The Characterization and Simulation of Futures Markets

Current financial models do an inadequate job of capturing the nuances of actual market movements and often exclude the characteristics that would differentiate the resulting data from randomly generated data. The project will identify the key market characteristics that encompass actual market movements by extending current pricing models to encompass those characteristics that are deemed […]

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Boîtes non-locales et Complexité de communication

Depuis la découverte théorique puis expérimentale de l’intrication au milieu du 20e siècle, la Théorique de l’Information Quantique connait un essor fulgurant. En effet, l’intrication est une relation puissante liant certaines paires de particules dans la Nature, et elle est à la base d’algorithmes quantiques puissants, innovants et prometteurs, lesquels mènent à ce que Google […]

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Calibration Of The Heston Model

Traditionally, the Heston model has been calibrated using a combination of least squares, options inference and gradient methods. However, a new calibration technique has recently been developed based on the explicit solution and stochastic calculus techniques. This new method could greatly simplify and improve the accuracy of the process. The explicit price solution and the […]

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Improving efficiency and safety in aviation industry using big data analytics

In aviation industry a large flow of data including thousands of parameters are registered by FDRs (Flight Data Recorders). The objective of this project is to use this big data to improve the efficiency and safety of flights. The data is collected and segmented from the raw datasets and then proper data cleaning methods are […]

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Machine learning tools for rapid pricing of exotic equity products

Exotic derivatives of various kinds contribute significantly to the risk exposure that must be managed by banks. In order to be competitive, banks need to assess their risk exposure frequently, and make necessary adjustments to their positions. Assessing risk exposure involves computing valuations of all the assets in their investment portfolio, along with their sensitivities. […]

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Novel one-dimensional linkers for advanced inorganic polymers

Modern society heavily relies upon synthetic polymers, mainly based on carbon-based backbones and thus linked to a fossil-based industry. Polymers with non-carbon elements in there main chain are rather uncommon. Only polysiloxanes, known as silicones and polyphosphazenes have industrial and societal relevance. This project aims to investigate whether novel one-dimensional P,N-based polymers can be accessed […]

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Limiting Bias Drift using Generative Adversarial Network Framework

This project will outline step-by-step how to make fair financial models that do not depend on a person’s private information such as age, gender and race. It is aimed to be a guide to use machine-learning tools and adding defendable mathematical theory to improve previously existing models that have problems with producing biased results. As […]

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Higher Hida and Coleman theories for function fields

The project aims to study the function fields analogue of modular forms, known as Drinfeld modular forms, which are also significant objects in number theory. The objective of the project is to develop families of these forms, allowing for variation in their weights, which can lead to numerous interesting applications. To achieve this goal, the […]

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