Previously in the first step of this research as an internship with MITACS, the researcher could find a piecewise linear model to approximate the dependent variable. The genetic algorithm was employed to approximate the value of sales, as the dependent variable against changes on marketing efforts, as the independent variables. The outcome became a […]

The proposed project addresses the main challenge in modeling long-dated (maturities of 30 years or more) foreign exchange (FX) interest rate (IR) hybrid derivatives, namely the strong sensitivity of the products to the skew of the FX volatility smiles via the use of a stochastic process, such as the Heston model. Numerical methods based on a partial differential equation […]

  This research seeks to address common issues that plague content and information management at small to medium–sized, know ledge–intensive enterprises. By using qualitative research methods and drawing on a theory of control this case study will provide specific, practical, and usable information about inefficiencies and pain points experienced by Algorithmics, in addition to enriching the trade and research […]

This research is primarily a network analysis with an emphasis on determining geographic and business activity concentrations of connections of the Ontario Technology Start-Up Innovation Ecosystem. It will use cross-border and local investment transaction histories and any available network information (via LinkedIn, C100, Digital Puck, etc.) to create the core social graph. This data may […]

ATB Financial is a large Alberta based full service financial institution. The Card Services department was formed 5 years ago and is growing rapidly. The Card Strategy team within Card Services is developing models and processes to manage marketing campaigns, credit risk management, collections and fraud effectively. The intern will support the team by providing […]

This project involves creating a comprehensive method for developing and maintaining a Meta-model for the representation of Role and Request Modeling (R2M) constructs based on the notion of ontologies. R2M provides clear definitions and semantics for the constructs of conceptual models as well as a set of rules for guiding the modeling process. Currently, there […]

Accurate forecasting is of crucial importance in managing insurance risks and ensuring a solvent and profitable operation. In recent years the property/Casualty insurance industry has adopted generalized linear models (GLMs) to improve the fit and prediction accuracy of their insurance portfolio models. Yet, the interdependence between the different insurance covers included in packaged products, such […]

Financial markets today are monitored and controlled by artificial intelligent algorithms. Developing these artificial intelligent algorithms requires a large amount of testing against complex patterns and phenomena observed in stock market. The main objective of the proposed project is the development of a market simulator. This is highly challenging and yet promising direction that will […]

A hedge is an investment position intended to offset potential losses, or in our case to pay off potential liabilities. Interest rates play an important role in hedging strategies and risk management for variable annuities and other long-term products. Financial institutions have an urgent need for practical and affordable dynamic hedging strategies. We propose a […]

The purpose of this project is to develop an original model for evaluating TDBFG’s suppliers on the basis of environmental, social, and/or economic criteria. TDBFG has several initiatives to implement its corporate social responsibility (CSR) strategy. The research will focus on helping TDBFG align its CSR strategy with its supply chain management practices, particularly as […]

  ATB Financial is a large Alberta based full service financial institution. The Card Services department was formed 6 years ago and is growing rapidly. The Card Strategy team within Card Services is developing models and processes to effectively manage marketing campaigns, collections and fraud. The primary objective of this program is a detailed cost/benefit […]

Financial markets today are monitored and controlled by machine learning algorithms. The primary objective of this project is to further develop the algorithm for financial market analysis and prediction that the partner possesses at the moment. The algorithm currently demonstrates high accuracy, subject to certain constraints, among which: a small time interval between a prediction […]