Multi-model platform set-up and development of multi-model framework, integrating new and existing Wealth Management asset allocation models

Picton Mahoney Asset Management (PICTON Investments) was founded in 2004 to provide unique investment solutions to institutional, retail and high net worth investors in Canada and around the world. They are 100% employee-owned and manage approximately $15.3 billion in sub-advisory, pension plan and hedge fund assets on behalf of their clients. The Multi-Strategy Team at […]

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Canadian-based investment product solution for personalized direct indexing of client-specific requirements.

One of the fastest growing product categories in the investment industry in the United States is personalized direct indexing. This is a meaningful innovation that allows client specific requirements to be included in the delivery of investment solutions, such as considering concentrated risk positions held by the client, environmental social and governance related preferences, and […]

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Fast approximate solutions to large and sparse systems of equations via convex optimization

Many effective Convex Optimization techniques face a common bottleneck: the resolution of large, sparse systems of equations. Despite the important advances in the state-of-art at theoretical and algorithm development, a significant challenge persists in the tendency to overlook the commercial viability of these algorithms. Recent strides in computer hardware, driven by advancements in AI and […]

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Amélioration et développement d’un modèle de distribution de promotions croisées basé sur un graphe de produit à produit

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 […]

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Revues de techniques non-traditionnelles en analyse de données actuarielles

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 […]

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Analysis and Optimization for Industrial Safety and Efficiency

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 […]

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The impact of correlations on VaR

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 […]

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