# Masters Seminars Series

## Series 2015

** Thursday, October 22, at 1-2pm, Location: ENG-210 **

1st talk by Dr. Foivos Xanthos, at 1pm (sharp)

Title: Coherent risk measures

2nd talk by Dr. Pawel Pralat, at 1:30pm

Title: Modelling self-organizing networks

**Thursday, October 31, 2012, 12:10pm,12:30pm,12:50pm,1:10pm,1:30pm ENG 210**

Speakers Dr. Silvana Ilie, Dr.Jean-Paul Pascal, Dr. Pawel Pralat, Dr.Andrea Burgess, Dr. Katrin Rohlf

Grad seminars Oct. 2013

**Thursday, April 18, 2013, 1:00-1:20 pm, (to be confirmed) ENG 210**

Raju Parsai

In my thesis, I plan to focus on developing numerical strategies for an accurate and effective
sensitivity analysis of the stochastic discrete model of the Chemical Master Equation for well-stirred biochemical systems

**Thursday, April 18, 2013, 12:40-1:00 pm, (to be confirmed) ENG 210**

Vivija Ping You

The Game of Cops and Robbers, and Brushes on Graphs

**Thursday, April 11, 2013, 1:25-1:45 pm, ENG 210**

Alice Yiqiao

Computation of the Minimum Variance Estimator in Hilbert space

## Series 2012-2013

**Thursday, April 11, 2013, 12:35-12:55 pm, ENG 210**

Fatemeh Bavaghar-Zaeimi

Analysis of Protein Interactions. Kinetics and Network Structure

**Thursday, April 11, 2013, 12:10-12:30 pm, ENG 210**

Miaad Alqurashi

Multivariate GARCH Models with Application to Risk Management in Energy Markets

**Thursday, April 4, 2013, 1:25-1:45 pm, ENG 210**

Monjur Morshed

Effective Numerical Methods for Stochastic Models for Biochemical Systems

**Thursday, April 4, 2013, 1:00-1:20 pm, ENG 210**

Laximi Regmi

Cycle decompositions of graphs for small orders

**Thursday, April 4, 2013, 12:35-12:55 pm, ENG 210**

Bimala Kumari Joshi Bimala

TBA

**Thursday, April 4, 2013, 12:10-12:30 pm, ENG 210**

Ramesh Kafle

Holling-Tanner Models for Predator-prey System

with Hasvesting Rates

**Thursday, March 28, 2013, 1:25-1:45 pm, ENG 210**

Atousa Ashena

Harvesting Rate and the Local Stability for a Predator-Prey Model

**Thursday, March 28, 2013, 1:00-1:20 pm, ENG 210**

Julio Hernandez

Upper Bounds for Pricing Errors

**Thursday, March 28, 2013, 12:10-12:30 pm, ENG 210**

Selina Boatema

Avoiding negative population numbers of stochastic models in biochemical kinetics

**Thursday, January 31, 12:10-12:30 pm, 2013 ENG 210.**

Dr. Silvana Ilie, Department of Mathematics, Ryerson University

Topics in Computational and Systems Biology

## Series 2011-2012

**Thursday, November 15, 1:10-1:30, 2012 ENG 210.**

Dr. Dejan Delic, Department of Mathematics, Ryerson University

**Title:** Hard vs easy algorithms: how does graph theory help us?

**Abstract:**
In many sciences and practical applications we come across a particular type of a problem which
involves finding a solution to a certain set of constraints (requirements) from the given
pool of objects. In artificial intelligence, this type of problem is referred to as a
Constraint Satisfaction Problem. Constraint satisfaction problems arise in areas as
diverse as theoretical and applied mathematics, molecular physics, scheduling of events,
assignment of radio frequencies, computational biology, mathematical linguistics, etc.
of particular interest is the question of how difficult, from the computational point
of view, an algorithm solving such a problem may be. In this talk, we will try to explain
the connection between constraint satisfaction problems and certain mappings between
graphs and the diverse approaches that can be used to study the computational complexity
of the derived graph-theoretic problems.

**Thursday, November 15, 1:35-1:55, 2012 ENG 210.**

Dr. Andrea Burgess, Department of Mathematics, Ryerson University

**Title:** Combinatorial designs and cycle decompositions

**Abstract:**
In this talk, I will highlight some research directions related to combinatorial designs and cycle
decompositions. Combinatorial designs originate in their application to the design
of statistical experiments which test interactions between objects. In the case
where objects to be compared are to be arranged in a circular manner (such as bacteria in Petri dishes),
certain experiments can be modelled by cycle decompositions of graphs (also called cycle designs).
Combinatorial designs also have applications to areas such as software testing, coding theory and
communication systems. My work focuses largely on cycle decompositions of graphs, and properties of
decompositions including resolvability, colouring and intersection properties

**Thursday, November 22, 12:10-12:30, 2012 ENG 210.**

Sebastian Ferrando, Department of Mathematics, Ryerson University

**Title:** Non probabilistic Pricing and Nonlinear Risk Estimation.

**Abstract:**
The presentation describes two main lines of research available to students. One line of research involves
mathematical investigations of new non probabilistic models to price financial instruments. These investigations require
a solid knowledge of analysis and probability. Associated numerical work will also be described that complements the theoretical investigations, this numerical work requires advanced programming skills.
Another line of research involves the software implementation of
a nonlinear estimator to assess the effect of a vector of risk factors on a given portfolio. This investigation requires
advanced programming capabilities as well as knowledge of linear algebra and functional analysis.

**Thursday, November 1, 12:10-12:30, 2012, ENG 210.**

Katrin Rohlf, Department of Mathematics, Ryerson University **Title: Exploring the breakdown of continuum descriptions
Abstract:
The goal of this talk is to highlight some of my current research in the areas of blood flow,
and chemically reacting media. The first part of the talk will provide an overview of the main motivation
of the research, namely blood flow in small vessels. Traditional continuum descriptions in the form
of partial differential equations (Newtonian and non-Newtonian flow models) will be discussed at a
very basic level, and the need for exploring the breakdown of such descriptions for blood will be explained.
The next part of the talk describes a particle-based fluid flow model that can be used to explore
the breakdown of the continuum descriptions. This is particularly important for blood flow in complex
geometries, but has applications in other areas such as chemical systems as well.
Highlights of recent results, current work and future directions will form the
final parts of this seminar.
**

**Thursday, November 1, 1:10-1:30, 2012, ENG 210.**

Anthony Bonato, Department of Mathematics, Ryerson University$
**Title:** Modelling, mining, and searching networks

**Abstract:**
Abstract: Complex networks arise in many diverse contexts, ranging from web pages and their links,
protein-protein interaction networks, and on-line social networks such as Facebook and LinkedIn.
The modelling and mining of these large-scale, self-organizing systems is a broad effort spanning many
disciplines. A number of common properties have been observed in complex networks, such as power law
degree distributions and the small world property. Stochastic graph models simulate these properties,
while expanding our theoretical understanding of random graph models. Models for complex networks also
give insight into their underlying properties.

**Thursday, October 4, 12:10, 2012, ENG 210.**

Pablo Olivares

Department of Mathematics, Ryerson University

**Abstract:** We discuss the evolution of models of financial markets from Louis Bachelier' pioneer wo$
developments. We show some examples about the practical use of these models in pricing and risk management. Also we
provide an insight of our Financial Mathematics group, here in the department of Mathematics at Ryerson, and comment $
two possible topics for a Master Thesis.

**Winter 2012 Graduate Seminars**

Department of Mathematics, Ryerson University

Winter 2012 Graduate Seminars

**Thursday, October 20, 2011, 12:10 pm, ENG 210**

Katrin Rohlf

Department of Mathematics, Ryerson University

Exploring the breakdown of continuum
descriptions

**Thursday, November 17, 2011, 1:10 pm, ENG 210**

J.P. Pascal

Department
of Mathematics, Ryerson University

Mathematical modeling of gravity-driven free
surface flows

**Thursday, November 3, 2011, 12:10
pm, ENG 210**

Silvana
Ilie

Department of Mathematics, Ryerson University

Computational and Systems Biology

**Thursday, October 20, 2011, 12:40 pm, ENG 210**

Kunquan Lan

Department of Mathematics, Ryerson University

Epidemic Models

**Thursday, October 13, 2011, 12:10 pm, ENG 210**

Anthony Bonato

Department of Mathematics, Ryerson University

Complex Networks and their Models

**Thursday, October 13, 2011, 12:40 pm, ENG 210**

Sebastian Ferrando

Department of Mathematics, Ryerson University

Research Topics in Financial
Mathematics and Mathematical Signal Processing

**Thursday, September 29, 2011, 12:30 pm, ENG 210**

Pablo Olivares

Department of Mathematics, Ryerson University

Mathematical Modeling of Financial
Markets: Wall Street and the microscopic

## Series 2010-2011

**Thursday, April 14, 2011, 12:35 pm, ENG 210**

Alexandra
Teslya

Department of Mathematics, Ryerson University

Stochastic simulation of biochemical
systems

**Thursday, April 14, 2011, 1:10 pm, ENG 210**

Yan Hua
Tian

Department of Mathematics, Ryerson University

Models study and data mining of Online
Social Networks

**Thursday, April 14, 2011, 1:35 pm, ENG 210**

Neil Gonputh

Department of Mathematics, Ryerson University

Inclined Flow of a Thin Fluid Film with Temperature
Dependent Properties

**Thursday, April 7, 2011, 12:10 pm, ENG 210**

Xianzhang Wen

Department of Mathematics, Ryerson University

The Method of Images in the Pricing of Barrier Derivatives
in Three Dimensions

**Thursday, April 7, 2011, 12:35 pm, ENG 210**

Massoome Rahsepar

Department of Mathematics, Ryerson University

Non-Probabilistic Hedging in Incomplete Models

**Thursday, April 7, 2011, 1:10 pm, ENG 210**

Tamar Krikorian

Department of Mathematics, Ryerson University

Relationships between OA's, OOA's and (t,m,s)-Nets

**Thursday, April 7, 2011, 1:35 pm, ENG 210**

Ana Suarez

Department of Mathematics, Ryerson University

Time- varying coefficients models and the Kalman Filter.
Applications to Hedge Funds

**Thursday, March 24, 2011, 12:35 pm, ENG 210**

Emma Zhu

Department of Mathematics, Ryerson University

Dependence Measures of Hedge Fund Returns

**Thursday, March 24, 2011, 1:10 pm, ENG 210**

Akram Samarikhalaj

Department of Mathematics, Ryerson University

Multivariate Regression with scarce observations under a t-student probability measure.
Applications to Hedge Funds.

**Thursday, March 17, 2011, 1:10 pm, ENG LG 05**

Matt Cane

Department of Mathematics, Ryerson University

Pricing Bivariate Options under Levy Jump-Diffusion Models

**Thursday, March 17, 2011 1:35 pm, ENG LG 05**

Liam Baird

Department of Mathematics, Ryerson University

Cops and Robbers

**Thursday, February 17, 2011, 12:10 pm, ENG 210**

Alexander Alvarez

Department of Mathematics, Ryerson University

Finance without probabilities

**Thursday, February 17, 2011 1:10 pm, ENG 210**

Igor Poliakov

Department of Mathematics, Ryerson University

Modern Control Theory and Stochastic Estimation

**Thursday, January 20, 2011, 1:10 pm, ENG 210**

Kunquan Lan

Department of Mathematics, Ryerson University

The evolution of predator-prey systems in ecology

**Thursday, December 2, 2010, 12:30 pm, ENG 210**

Marcos Escobar

Department of Mathematics, Ryerson University

Topics on Dependence Structures with Financial Applications

**Thursday, December 2, 2010, 12:10 pm, ENG 210**

Sebastian Ferrando

Department of Mathematics, Ryerson University

Research projects in Financial Mathematics and Signal
Processing with Wavelets

**Thursday, November 18, 2010, 12:30 pm, ENG 210**

Garnet Ord

Department of Mathematics, Ryerson University

Quantum Foundations and Applied Mathematics

**Thursday, November 18, 2010, 12:10 pm, ENG 210**

Dejan Delic

Department of Mathematics, Ryerson University

Graph Theory, Algebra, and Constraint Problem Solving Algorithms

**Thursday, November 4, 2010, 1 pm, ENG 210**

Pablo Olivares

Department of Mathematics, Ryerson University

The Mathematical Modeling of Financial Markets: challenges and applications

**Thursday, November 4, 2010, 12:30 pm, ENG 210**

Katrin Rohlf

Department of Mathematics, Ryerson University

Exploring the breakdown of continuum descriptions

**Thursday, November 4, 2010, 12:10 pm, ENG 210**

Peter Danziger

Department of Mathematics, Ryerson University

From Kirkman to Covering Arrays

**Thursday, October 21, 2010, 1:10 pm, ENG 210**

Anthony Bonato

Department of Mathematics, Ryerson University

Complex Networks and their Models

**Thursday, October 21, 2010, 12:50 pm, ENG 210**

Jean-Paul Pascal

Department of Mathematics, Ryerson University

Mathematical modeling of fluid-film flows

**Thursday, October 21, 2010, 12:30 pm, ENG 210**

Silvana Ilie

Department of Mathematics, Ryerson University

Research topics in Computational Biology

**Thursday, October 21, 2010, 12:10 pm, ENG 210**

Kunquan Lan

Department of Mathematics, Ryerson University

My research interests