A hedge is an investment position intended to offset potential losses, or in our case to pay off potential liabilities. Interest rates play an important role in hedging strategies and risk management for variable annuities and other long-term products. Financial institutions have an urgent need for practical and affordable dynamic hedging strategies. We propose a […]

La promotion croisée a pour but de promouvoir des nouveaux produits à des clients actuels de l’entreprise. Dans l’industrie du jeu vidéo, la promotion croisée incite à installer de nouveaux jeux. L’intérêt de la démarche est de conserver dans le réseau de de l’entreprise un client risquant de le quitter. Une analyse menée au niveau […]

Historiquement, la science actuarielle a développé des techniques de modélisation appropriées pour la tarification, le provisionnement et la gestion des risques pour ne nommer que quelques domaines. Depuis quelques années, toutefois, de nouvelles techniques potentiellement prometteuses sont disponibles et commencent à émerger dans l’industrie de l’assurance. Portées par l’engouement de certaines communautés scientifiques, l’apprentissage statistique […]

There is no memorandum project overview associated with this application.

Irwin’s Industrial Safety is a leading provider of safety consulting, safety training, and safety operations management. Over the last 4 years, Irwin’s Safety has compiled data on project safety and efficiency over a wide scope of projects. Moving forward, Irwin’s Safety seeks research into how this data can best be analyzed, visualized, and used to […]

There is no memorandum project overview associated with this application.

Energy companies are in the business of turning energy from one form into another. For example, a gas-fired power station turns chemical potential energy stored in the natural gas into electrical energy. A natural gas storage facility allows energy (held in the form of natural gas) to be stored at one point in time and […]

Cryptography allows to achieve the privacy of conversation between communicating parties by means of encryption. In the core of many cryptosystems lie mathematical problems that are difficult to solve. However, many of these problems, though intractable to attacks carried through electronic computers, are vulnerable to quantum computer attacks. ISARA is a security solutions company that […]

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 […]

This project concentrates on the scenario optimization method which does not need to make any assumption for the underlying asset distribution and directly incorporate such uncertainty into the objective or constraint functions through stochastic programming. The scenario optimization is performed under different parameters and constraints while Markowitz and Black-Litterman model are taken as the benchmarks […]

Cellphones get notifications from different companies every day, but we do not know whether these notifications have a significant impact on customers’ behaviour. Knowing the impact of these notifications would provide useful insights to marketing strategists. Since user behaviour will determine the efficacy of push notifications, this project initially aims to build a behavioural model, […]

Non-parametric models such as supervised and unsupervised machine learning algorithms seem to be an interesting choice when trying to extract decision-making signals out of this ever-increasing volume of information. These models have been used extensively in the last decades and are now more relevant than ever thanks to the development of new techniques in artificial […]