A reconciliation of the top-down and bottom-up approaches to risk capital allocations

Two overarching approaches to allocate the aggregate risk capital stand out nowadays. These are the top-down approach that entails that the allocation exercise is imposed by the corporate centre, and the bottom-up approach that implies that the allocation of the aggregate risk to business units is informed by these units. Briefly, the top-down allocations start […]

Read More
Optimal Initial Conditions for the Zeroth Law of Turbulence

In this research project, we wish to further understand turbulent flows and the laws that govern them. In particular, we hope to mathematical understand the phenomenon known as “anomalous dissipation” or the “zeroth law of turbulence”. This anomalous dissipation refers to when the viscosity coefficient in a fluid approaches zero, the rate of energy dissipation […]

Read More
Distributed Net-Enabled Information Fusion and Resource Management underUncertainties

Scalable systems must seamlessly grow to absorb large data sets and incorporate increasing numbers of processing units within in various communication fabrics. Broadly considered, this concept applies to cores sharing memory, processors sharing a bus, nodes sharing a network in a grid/cluster/cloud, or services sharing compositions of components. Ironically, attempts to add more resources-whether they […]

Read More
A System Dynamics Model of the Continuum of Care for HIV

Operations Research — often referred to as the “Science of Better” — uses Mathematics to improve the efficiency of everything from the operation of airlines to hospitals. In collaboration with the BC Centre for Excellence in HIV/AIDS at St. Paul’s Hospital and Merck Frosst, this project will use Operations Research to improve the treatment and […]

Read More
Machine Learning in Business Valuation Using Merger and Acquisition Data

Business valuation deals with the estimation of a company’s value, using information from markets and the company’s financial statements. Such valuation is important when assessing mergers and acquisitions (M&A) of companies or the sale of an owner’s share in a business. Three different approaches are commonly used for business valuation: the income approach (estimating future […]

Read More
Statistical machine learning methods applied to ATB data for debt collection optimization, small business lending decision modelling, and open banking initiatives

The intern will research new modelling technology to determine if the new models can make a significant improvement in servicing customers for loan approvals, debt collections, and open banking. The intern will work closely with the partner to understand the banking process and opportunity. The partner organization will receive several benefits from working with the […]

Read More
Determinants of Successful Public and Private Financing in the Rare Earth Sector

This research project will examine the key factors contributing to the financing success of Canadian rare earth producers from both private and public markets, including Initial Public Offerings on Toronto Stock Exchange and Mergers and Acquisitions transactions. The results from the research will be used to provide an analysis tool for Byron Capital Markets investment […]

Read More
Impact de l’utilisation d’un modèle périodique autorégressif et à moyenne mobile dans la gestion moyen-terme de la production hydroélectrique

Pour planifier à moyen-terme un système hydroélectrique, il est nécessaire de déterminer une politique de gestion de ses réservoirs, c’est-à-dire la quantité d’eau à utiliser à chaque semaine pour répondre à une demande électrique ou d’autres contraintes. Cette politique de gestion couvre un horizon allant jusqu’à 2 ans et doivent tenir compte de la principale […]

Read More
Finding graph minors in the D-Wave hardware graph

D-Wave’s quantum computer is good at solving a specific type of problems known as Ising spin problems. However, in order to solve one of these spin problems, you must first solve another hard problem—embedding the spin problem on D-Wave’s quantum processor. From the land of discrete mathematics, this embedding problem falls into a well studied […]

Read More
Automatisation de la classification par magnétométrie quantique de failles en présence d’erreurs de mesure

De nombreuses structures sont enfouies sous terre dont les conduites de transport de liquide dangereux tel que le pétrole. Lorsqu’une alerte est donnée pour indiquer qu’il y a possiblement une faille dans une zone de la conduite, identifier l’emplacement de la faille nécessite soit de déterrer la conduite, soit l’utilisation de magnétomètre (détecteur de champ […]

Read More
Développer un modèle d’apprentissage automatique pour déterminer des stratégies de transactions virtuelles dans le marché énergétique de MISO « Midcontinent Independent System Operator »

Les transactions faites sur les marchés de l’énergie permettent aux opérateurs de systèmes d’assurer la satisfaction de la demande énergétique à un prix compétitif. Les négociants du parquet des transactions énergétiques doivent prendre positions sur le marché et soumettre des transactions de vente ou d’achat qui seront profitables pour le parquet. Afin de prendre ces […]

Read More