Applied Modeling and Quantitative Methods

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

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

The Air Health Trend Indicator (AHTI) is a joint Health Canada / Environment and Climate Change Canada initiative that seeks to model the Canadian national population health risk due to acute exposure to ambient air pollution. The common model in the field uses averages of local ambient air pollution monitors to produce a population-level exposure proxy variable. This method is applied to ozone, nitrogen dioxide, particulate matter, and other similar air pollutants.

We examine the representative nature of these proxy averages on a large-scale Canadian data set, representing hundreds of monitors and dozens of city-level populations. The careful determination of temporal and spatial correlations between the disparate monitors allows for more precise estimation of population-level exposure, taking inspiration from the land-use regression models commonly used in geography. We conclude this work with an examination of the risk estimation differences between the original, simplistic population exposure metric and our new, revised metric.

Author Keywords: Air Pollution, Population Health Risk, Spatial Process, Spatio-Temporal, Temporal Process, Time Series

In recent years, we have observed an unprecedented rise in popularity of AI-powered systems. They have become ubiquitous in modern life, being used by countless people every day. Many of these AI systems are powered, entirely or partially, by deep learning models. From language translation to image recognition, deep learning models are being used to build systems with unprecedented accuracy. The primary downside, is the significant time required to train the models. Fortunately, the time needed for training the models is reduced through the use of GPUs rather than CPUs. However, with model complexity ever increasing, training times even with GPUs are on the rise. One possible solution to ever-increasing training times is to use parallelization to enable the distributed training of models on GPU clusters. This thesis investigates how to utilise clusters of GPU-accelerated nodes to achieve the best scalability possible, thus minimising model training times.

Author Keywords: Compute Canada, Deep Learning, Distributed Computing, Horovod, Parallel Computing, TensorFlow

Using data drawn from the Workplace Safety and Insurance Board's (WSIB) Survey of Workers with Permanent Impairments, this thesis explores if and how the human capital associated with education mitigates the realized work-disabling effects of permanent physical injury. Using Cater's (2000) model of post-injury adaptive behaviour and employment dynamics as the structural, theoretical, and interpretative framework, this thesis jointly studies, by injury type, the effects of education on both the post-injury probability of transitioning from non-employment into employment and the post-injury probability of remaining in employment once employed. The results generally show that, for a given injury type, other things being equal, higher levels of education are associated with higher probabilities of both obtaining and sustaining employment.

Author Keywords: permanent impairment, permanent injury, post-injury employment

Population aging has become a worldwide concern since the nineteenth century. The decrease in birth rate and the increase in life expectancy will make China's population age rapidly. If the growth rate of the number of workers is less than that of the number of retirees, in the long run, there will be fewer workers per retiree. This will apply great pressure to China's public pension system in the next several decades. This is a global problem known as the "pension crisis". In this thesis, a long-term vision for China's urban pension system is presented. Based on the mathematical models and the projections for demographic variables, economic variables and pension scheme variables, we test how the changes in key variables affect the balances of the pension fund in the next 27 years. This thesis applies methods of deterministic and stochastic modeling as well as sensitivity analysis to the problem. Using sensitivity analysis, we find that the pension fund balance is highly sensitive to the changes in retirement age compared with other key variables. Monte Carlo simulations are also used to find the possible distributions of the pension fund balance by the end of the projection period. Finally, according to my analysis, several changes in retirement age are recommended in order to maintain the sustainability of China's urban basic pension scheme.

Author Keywords: China, demographic changes, Monte Carlo simulation, pension fund, sensitivity tests, sustainability

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

This thesis presents a technique to produce signatures from topologies generated by the Growing Neural Gas algorithm. The generated signatures have the following characteristics: The signature's memory footprint is smaller than the "real object" and it represents a point in the n x m multidimensional space. Signatures can be compared based on Euclidean distance and distances between signatures provide measurements of differences between models. Signatures can be associated with a concept and then be used as a learning step for a classification algorithm. The signatures are normalized and vectorized to be used in a multidimensional space clustering. Although the technique is generic in essence, it was tested by classifying alphabet and numerical handwritten characters and 2D figures obtaining a good accuracy and precision. It can be used for many other purposes related to shapes and abstract typologies classification and associative memory. Future work could incorporate other classifiers.

Author Keywords: Associative memory, Character recognition, Machine learning, Neural gas, Topological signatures, Unsupervised learning

This thesis is intended to support dependent-on-crops farmers to hedge the price risks of their crops. Firstly, we applied one-factor model, which incorporated a deterministic function and a stochastic process, to predict the future prices of crops (soybean). A discrete form was employed for one-month-ahead prediction. For general prediction, de-trending and de-cyclicality were used to remove the deterministic function. Three candidate stochastic differential equations (SDEs) were chosen to simulate the stochastic process; they are mean-reverting Ornstein-Uhlenbeck (OU) process, OU process with zero mean, and Brownian motion with a drift. Least squares methods and maximum likelihood were used to estimate the parameters. Results indicated that one-factor model worked well for soybean prices. Meanwhile, we provided a two-factor model as an alternative model and it also performed well in this case. In the second main part, a zero-cost option package was introduced and we theoretically analyzed the process of hedging. In the last part, option premiums obtained based on one-factor model could be compared to those obtained from Black-Scholes model, thus we could see the differences and similarities which suggested that the deterministic function especially the cyclicality played an essential role for the soybean price, thus the one-factor model in this case was more suitable than Black-Scholes model for the underlying asset.

Author Keywords: Brownian motion, Least Squares Method, Maximum Likelihood Method, One-factor Model, Option Pricing, Ornstein-Uhlenbeck Process

We propose a stochastic weather model based on temperature, precipitation, humidity and wind speed for Qatar, as a representative arid region, in order to obtain simulated values for a drought index. As a drought index, the Reconnaissance Drought Index (RDI) is commonly accepted in agriculture and is used to measure drought severity. It can be used to price weather derivatives to help farmers reduce nancial losses from drought. RDI, which is the ratio of precipitation to evapotranspiration, is calculated by considering crop growth stages. The use of dierent crop coecient value depending on the growth stage to calculate evapotranspiration can provide improved values for RDI. Additionally, six calculation methods for evapotranspiration using weather data are investigated to obtain accurate values for RDI.

Author Keywords: Evapotranspiration, Markov chains, Mean reversion processes, Reconnaissance Drought Index, Stochastic dierential equations, Stochastic weather models