Mathematical Models in Algorithmic Trading

On June 1, 2021, Futures First Canada and FinML began a pilot collaborative project involving three Canadian universities by-way-of a MITACS Accelerate internship (IT25712) to jumpstart an initiative to use cutting edge techniques in machine learning, financial mathematics and AI for making predictions in financial markets. This goal is integral to the business operations of […]

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Splittings of Binomial Edge Ideals

A graph is a collection of nodes or points, called vertices, along with a collection of objects called edges, which connect some of the vertices. Graphs can be used to model a number of real world applications. For example, the world wide web can be represented by a node for each website, and an edge […]

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Proportion-Based Hypergraph Burning

Graph burning is a mathematical game or process that has applications in financial cyber security, as it can be used to model “dirty money” spreading throughout a network of accounts. Hypergraph burning is a similar process that is played on a more complex network-like structure called a hypergraph. We investigate an alternative rule set for […]

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Statistical learning and its application in energy liability management

Develop a statistical model to predict the frequency and severity of contamination on oil and gas sites. Advanced statistical learning techniques will be employed to fully utilize the existing data and the data to be collected. The intern will work closely with colleagues in 360 to integrate domain knowledge into the model. The model will […]

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Statistical aspects of Optimal Transport

This proposal explores the use of optimal transport in statistics and machine learning as well as develop one simple application in chemistry. Optimal transport is a well established mathematical field whose actors have gone to receive the most prestigious recognitions. Its inventor, Leonid Kantorovich, received the Nobel Prize in Economics. Cedric Villani, who wrote the […]

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Biogas plants’ network: optimized locations and connections

Biogas is a gas obtained from the anaerobic digestion of biomass inside fermenter reactors , typically located in biogas-generating plants. The biogas can be burned to produce electric energy and heat. This form of energy conversion can be significant for the decarbonization of actual energy generation. In addition, the biogas can be “purified” and can […]

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Construction of an extended cardiac activation map to the torso volume

Cardiac arrhythmia represent a major health issue in Canada, as well as in Europe, as they may lead to sudden death. Accurate means of detection need patients to undergo invasive and perilous exploration, because understanding of electrocardiograms is currently limited. To improve non-invasive detection, it is in particular interesting to understand the physical and mathematical […]

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Managing tree models plasticity and mixing GLMs with regression trees for insurance ratemaking

Predicting policyholders’ claims over a year is crucial for a Property-Casualty insurance company. These expenditures, popularly called losses, are incurred by the insurer when reimbursing the policyholders’ claims. The insurance company is required to pay any legitimate claim made by a policyholder, in exchange the latter pays an amount of money, called the premium, to […]

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Fraud Detection in Derivatives Market using Generative Adversarial Networks

In the last few years, a high increase in the interest of traders and investors towards financial instruments directly led to an important augmentation of the information received daily by exchanges. Exchange regulators, who constantly monitor markets to unveil potential infractions, traditionally perform their investigation manually and the notable growth in market activity represents an […]

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Integrating cognitive factors in dynamical models of epidemiology with applications to disease spread and control

The project aims to improve disease prevention and control by including cognitive variables in dynamic models of disease epidemic. Classical compartmental models of disease dynamics are typically used to explore the extent to which an infectious disease propagates through the population, while cognitive factors such as misinformation and degree of compliance with public health measures […]

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