Measuring Sustainability in the Supply Chain at TD Bank Group

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 it relates to evaluating its suppliers on the basis of sustainability criteria.

Development of an Agent-Based Market Simulator

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 allow the partner to test some of its algorithms locally before running them in the live market.

Parameter Uncertainty and Model Adequacy for GLMs Applied to Property/Casualty Insurance Data

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 as car insurance, need to be explained in the GLM in order to include them in the predictive process.

Regression Models for Credit Card Strategies

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 expertise and assistance with model specification and estimation, model validation and management reporting. These duties require advanced knowledge of statistical regression models and their applications.

Supporting Role and Request Conceptual Modeling with Ontology- Based Reasoning

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 are some challenges in evolving and maintaining R2M such as ensuring the consistency of any new rule with the set of existing rules and ensuring that a model conforms all R2M rules.

Modeling foreign exchange interest rate hybrid financial derivatives under a multicurrencymodel with stochastic volatility

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 (PDE) approach will be developed for the pricing of these derivatives. The expected benefits of the project to the industrial partner are (i) flexible modeling frameworks for long-dated FX-IR, which can be easily modified

Network Analysis of the Ontario Technology StartUp Innovation Ecosystem

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 be augmented with a targeted survey or network mapping experiment (i.e. please invite the most important person that you are connected to complete this survey).