Category Archives: Talk

Algorithmic Trading and Short-term Forecast for Financial Time Series with Machine Learning Models

Albert Wong, Ph.D.
Math Department, Langara College
IEEE Member
and

Youry Khmelevsky, Ph.D.
Computer Science Department
Okanagan College

Algorithmic Trading and Short-term Forecast for Financial Time Series with Machine Learning Models

Time & Date:  4 p.m., Tuesday, March 29, 2022
Location: Room L318 (up to 16 peoples), Langara College, 100 West 49th Avenue, Vancouver B.C., Canada V5Y 2Z6 and Online (Via email and Registration below)
Registration is open now: https://events.vtools.ieee.org/m/309786

Abstract: A profitable algorithmic stock trading algorithm benefits from a forecasting system that can produce accurate short-term forecasts. Based on this premise, we proposed to build up our previous experience in building short-term forecasting models using machine learning models. The research project aims to develop effective algorithmic trading algorithms based on accurate short-term forecasts for financial time series using machine learning models. The project focuses on three research activities: (1) building a data warehouse containing the targeted financial time series and other time series considered valuable as input to the machine learning models. Data acquisition, processing, and staging routines that are required to feed the data warehouse dynamically are evaluated and developed. A data visualization and business intelligence layer is also built on top of the data warehouse; (2) a short-term forecasting model based on machine learning is developed using the various time-series data from the data warehouse. Machine learning algorithms such as neural network, random forecast, support vector regression, XGBoost, and long short-term memory (LSTM) are evaluated in conjunction with several performance criteria to identify the most accurate model from a short-term trading perspective; (3) an automated evaluation system is developing to assess the effectiveness of existing algorithmic short-term trading strategies. Novel algorithms are also developed and evaluated using the evaluation system and the short-term forecast machine learning model.

The current research project was motivated by 3 NSERC funded projects:

  • May 2021 – May 2023. NSERC CCI ARD2: Utilities, Smart metering, Data warehouse, Natural Language Processing, Speech-to-text. Industrial Client: Harris SmartWorks.
  • June 2020 – March 2021. A novel approach to COVID-19 Impact Analysis and Reporting for Utilities. Host institution: Langara College. Industrial Client: Harris SmartWorks.
  • 2016 – 2019. NSERC CCI ARD2 (477506-14): GPN-Perf2: Game private networks and game servers performance optimization. Industrial Client: WTFast.

Speakers Bio:

  • Albert Wong, Ph.D., teaches at the Post-degree Diploma Program in Data Analytics at Langara (the “DA Program”). Drawing on experience and skills developed over a long career in the field, Dr. Wong sets the technical direction for projects proposed within several applied research applications and liaise closely with the partners’ senior leadership teams to ensure that the projects align with each firm’s strategic and financial imperatives. Dr. Wong’s academic expertise includes sampling, multivariate statistical analysis, and ML. He has spent decades working and consulting with organizations of various sizes on the use of statistics, DA, and information technology to solve strategic and/or tactical problems.
  • Youry Khmelevsky received his Ph.D. degree in computer science. His current research interests include enterprise-wide DBMS systems, database warehousing; data mining; software engineering; cloud and high-performance computing; enterprise-wide information systems, no programming paradigm and blind computing. Dr. Khmelevsky had served as a postdoctoral fellow at Harvard University; was a Visiting Scientist in the Computer Science and Artificial Intelligence Laboratory (CSAIL), Massachusetts Institute of Technology (MIT); was an Invited Researcher at Database Management and Machine Learning Department, Sorbonne University, Paris, France; held engineering and R&D positions in Industry in Europe and North America for about 15 years, including at Alberta Energy, Government of Alberta, Canada.

For further information please contact: Youry Khmelevsky (email: Youry at IEEE.org) and subscribe for the news at https://listserv.ieee.org/cgi-bin/wa?SUBED1=okanagan&A=1)
Refreshments will be provided

The need for a Corporate Endpoint Security System

Dennis Estacion, CET, CITP, MBA, CPA, CMA
Senior Endpoint Security Architect
IEEE Member

The need for a Corporate Endpoint Security System

Time & Date: Moved to 2022 (bad road conditions in BC).
Location: Room E207, 1000 KLO Rd., Kelowna, BC (at Okanagan College) and Online (TBA via emails and vTools)
Registration is open now: https://events.vtools.ieee.org/m/294130

Abstract: Information security is to protect information from unauthorized use, disruption or destruction. There are three categories of control used to secure information: management, physical and operational security. Endpoint Security is the practice of securing endpoints or entry points of end-user devices, and falls under this operational security category, being one of the security topologies applied to a subset of systems like desktops, laptops or other mobile devices. The four common attack vectors of endpoint security are shadow IoT devices, BYOD/mobile devices, insider threat and insecure applications. Some consequences of endpoint security failure are theft and sale of the customer and member list to competitors, payroll data leaked to employees, private information of customers or employees leaked, and your data encrypted and held for ransom. Any of the resulting financial, regulatory and reputational impacts could undermine a company’s viability. Endpoint security is no longer optional for any size of the enterprise.

Speakers Bio:

Graduated: Bachelor of Science in Electrical Engineering, University of the Philippines
Graduated: MBA, Queen’s University

Current Designations: Certified Engineering Technologist (ASET); CITP (Certified I.T. Professional), American Institute of CPAs; Chartered Professional Accountant (CPA) – granted this designation concurrently after the unification of Alberta accounting bodies in 2015; Certified Management Accountant (CMA), CMA Alberta

Information Technology Security Experience:

  •  Technical lead (research, architectural design, deployment and documentation) for the project to migrate Trend Micro OfficeScan XG to Apex One endpoint point security at Nova Scotia Power and CPA Alberta.
  • Currently working as Technical lead (business analysis, research, architectural design and deployment) for the Trend Micro Apex One security endpoint system upgrades in a large environment of 60,000 endpoints and assistant technical lead (business analysis, research, architectural design & deployment) for the Trend Micro Deep Security Management system. (Confidential Customer)
  • Managed McAfee EndPoint Security servers for Calgary Co-Op and Divestco customers, as well as supported McAfee endpoints for TELUS customers.
  • Technical lead for SCAP security compliance at CPA Alberta, deploying GPOs for remediation; as a baseline security review utilizing GPO Analyzer at Calfrac.
  • Technical lead (business analysis, research, architectural design, project management, deployment and documentation) for the Symantec High-Availability Server project at Western Financial.

For further information please contact: Youry Khmelevsky (email: Youry at IEEE.org) and subscribe for the news at https://listserv.ieee.org/cgi-bin/wa?SUBED1=okanagan&A=1)
Refreshments and Pizza will be provided

How technology megatrends affect the future of work

Clifford Smith
VP, CIO
Kal Tire
1540 Kalamalka Lk Rd
Vernon, BC, V1T 6V2

How technology megatrends affect the future of work

Time & Date: 5:00–6:00 pm, Thursday, November 25th, 2021
Location: Room E302 (E-Building), 1000 KLO Rd., Kelowna, BC (at Okanagan College)

Abstract: The world, our society and our lives are undergoing technology-fueled change at an ever-increasing pace. What implications do current technology megatrends hold for what you can expect in the workplace now and in the future? Cliff will discuss these megatrends and how they are fundamentally changing work and the business of Kal Tire.

Kal Tire is Canada’s largest independent tire dealer and one of North America’s largest commercial tire dealers and service providers with over 270 Kal Tire retail and commercial locations from coast to coast, 8 warehouse facilities and 10 retread manufacturing plants. In addition, Kal Tire’s Mining Tire Group is the global leader in mining tire service and supply, servicing more than 150 mine sites across five continents.

Speakers Bio: Clifford Smith is currently a Vice President and the Chief Information Officer at Kal Tire. Clifford has worked in many different industries during his 30+ year career including telecommunications, banking, financial services, airlines and retail. As a career business technologist Clifford is passionate about the complex, ever-changing intersection of modern business and technology.

For further information please contact: Youry Khmelevsky (email: Youry at IEEE.org)
Registration is open now: https://events.vtools.ieee.org/m/290871
Refreshments and Pizza will be provided

DevOps for Mainframes

DevOps for Mainframes
Yuliya Varonina and 
Tatiana Ihnashchenka
IBA Group

 

 

Time & Date: 5 PM, Monday, 07 Dec 2020
Location: On-Line/PDF Slides, Okanagan College, Kelowna BC
Registration: https://meetings.vtools.ieee.org/m/246804

Talk Abstract:

DevOps has become a buzzword in the last few years. A number of companies, and development and product teams achieved quite impressive results in this area, making cultural changes, transforming their processes and practices, and introducing new roles, tools and techniques.

In this presentation, we will introduce the world of mainframe and problems legacy technologies face in today’s world. However, mainframe-based software has been designed several years ago; its development still requires well organized and automated processes. We will talk about solutions and technologies required for DevOps transformation on a mainframe and how we implement the changes.

During the session you will learn:
– Mainframe position in today’s technology world
– Which skills are required for software development and support on a mainframe
– What is DevOps and DevOps for mainframe
– What tools are used for building CI/CD pipelines around mainframe infrastructure
– Things to factor when selecting tools for DevOps
– Approaches to DevOps implementation in large organizations

Speakers Biography: 

Yuliya has been working at IBA Group since 2017. Her current position is a DevOps Engineer & Scrum Master. Previously – SDET on Python. She is engaged in Z stack development, DevOps building, agile engineering, and test automation. In addition, she is a Scrum Master for two big scrum teams and an active conference speaker. In past years, she solved problems of building and testing backends and infrastructure of z teams and created CI with related infrastructure for a complex mainframe system that included C, Java, DB2, and TWSz.

For the past three years, Tatiana has been working on CI/CD development for mainframe-based applications. She is engaged in test infrastructure development and support. Currently, she is working on DevOps tools integration and development of the test constructor approach. Codes mostly in Java and Groovy

For further information please contact: Youry Khmelevsky (email: youry at ieee.org)

ENTERING THE INDUSTRY AFTER GRADUATION

Francis Bailey

Amazon Web Services

Tips for Entering the Industry as Computer Information Systems New Grad

Time & Date: 5 PM, Wednesday, October 21st, 2020
Location: On-Line, Okanagan College, Kelowna BC
Registration: https://meetings.vtools.ieee.org/m/243042

Talk Abstract:

Entering the industry after graduation can be a daunting task as you face the challenges of finding and applying for jobs, interviewing, and succeeding once you’re on the job. This talk aims to provide advice on getting hired and to enable open discussion for you to have any pressing questions answered about the industry, hiring processes and day-to-day work life.

Speakers Biography: 

Francis is a former student at Okanagan College and is currently a Software Engineer at Amazon Web Services.

For further information please contact: Youry Khmelevsky (email: youry at ieee.org)

Presentation of IEEE Vancouver Life Member Affinity Group

S. Carl Zanon
Chair Life Member Affinity Group
IEEE Vancouver Section

Presentation of IEEE Vancouver Life Member Affinity Group

Time & Date: 5 PM, Monday, March 16th, 2020
Location: E103, Okanagan College, Kelowna BC
Registration: https://meetings.vtools.ieee.org/event/register/226066

Talk Abstract: Carl will talk about the IEEE Vancouver Life Members Affinity Group (LMAG). The invited IEEE Okanagan Subsection Life Members are to introduce themselves and state their primary areas in their careers. The difference between the Senior Member and Life Member will be described.

IEEE recognizes four groups of members that have common interests and need an opportunity to get together at the local level; Consultants Network, Life Members, Women in Engineering and Young professionals.

Upcoming LMAG events will be described, and potential LMAG events will be discussed.

Speakers Biography: In November 2019 Carl Zanon joined the Vancouver Section as its new Life Member Affinity Group Chair. Carl graduated from UBC’s EE class of 1959.  He has an extensive background in electrical engineering, consulting, and senior management. Over the course of his career, Carl held positions in five provinces and worked abroad in Massachusetts. His leadership experience makes him well-suited for his new role in the IEEE Vancouver Section.

In 1990 he co-authored a book “Advancing Production Management with Standard Cost and Operational Analysis. After Carl’s retirement in 2001 from Western Star Trucks, he entered the consulting field with the Business Development Bank of Canada and instructed the Situational Leadership© Series at the Okanagan College; 2002 to 2016.

He attended the Coronation of Queen Elizabeth II in June 1953 representing BC (Nelson) in the 12 Sea Cadet Contingent. The young cadets sailed from Halifax on carrier HMCS Magnificent. He enrolled in the UNTD navy program at UBC; commissioned in 1958.

Carl and his wife Carol are active in the City of West Kelowna.

For further information please contact: Youry Khmelevsky (email: youry at ieee.org)
Refreshments  will be provided

OKGNtech Ecosystem & Supports


Alex Goodhew
Community Manager, Accelerate Okanagan
#201-460 Doyle Avenue, Kelowna

OKGNtech Ecosystem & Supports

Time & Date: 5 PM, Tuesday, December 3rd, 2019
Location: E103, Okanagan College, Kelowna BC
Registration: https://meetings.vtools.ieee.org/m/212563

Talk Abstract: The OKGNtech community is growing at a rapid rate with 15% economic growth year over year and over 12,000 people working at 700+ tech companies. To support this ecosystem growth, there are a range of resources, mentorship programs and funding to help entrepreneurs and their teams. Alex will be introducing the following:

  • What’s happening in tech on a broad scale
  • The OKGNtech landscape
  • Who is AO?
  • Resources for entrepreneurs
  • Funding incentives and support services for founders and their teams

Speakers Biography: Alex is the Community Manager at Accelerate Okanagan, a not-for-profit technology accelerator that supports the growth of the Okanagan innovation community. Her role involves supporting community alignment opportunities with Okanagan tech companies and supporters. The AO team also develops events, programs and initiatives geared towards supporting the growing OKGN tech community by engaging the willing, coaching the leaders and unlocking the capital. 

For further information please contact: Youry Khmelevsky (email: youry at ieee.org)
Refreshments  will be provided

Machine Learning and Neural Networks with R and Tensorflow Workshop

Daniel Rozek, Jesse Ayers, Jack Humphrey,  Aubrey Nickerson, Chris Mazur and Helder Necker

Computer Science Department, Okanagan College, Kelowna

IEEE Okanagan College Student Branch & IEEE Okanagan Subsection Present (co-sponsored by NSERC ARD L2 GPerf2 research project)

Machine Learning and Neural Networks with R and Tensorflow Workshop

Time & Date: 2 PM – 5 PM, Friday, November 8th, 2019
Location: E103, Okanagan College, Kelowna BC
Registration: https://meetings.vtools.ieee.org/event/register/209774

Talk Abstract: We will be providing a data analysis workshop looking to introduce concepts of Machine Learning and Neural Networks using R and Tensorflow. Our presentation will go over the basic concept of Machine Learning and Neural Networks, then begin gathering and preparing data for use by different algorithms. We will look at the different methods of analysis, as well as the effect of displaying the data in different graphical formats. Finally, we will compare different tools and algorithms in terms of performance and generalizability.

This will be a “bring your own computer” event. Participants will be guided through installing R Studio and Tensorflow, downloading and preparing a data set for analysis, performing visualizations on the data, and running machine learning to create predictions using the data as training.

The main presentation link:
https://docs.google.com/presentation/d/1uuhbbsznmn6M7C5RE82NgKSaRooEmI_GcBou7C1IqnI/edit?usp=sharing
The Github used for R:
https://github.com/humbleguidant/RWorkshop/blob/master/RExercise.R
The Github used for Tensorflow:
https://github.com/jackrbhumphrey/TensorFlowInstallation/

R Programming Language PowerPoint Presentation.

Speakers Biography:
Daniel Rozek is a BCIS 5th-year student working part-time for the NSERC GPerf2 project.  He is interested in SQL, Databases and creating apps with Java and XML.
Jesse Ayers is a fourth-year BCIS student working as a part-time research assistant for the NSERC GPerf2 project. He has a great interest in software development and enjoys adding new technologies to his toolset to complete a project. With what little free time he has, he enjoys game development as a hobby.
Jack Humphrey is a third-year BCIS Student working as a Research Student for the NSERC GPerf2 project. Working in an industry that focuses on lifelong learning, he enjoys working on personal projects in his spare time and has recently directed his focus toward Machine Learning and Data Visualization, where he hopes to find new and intuitive ways to display information.
Aubrey Nickerson is a BCIS student working part-time as a research assistant for the NSERC GPerf2 project. He is studying in the Software Development option and enjoys creating databases, web design, and programming data structures. He is currently investigating machine learning.
Chris Mazur is a BCIS student working part-time as a research assistant for the NSERC GPerf2 project. He enjoys project management and algorithms and is investigating machine learning.
Helder Necker is a 2nd-year student and an NSERC GPERF2 research assistant, who is interested in Software Development, Artificial Intelligence and Data Analysis.

For further information please contact: Youry Khmelevsky (email: youry at ieee.org)
Refreshments and Pizza will be provided

Jira, Confluence and Bitbucket: A Beginner’s Approach to SW Project Management


 

 

Jack Humphrey, Chris Mazur and Aubrey Nickerson

Computer Science Department, Okanagan College, Kelowna

 

IEEE Okanagan College Student Branch & IEEE Okanagan Subsection Present (co-sponsored by NSERC ARD L2 GPerf2 research project)

Jira, Confluence and Bitbucket: A Beginner’s Approach to SW Project Management

Time & Date: 2 PM – 3:30 PM, Friday, October 25th, 2019
Location: B112, Okanagan College, Kelowna BC
Registration: http://meetings.vtools.ieee.org/meeting_registration/register/208110

Talk Abstract: We will be providing a workshop environment to present on Atlassian’s cloud-based Project Management environment, Jira Cloud. Included in this workshop will be aspects of version control in the form of Bitbucket, as well as document management through Confluence. Together, Jira, Confluence, and Bitbucket allow teams to implement an AGILE approach to project management.

This will be a “bring your own computer” event Participants will be guided through Jira and Bitbucket account creation, linking their Atlassian products, analyzing a problem to create a backlog, starting a sprint, self-assigning tasks from the backlog, utilizing Bitbucket for version control as they work together on a single file, closing their sprint, and performing a retrospective including analysis of burn-down charts and comparison of estimates to reality.

Speakers Biography:
Jack Humphrey is a third-year BCIS Student working as a Research Student for the NSERC GPerf2 project. Working in an industry that focuses on lifelong learning, he enjoys working on personal projects in his spare time and has recently directed his focus toward Machine Learning and Data Visualization, where he hopes to find new and intuitive ways to display information.
Aubrey Nickerson is a BCIS student working part-time as a research assistant for the NSERC GPerf2 project. He is studying in the Software Development option and enjoys creating databases, web design, and programming data structures. He is currently investigating machine learning.
Chris Mazur is a BCIS student working part-time as a research assistant for the NSERC GPerf2 project. He enjoys project management and algorithms and is investigating machine learning.

For further information please contact: Youry Khmelevsky (email: youry at ieee.org)
Refreshments will be provided

Getting Started with LaTeX Workshop


 

 

Jack Humphrey, Chris Mazur and Aubrey Nickerson

Computer Science Department, Okanagan College, Kelowna

 

IEEE Okanagan College Student Branch & IEEE Okanagan Subsection Present (co-sponsored by NSERC ARD L2 GPerf2 research project)

Getting Started with LaTeX Workshop

Time & Date: 2 PM – 3:30 PM, Tuesday, October 22nd, 2019
Location: B112, Okanagan College, Kelowna BC
Registration: https://meetings.vtools.ieee.org/event/register/208035

Talk Abstract: We will be providing a workshop environment to present the document preparation tool, LaTeX, including what exactly a LaTeX document is, and why one would want to use LaTeX. Developed by the LaTeX Project and distributed for free under the LaTeX Project Public License, LaTeX uses markup tagging to define the structure of a document and was created for the production of technical and scientific documentation.

This will be a “bring your own computer” interactive workshop, where the participants will follow the presenter in order to create an IEEE-standard formatted document, including Images, Tables, References, Lists, and Sections.

Speakers Biography:
Jack Humphrey is a third-year BCIS Student working as a Research Student for the NSERC GPerf2 project. Working in an industry that focuses on lifelong learning, he enjoys working on personal projects in his spare time and has recently directed his focus toward Machine Learning and Data Visualization, where he hopes to find new and intuitive ways to display information.
Aubrey Nickerson is a BCIS student working part-time as a research assistant for the NSERC GPerf2 project. He is studying in the Software Development option and enjoys creating databases, web design, and programming data structures. He is currently investigating machine learning.
Chris Mazur is a BCIS student working part-time as a research assistant for the NSERC GPerf2 project. He enjoys project management and algorithms and is investigating machine learning.

For further information please contact: Youry Khmelevsky (email: youry at ieee.org)
Refreshments will be provided