Fairness has gained unprecedented support in a world of daily emerging scientific inquisition and discovery, aiming to tackle algorithmic bias effectively. Extensive efforts have been devoted to defining and embodying what is bias (discrimination) and developing tools that enable machine learning practitioners to detect and mitigate bias during algorithm design. However, mysteries are yet to […]

The proposal of a comprehensive solution to creating a price-competitive berry production solution to alleviate Canada’s food vulnerability is impossible without a complete understanding of the business case model. Argus is in a unique position to leverage its relationship with the growers in the market, as well as its vast experience to provide a view […]

When building predictive ratemaking models in Property & Casualty insurance, the quality of the models and the adequacy of the premiums we charge to clients are dependent on the quality of the data used when building those models. In certain cases, we know that some variables have the potential of being misrepresented in our data, […]

Despite being our best fundamental description of reality, quantum field theories (QFTs) are not properly understood mathematically. To remedy this, one must take advantage of physical phenomena that elucidate unexpected relationships between different algebraic and geometric structures appearing in QFT. One such phenomenon is known as “3d mirror symmetry” which among other things relates two […]

This project will develop computer-based decision support tools for portfolio constructions for retail investors. The tools will enable investors to access powerful quantitative frameworks for structuring investment portfolios as well as analysing existing portfolios in terms of risk and return. Typically, these tools have been only accessible to institutional investors or large financial institutions but […]

There has been an increasing conversation worldwide about the inclusion of “computational thinking” as an essential competency of the 21st century. This has led to the recent integration of programming in school education in many countries and jurisdictions, for example, in the school math curricula in Norway and Ontario. This study addresses a pressing need […]

Consider a physical system comprising a substantial quantity of particles that dynamically interact with each other over time. Since the number of particles is large, an explicit description of the microscopic behavior of the system becomes effectively impossible. An approach to understanding how these systems behave is to look at certain observables on a macroscopic […]

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 […]

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 […]

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 […]

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 […]

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. […]