Site Accessibility Statement
Wilfrid Laurier University Faculty of Science
October 26, 2016
Canadian Excellence

SHARCNET: Past Research Chairs

Research Chairs have been appointed across the SHARCNET consortium to promote interdisciplinary studies and interactions between departments and universities.

Dr. Gabriel Moreno-Hagelsieb, Biology, July 1, 2004-2006

SHARCNET Chair in Biocomputing 

Gene mapping to help the environment

Gabriel Moreno-Hagelsieb, an Assistant Professor at Wilfrid Laurier University, is widely published in the area of genome research. Genomes are a complete map of all genetic information or hereditary material possessed by an organism. Using information from all publicly available microbial genomes (tiny or micro organisms, often classed as bacteria), Professor Moreno-Hagelsieb aims to determine how genes are organized into functional modules, or how genes work together to attain a particular biological function. Because of the many microbial genome projects, there is a great deal of information about the existence of many genes but there is little evidence as to what their functions or products are. In addition, because genes within species continue to evolve, it is crucial to be able to determine if changes have a functional consequence. Using SHARCNET, Professor Moreno-Hagelsieb is seeking to classify all genes from most stable to least stable. His research has applications to the development of antimicrobial agents and for finding the most efficient genes for pathway engineering, which has applications to environmental clean up.

Dr. Joe (Giuseppe) Campolieti, Mathematics, July 1, 2002-2004

SHARCNET Chair in Financial Mathematics 


Development of new financial models to manage risk


In the area of Financial Mathematics, Professor Giuseppe Campolieti, SHARCNET Chair at Wilfrid Laurier University, is investigating the development and application of new analytical and computational methodologies for tackling the pricing of complex financial derivatives. His research advocates innovative methods and algorithms with applications largely impacting the frontiers of derivatives pricing and the management of risk. These results will ultimately be of use in commercial software applications for financial engineering and better management of derivative risk.