Ethical Analysis of Bell's Targeted Ad Prorgram
Online behavioural advertising (OBA) is an advertising technique which relies on collected customer information and online activity to serve people with more relevant ads. On November 16th, 2013, Bell Canada launched their first OBA program via Bell Mobility: the Bell Targeted Ads Program, or BTAP. My thesis provides an ethical analysis of BTAP and shows that Bell undermined and violated customer privacy, stifled customer autonomy, and harmed customer identity. Relevant moral problems include typification, a disrespecting of customer autonomy, and identity commodification. I show that BTAP was unethical by grounding my arguments within the moral framework of Information Ethics (IE). IE is an ethical system which focuses on the role of information in the ethical dilemmas. IE also justifies the self-constitutive theory of privacy (SCP) which argues that our information and privacy are entangled with our identities. This gives us strong reason to defend our privacy/identity within BTAP. After making several arguments which demonstrate that BTAP was unethical, I will then turn my attention to showing how it is possible to rectify and mitigate many of BTAP’s ethical problems by installing a two-stage opt-in (TSOI) which provides customers with a greater deal of autonomy, and the ability to remove themselves from BTAP. Author Keywords: Bell Canada, Ethics, Identity, Online Behavioural Advertising, Privacy, Targeted Advertising
Range-Based Component Models for Conditional Volatility and Dynamic Correlations
Volatility modelling is an important task in the financial markets. This paper first evaluates the range-based DCC-CARR model of Chou et al. (2009) in modelling larger systems of assets, vis-à-vis the traditional return-based DCC-GARCH. Extending Colacito, Engle and Ghysels (2011), range-based volatility specifications are then employed in the first-stage of DCC-MIDAS conditional covariance estimation, including the CARR model of Chou et al. (2005). A range-based analog to the GARCH-MIDAS model of Engle, Ghysels and Sohn (2013) is also proposed and tested - which decomposes volatility into short- and long-run components and corrects for microstructure biases inherent to high-frequency price-range data. Estimator forecasts are evaluated and compared in a minimum-variance portfolio allocation experiment following the methodology of Engle and Colacito (2006). Some consistent inferences are drawn from the results, supporting the models proposed here as empirically relevant alternatives. Range-based DCC-MIDAS estimates produce efficiency gains over DCC-CARR which increase with portfolio size. Author Keywords: asset allocation, DCC MIDAS, dynamic correlations, forecasting, portfolio risk management, volatility
Prescription Drugs
Medication used to treat human illness is one of the greatest developments in human history. In Canada, prescription drugs have been developed and made available to treat a wide variety of illnesses, from infections to heart disease and so on. Records of prescription drug fulfillment at coarse Canadian geographic scales were obtained from Health Canada in order to track the use of these drugs by the Canadian population. The obtained prescription drug fulfillment records were in a variety of inconsistent formats, including a large selection of years for which only paper tabular records were available (hard copies). In this work, we organize, digitize, proof and synthesize the full available data set of prescription drug records, from paper to final database. Extensive quality control was performed on the data before use. This data was then analyzed for temporal and spatial changes in prescription drug use across Canada from 1990-2013. In addition, one of major research areas in environmental epidemiological studies is the study of population health risk associated with exposure to ambient air pollution. Prescription drugs can moderate public health risk, by reducing the drug user's physiological symptoms and preventing acute health effects (e.g., strokes, heart attacks, etc.). The cleaned prescription drug data was considered in the context of a common model to examine its influence on the association between air pollution exposure and various health outcomes. Since, prescription drug data were available only at the provincial level, a Bayesian hierarchical model was employed to include the prescription drugs as a covariate at regional level, which were then combined to estimate the association at national level. Although further investigations are required, the study results suggest that the prescription drugs influenced the air pollution related public health risk. Author Keywords: Data, Error checking, Population health, Prescriptions
Capital Ratios and Liquidity Creation
Using quarterly data from the six largest Canadian banks, we investigate the relationship between regulatory capital ratio and on-balance sheet liquidity created in the Canadian economy by “Big Six”. We find a significant positive relationship between Tier 1 capital ratio and on-balance sheet liquidity creation for Canadian big six banks, implying that large banks in Canada favor risks and rely on capital to fund illiquid assets. In contrast, for smaller banks, the relationship is significantly negative. Our results are robust to dynamic panel regression using 2-Step GMM, two exogenous shocks - COVID-19 crisis and the Global Financial Crisis (2007-2009), mergers & acquisitions activities in the banking industry, and core deposits financing. The COVID-19 pandemic and core deposits adversely impact the Tier 1 capital ratio’s relationship with on-balance-sheet liquidity creation, while the global financial crisis (2007-2009) effect on the association is insignificant. Author Keywords: Big Six, COVID -19, Deposits, Liquidity Creation, Tier 1 Capital Ratio,
Positive Solutions for Boundary Value Problems of Second Order Ordinary Differential Equations
In this thesis, we study modelling with non-linear ordinary differential equations, and the existence of positive solutions for Boundary Value Problems (BVPs). These problems have wide applications in many areas. The focus is on the extensions of previous work done on non-linear second-order differential equations with boundary conditions involving first-order derivative. The contribution of this thesis has four folds. First, using a fixed point theorem on order intervals, the existence of a positive solution on an interval for a non-local boundary value problem is obtained. Second, considering a different boundary value problem that consists of the first-order derivative in the non-linear term, an increasing solution is obtained by applying the Krasnoselskii-Guo fixed point theorem. Third, the existence of two solutions, one solution and no solution for a BVP is proved by using fixed point index and iteration methods. Last, the results of Green's function unify some methods in studying the existence of positive solutions for BVPs of nonlinear differential equations. Examples are presented to illustrate the applications of our results. Author Keywords: Banach Space, Boundary Value Problems, Differential Equations, Fixed Point, Norm, Positive Solutions
Predicting the Pursuit of Post-Secondary Education
Trait Emotional Intelligence (EI) includes competencies and dispositions related to identifying, understanding, using and managing emotions. Higher trait EI has been implicated in post-secondary success, and better career-related decision-making. However, there is no evidence for whether it predicts the pursuit of post-secondary education (PSE) in emerging adulthood. This study investigated the role of trait EI in PSE pursuit using a large, nationally-representative sample of Canadian young adults who participated in the National Longitudinal Survey for Children and Youth (NLSCY). Participants in this dataset reported on their PSE status at three biennial waves (age 20-21, 22-23, and 24-25), and completed a four-factor self-report scale for trait EI (Emotional Quotient Inventory: Mini) at ages 20-21 and 24-25. Higher trait EI subscale scores were significantly associated with greater likelihood of PSE participation both concurrently, and at 2- and 4-year follow-ups. Overall, these associations were larger for men than women. Trait EI scores also showed moderate levels of temporal stability over four years, including full configural and at least partial metric invariance between time points. This suggests that the measure stays conceptually consistent over the four years of emerging adulthood, and that trait EI is a relatively malleable attribute, susceptible to change with interventions during this age period. Author Keywords: Emerging Adulthood, Longitudinal, Post-Secondary Pursuit, Trait Emotional Intelligence
Solving Differential and Integro-Differential Boundary Value Problems using a Numerical Sinc-Collocation Method Based on Derivative Interpolation
In this thesis, a new sinc-collocation method based upon derivative interpolation is developed for solving linear and nonlinear boundary value problems involving differential as well as integro-differential equations. The sinc-collocation method is chosen for its ease of implementation, exponential convergence of error, and ability to handle to singularities in the BVP. We present a unique method of treating boundary conditions and introduce the concept of the stretch factor into the conformal mappings of domains. The result is a method that achieves great accuracy while reducing computational cost. In most cases, the results from the method greatly exceed the published results of comparable methods in both accuracy and efficiency. The method is tested on the Blasius problem, the Lane-Emden problem and generalised to cover Fredholm-Volterra integro-differential problems. The results show that the sinc-collocation method with derivative interpolation is a viable and preferable method for solving nonlinear BVPs. Author Keywords: Blasius, Boundary Value Problem, Exponential convergence, Integro-differential, Nonlinear, Sinc

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