The stochastic portfolio theory developed by Robert Fernholz is a mathematical framework used to build portfolios and analyze their behavior as well as the securities market structure. This new theory is consistent with market behavior. Portfolio generating functions are the focus area for the internship as they constitute versatile tools to build portfolios with specific […]

It is very useful to build an automatic computer system to recognize the types of vehicles passing a checkpoint given some easy-to-get data about the vehicles, such as the distances between axles, the weights on each axle. Such a system has many applications, for example, in monitoring traffic volumes and identifies the type of vehicle, […]

Measures of covariance and correlation between returns of different financial assets are of great interest in the finance industry. In the high-frequency domain, raw price data is filled with numerous bad data points to which traditional definitions of correlation by Pearson are very sensitive to these outliers, and thus should not be directly applied to […]

Information extraction from unstructured data is a wide and relatively recent domain. For this research project, the focus will be on the information extraction from finance reports and news, more precisely related to the commodities market. This includes Natural Language Processing (NLP), expert systems (such as ontology-based systems) and information fusion as tools for analysing […]

In this project, the intern will use a recently developed interpolation technique based on the Lie group theory to enhance the quality of the classification of Synthetic Apertur Radar images. He will evaluate the effects and discuss the benefits of this interpolation on the complete set of polarimetric features extracted from a fully polarimetric SAR […]

The goal of this project with Agfa Healthcare, a provider of diagnostic imaging and healthcare IT solutions, is to develop mathematical models for (i) assessment and (ii) improvement of compressed medical images. The rapidly increasing volume of data generated by new imaging modalities (eg CT scanner, MRI) necessitates the use of lossy compression techniques to […]

PeerFX Inc. provides a peer to peer currency exchange platform that brings the small business client and individuals together and allows them to exchange currencies with each other. Rather than being charged a high spread in a bank, the users save significantly in this transaction system. However, the demand and supply of currencies normally cannot […]

The overall aim of the project is to produce a survey history of mathematics in Canada to be used as a Historical Assessment by the Canada Museum of Science and Technology. This will concentrate primarily on the period following European colonization, in both French-speaking and English‐Speaking contexts. The research team proposes to cover the period […]

Detection of unexploded ordnances (UXO), or munitions, has many humanitarian benefits. In order to uncover and remove them from an area, their magnetic properties are exploited using a technique to detect them called magnetometry. In order to separate the hazardous UXO from other harmless debris, the proposed project with Sky Research will deal with modeling […]

For this project, the mathematical finance intern will assist in the development and implementation of a new Economic Capital system, a method used by society to produce and distribute goods and services. The internship will also look into the development and implementation of appropriate risk management policies and procedures. The intern will manage the performance […]

Credit valuation adjustment (CVA) is becoming an integral part of pricing any over-the-counter (OTC) trading portfolio, especially in the light of current market conditions. CVA is the difference between the portfolio values with and without accounting for the possibility of default of trading counterparties. BMO Capital Markets has launched a project to create a front […]

Catalyst Equities is a proprietary day trading firm, which means that they trade stocks with financing arranged by a third party. Currently, trades are made independently by members of the team with some dialogue over projections and decision criteria. In the future, partners want to expand their business to include automated trading, which they have […]