Applications of ML/AI in Asset Management - part 1

ML/AI is widely used and deployed in many industries. Its deployment in Asset Management industry (and especially in Canadian pension fund sector) is significantly behind. Part of it is the fear of “black box” and what recommendation it gives. This sentiment is outdated as the recent advancements in ML/AI allow looking inside the “black box and thus focus on “white box” asset allocation recommendations.
Another reason is that asset management these days is the intersection of three disciplines: Financial Economics, Statistics, and Computer Science.

Machine Learning Valuation of Quebec Housing Market

Most academic literature and practices in the real estate industry use traditional valuation models to predict house prices. While machine learning models have been used more heavily in the finance literature, it is less applied among real estate researchers. While traditional property valuation models rely on simple relationships between the price of a property and each property characteristic, machine learning models allow for complex relationships and can solve such relationships.

Valorisation d’une solution de gestion du personnel

Le projet consiste à bâtir un outil permettant d’évaluer les économies que les clients peuvent espérer en mettant en place le procédé et le logiciel proposé par Merinio. Le logiciel est un outil permettant de faire la gestion de la main d’œuvre de façon plus efficace en automatisant des tâches, en éliminant des tâches répétitives et réduisant les erreurs. Le stagiaire devra faire une analyse des facteurs qui peuvent permettre de réaliser des économies monétaires, en temps, en qualité ou en satisfaction dans un projet.

Uncovering Soft Information from Stock Market Conference Calls: Asset Management Perspectives

Investors, regulators, and the general public consume a wealth of textual information every day. Recent advancements in artificial intelligence make machine-reading of textual information plausible. We tackle text mining of financial conference call transcripts—calls of significant corporate events that are widely followed by investors and institutional investors. Our conference calls data include over 200,000 calls calls held by North American companies.

Language Technologies for Health Informatics (New)

We seek to develop an Integrated and Distributed Software Platform for Text Mining, Semantic Web, Machine Learning. Students are invited to carry out applied research in optimizing existing Natural Language Processing (NLP) platforms such as Unstructured Information Management Architecture (UIMA) and other tools to be integrated for real-time big data processing. We apply this technology to High-Frequency, Real-Time Complex Event Processing (CEP), including in Finance, Healthcare, and Cybersecurity. The applications are not industrial grade but will serve as demo to recruit external partners.

Institutional Investor Preferences and Performance in Different Interest Rate Environments

Pension funds and insurance companies generally have prior commitments with fixed terms. As a result, these institutional investors might need to alter their investment strategies drastically with low interest rates, which will in turn affect the performances of their portfolios. In this research project, we plan to study the effect of interest rates on the strategies and performances of pension funds and insurance companies. We will achieve this using state-of-the-art econometric methodologies such as regression models with time varying coefficients and TOBIT models.

Investigating the Implementation of Machine Learning Algorithms on Adiabatic Quantum Solvers

Machine learning is an active field of research and development to provide tools and technologies for finding significant patterns in data. Behind every face detection and face recognition software in digital cameras or social network websites a constantly under-development machine learning algorithm is working. Nowadays in any practical applications of machine learning we have to analyze huge amounts of data. Using classical approaches to train machine learning algorithms for some classes of algorithms is either very slow, requiring a lot of computing resources, or inefficient.

Risk Analysis and Efficiency Measurement of Protocols for Missing Children in Saskatchewan

We aim to use Saskatchewan’s data and current protocols to explore and identify the risk factors for the challenge of investigating cases of missing children. We will be using a variety of analytical methods in order to come up with a set of valuable recommendations for improving the process of investigating the cases of missing children.

Un nouveau rôle pour la finance dans les secteurs réglementés

Le projet consiste à adapter un outil informatique de modélisation financière servant à l’aide à la prise de décision créé par Solutions Modex afin qu’il puisse connaître un nouveau rôle; soit de servir d’outil de transparence pour l’aide à la négociation des entreprises réglementés lors de la soumission d’un projet d’investissement à leur régulateur. Il s’agira d’évaluer s’il existe un impact significatif de la réglementation, soit de la décision finale du régulateur sur les projets.

Forex data gathering and analysis acceleration

A prototype Forex currency trading system has demonstrated a proof of concept on a static data set. The current project proposes to implement the trading system for real-time applications.

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