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 to understand the risk factors that are of particular importance to the company’s investment strategy.

Mortality rate modeling: applications to the pricing of longevity-linked financial derivative instruments and a study of the effectiveness of these hedging instruments in a pension risk management str

We are all well aware of the spectacular improvement in life-expectancy around the world since the 1990’s. While most people would agree that living longer is a good thing, it nonetheless increases the risk of having people outlive their assets so that they become forced to accept lower standards of living in old age. People with a defined benefit pension plan or people with a life annuity contract have transferred their individual “longevity risk” to their Pension Fund or to an Insurance Company.

Validation of a Machine Vision-based System for the Recognition of Indian Coins

Counting coins, with speed and accuracy, has been a challenging issue for banks and stores. People used to count coins manually before the arrival of coin counting machines. The process of counting coins manually is a very time consuming and tedious job. Moreover, mistakes are likely to occur due to various reasons such as fatigue, eye tiredness and too many coins of nearly same shape and size cause confusion in sorting and counting. Coin sorters are common in North America and can be found in most commercial banks and even some grocery stores.

Understanding atmospheric peril risk across re/insurance portfolios

Natural disasters that are associated to the atmosphere (known as atmospheric perils) such as hurricanes, tornadoes and hail, flooding, drought, and wildfire, caused over $100 billion in damage throughout the world in 2015. Insurance companies often cannot afford to be responsible when such catastrophes occur, and so they purchase insurance to protect themselves (called reinsurance) from these large risks.

Création d'un modèle d'attribution des campagnes marketing en ligne

Il arrive fréquemment que les consommateurs visitent un site web plusieurs fois avant d’y effectuer une transaction et que ces visites sur le site soit générées par différentes sources (publicité, médias sociaux, favoris, courriel). Cette situation occasionne un sérieux dilemme, celui de l'attribution du crédit de la conversion (i.e., transaction sur un site).  Doit-on l'associer à la dernière source de visite ou bien a la première? 50%, 50%? La diviser équitablement sur toute

Machine Vision Based System for the Recognition and Counting of Indian Coins

Counting coins, with speed and accuracy, has been a challenging issue for banks and stores. People used to count coins manually before the arrival of coin counting machines. The process of counting coins manually is a very time consuming and tedious job. Moreover, mistakes are likely to occur due to various reasons such as fatigue, eye tiredness and too many coins of nearly same shape and size cause confusion in sorting and counting. Coin sorters are common in North America and can be found in most commercial banks and even some grocery stores.

An Integrated framework for connecting innovation providers and innovation seekers: from database construction and population to knowledge discovery

The energy and extractives industries in Canada and abroad (e.g.) are facing challenges that impact negatively on a number of areas including efficiencies and environmental footprint. The objective of this project is to provide Rainmaker Global Business Development with the machine learning and probabilistic research needed to develop a Canadian Clean Technology online marketplace by providing an intern for the project.

Assessment of Comprehensive Self-Care Programs in the Workplace: A Mixed Methods Study

The purpose of this 20-week study is two-fold. First, assess two comprehensive self-care programs on employee and organizational outcomes. Second, explore the self-care phenomenon. A single financial services organization will participate in the study. Financial consultants will be randomly assigned by office location into three groups. Group #1 will attend a comprehensive self-care program called the Corporate Athlete Training Program (CATP). The CATP provides skills instruction in movement, nutrition, mindfulness and recovery.

Strengthening Canadian Competitiveness by Strengthening Local Value Chains

This proposed study is an unprecedented attempt by a North American municipality to proactively identify and strengthen the components of its local value chain to inform a comprehensive strategy dedicated to growing opportunities in local advanced manufacturing, targeting increasingly interwoven value chains. Surrey has the space and existing capabilities to become an advanced manufacturing hub for Canada, growing supply chains and attracting participants, which in turn will drive on-shoring of high value manufacturing in the region.

Benefit Agreement Opportunities for the Newfoundland Start-Up Community

The goal of this research is to explore opportunities for the Newfoundland and Labrador government to optimize BAs with oil and gas companies in a manner that feeds the development of entrepreneurship and innovation throughout the province. IVC Consulting Inc. is a Newfoundland-based consulting group that helps clients find innovative, valuable and creative ways to improve their business. IVC often works with resource sector businesses to identify opportunities to increase their competitive advantage and public profile in the local market.

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