Research Study into Impact of E-mail on Employees

The proposed research to be undertaken is an investigation into the relationship between electronic communication (E-mail, text messages, and Instant Messages) and key employee/employer outcomes (Employee outcomes include: work-life conflict, perceived stress, depressed mood, and anxiety; Employer outcomes include: engagement, work-role overload, job satisfaction, and work related stress. The research may also look at scales […]

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The Evaluation of Risk and Return for Community Impact Investments

The ‘Evaluating Risk and Return for Community Impact Investments’ projects seeks to engage one masters level student intern for one semester to work with the partners in designing a new evaluation tool or framework for the risk and return of community impact investments. The intern will gain an understanding of the investment policies and risk […]

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Re-engineering business process of an insurance broker group

This project aims to identify and fix the gaps in existing business processes of commercial insurance brokers group. In order to improve the efficiency and effectiveness of the processes, I plan to redesign the processes to eliminate bottlenecks and improve the service quality by developing workflow management system for the organization. Workflow management system deals […]

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Economic Capital Modeling by Using Copulas

Sun Life Financial is carrying out its ERM and ORSA analysis. The company seeks to develop sophisticated and mathematically sound internal models that would serve as company's own risk measurement tools for EC evaluations, provide continuing insights into the appropriate risk management routes, as well as be a benchmark against the RC required by the […]

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Implementing Factor Models in Investment Management

The internship will consist of studying, building, implementing and testing so called factors that are used to characterize the equities, commodities and currencies that the company invests in. These factors can be thought of as characteristics relating a group of securities that is important in explaining their returns and risk. My task will be first […]

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Group IT usage, diversity and innovation

This proposal is part of a larger research program that aims to study the relationships between IT usage for communication, diversity in social and technical knowledge, and innovation in groups. We have developed a research framework based on social network theories to suggest two different mechanisms for relating diversity and IT usage to novel idea […]

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Retirement Income and Wealth Management Analytics

The QWeMA division of CANNEX develops solutions for the financial and insurance industry of North America. Our analytics play an important role in determining the value proposition of investment products. Our solutions help the financial community and public through their financial advisors to be able to make informed decisions. We work at the intersection of […]

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Machine Learning for Improved Automated Valuation Model (II)

To estimate the market value of a real estate, a computer software program can produce the result by analyzing the location, market conditions, and other characteristics relevant to it. This is known as the ‘automated valuation model (AVM)’. The previous Mitacs Accelerate project with ‘Data Nerds’ has conducted a series of experiments with the attributes […]

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Exploring optimal trading rules in a high-frequency portfolio

Given a set of financial instruments with inherent characteristics at different time intervals, we are interested in finding an optimal trading rule in a high-frequency trading context. A trading rule is defined as a combination of indicators as well as an entry threshold (and potentially other trading parameters). The objective function we are trying to […]

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Benefits of VaR for capital management process of credit unions.

PRO Financial Solutions (PRO) is looking to investigate the benefits of actively including Value at Risk (VaR) in the capital management process of credit unions. Whereas Earnings at Risk (EaR) is a well-established risk measure, VaR still lacks understanding among credit unions. In this research project, the intern will illustrate the relationship between EaR and […]

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