Modeling of Currency Trading Markets and Pricing their Derivatives in Markov-modulated Environment

The proposed research project, undertaken by the intern, is devoted to the modeling of currency trading markets and their derivatives in Markov-modulated environment and possible creation proprietary algorithm trading software for this case with EUR/USD as a trading model. The research covered by these activities will include the development of the domestic and foreign equity and commodity markets and their prices of risk in Markov-modulated environment, and also possible creation proprietary algorithm trading software with underlying EUR/USD as a trading model.

Scotiabank HRSS Operational Efficiency Enhancement

The increased demand for reliable and useful human resource information has pushed the subject to the top of the practitioners’ agenda. Accordingly, human resource and capital management is also one of Scotiabank’s core priorities. As an ever-growing multinational company that employs a large number of employees, human resource information reporting is a vital service for Scotiabank for ensuring good decisions in talent management. Yet, there is no standardization in the workflow to integrate request intake for data and reports, causing delays in request handling.

Employee Engagement Research

The internship project investigates the market feasibility of a new service/product offering and the existing organizational capacity to enable such a change to occur. Assist with the strategy and business plan development for what form this offering should take shape, either as an intrapreneurial initiative or a separate entity. The project will also adapt and advance lean startup methodologies (e.g. Lean Launch Pad) and design thinking for comparative scenario analysis and strategic planning.

Structured Assets’ Value-at-Risk: Measurement and Sensitivity Testing

This project aims to measure the credit risk of Sun Life structured assets portfolio. The objective is to evaluate the accuracy of different methods to assess the credit risk of these types of financial instruments and to evaluate their advantages and limitations. Two methods are proposed to assess structured finance assets risk: Loan Equivalent Approach and Look Through Approach. The former is a practical representation of the structured asset as a traditional debt instrument.

Application of Data Mining Methods for Detecting Irregularities in Securities Market

Current procedure for monitoring securities market in Canada relies heavily on tips from outside and hard coded rules and thresholds. This approach leaves many suspicious cases out of investigation (i.e. false negatives). We introduce a data mining approach to identify irregularities in securities market. These irregularities are known as suspicious cases that might be associated with fraudulent activities and need to be investigated by auditors. Developing such methods requires a deep understanding of strategies that investment componies employ.

Economic benefits of local purchasing

This research project will investigate local economic impacts resulting from municipal government procurement through locally-owned suppliers in comparison to procurement through national or multinational suppliers with local operations. The objective of the project is to determine a BC analysis to quanitify the economic impact of local purchasing decisions.

Hybrid encryption and intrusion detection for an e-commerce database

The recent rapid growth of web-based applications and information systems has increased the risk exposure of databases and, thus, the security and protection of data from internal and external threats is more crucial than ever. Damage and misuse of data affect not only a single user or application, but may have disastrous consequences on an entire organization. The partner company’s database contains sensitive financial transactions information and customers can have direct and immediate online access to business information that pertains to them anywhere anytime.

Predicting click-impression dynamics by an epidemic model

InferSystems Corp. develops fully automatic mathematical software to optimize Real-Time-Targeting and Real-Time-Bidding. No project summary submitted.

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.

Investigating intercultural skills development and needs assessment of medium and large businesses in Ontario

This project investigates barriers, facilitators, and experiences related to intercultural skills development training and implementation in the workplace. The project involves the examination of current theories and practices of intercultural skills development, as well as industry partners’ perceptions and experiences of diversity in the workplace and intercultural skills training. The research intends to determine how behavior and attitudes toward diversity in the workplace can become more open and inclusive.