Modélisation de la corrélation des pertes pures par chapitre pour l’assurance-auto au Québec.

Les modèles de tarification actuels en assurance-automobile traitent les chapitres (responsabilité civile, collision responsable, bris de vitre, vol, etc.) comme étant complètement indépendants les uns des autres; la fréquence et le coût moyen des réclamations sont aussi généralement considérés comme indépendants! Notre objectif est d’explorer de nouveaux modèles de tarification qui tiennent compte du fait […]

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Developing a trading strategy for Bitcoin Market using Long Short-term Memory (LSTM) architecture

Prediction of financial markets time series market direction is a challenging task mainly due to the unprecedented changes in economic trends and conditions in one hand and incomplete information on the other hand. Therefore, developing different forecasting, like LSTMs, have been employed by quantitative traders recently. Long Short Term Memory networks (LSTMs”) – are a […]

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Coastal Convection Modeling

Global warming is a major issue faced by society nowadays and to fight it we need to be able to make global climate projections with less uncertainty. Despite numerous progresses in theoretical and computational modelling, there are still climatic phenomena that remain partially unresolved because of the coarseness of the grid resolutions used in global […]

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Combating money laundering networks with the firefighting problem

The Firefighter Problem is a deterministic, discrete-time model of the spread of a fire on the nodes of a graph. If a graph is a network where bank accounts are nodes, then an edge between two accounts is a transaction between one bank account and another. Imagine we have a suspicious bank account with suspicious […]

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Developpement d’un modele de classification probabiliste pour la cartographie du couvert nival dans les bassins versants d’Hydro-Quebec a l’aide des donnees de micro-ondes passives

Chaque jour, des decisions doivent etre prises quant a la quantite d’hydroelectricite produite au Quebec. Ces decisions reposent sur la prevision des apports en eau dans les bassins versants produite a l’aide de modeles hydrologiques. Ces modeles, qui transforment les precipitations en debits, prennent en compte plusieurs facteurs, dont notamment la presence ou l’absence de […]

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Data & Reporting Analyst

Learners.ai is pioneering the application of a new approach for financial services and eCommerce firms to scale their products/services and accelerate revenue using a data-driven approach. The project “Scalable Reveune Operations for Learners.ai” is aimed at implementing the go-to-market strategy for a scalable Revenue Operations service created by Learners.ai after successfully delivering results several clients.

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Development of a Natural Language Processing algorithm for the topic and novelty identification of scientific articles

Currently the selection of peer reviewers is a secret process entirely controlled by journal editors. This introduces significant biases into the process that fosters an environment that contravenes every aspect of equity, diversity and inclusivity, inhibits novel ideas and suppresses creativity which is just bad for science as a whole. Furthermore, research is most often […]

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Development of a risk-prediction model

A quantitative risk prediction model is to be constructed. We need to determine if the available data will fit an existing model and validate the results or if a new statistical model is required. Each case will be allocated into one of three categories (low, moderate and high risk). This stratification must have clinical validity […]

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Structured Assets’ Value-at-Risk: Measurement and Sensitivity Testing

This project aims to measure the credit risk of Sun Life structured assets portfolio. The objective is to evaluate the accuracy of different methods to assess the credit risk of these types of financial instruments and to evaluate their advantages and limitations. Two methods are proposed to assess structured finance assets risk: Loan Equivalent Approach […]

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Application of Machine Learning in Radiation Oncology Scheduling

Cancer incidence rates in Canada are increasing steadily every year which puts a strain on the treatment system. In Quebec, the waiting time to start treatment of cancer patients is enforced by law, however, it is difficult to meet with limited resources and personnel. Efficient planning is hence vital in reducing the long waiting time […]

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Designing global event sets of floods and tropical cyclones under future climates for underwriting, capital management and regulatory purposes

With mounting pressure coming from regulators and other bodies worldwide, the financial services industry (banks, insurers, and reinsurers) will soon need to disclose and stress test their solvency and profitability to various climate scenarios. The work from the Task Force on Climate-related Financial Disclosures (TCFD) thus provides guidance as to how it should be accomplished. […]

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