GIS-based Wildfire Catastrophic Risk Economic Capital Modelling

Models used for Wildfire catastrophe insurance as of today are not considering substantial information, such as geographic information and environmental constraints. The objective of the project is to establish a theoretical framework and an empirical process to enhance Aviva Canada’s current Wildfire Economic Capital (EC) model, to be able to determine the amount of capital […]

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Variational integrator for the RSW equation on the sphere under local uncertainty

Numerical simulation is a cornerstone of modern science and industry, and is used in many facets of our everyday lives. While many of us are familiar with short-term weather forecasting, substantially more computational effort is dedicated to longer-term simulations of the Earth’s ocean and atmosphere, for climate and other reasons. In such simulations, certain properties […]

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Forecasting and modeling future call arrivals at Hydro-Quebec’s call centers

The call center managers at Hydro-Quebec (HQ) need to deliver both low operating costs and high service quality. Their task is made especially difficult because they need to meet an incoming demand which is typically both time-varying and uncertain. The current techniques of forecasting future call volumes at HQ are often unreliable, and there is […]

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Local adaptation of populations : deciphering the role of sexual reproduction

According to evolutionary biology, adaptation of a population to a new environment results from an equilibrium between various trends. Adaptation is shaped by selection forces, such as fecundity, mortality and competition for resources, by migration, and by the generation of diversity at reproduction. The type of reproduction, whether it is mainly clonal (asexual) or it […]

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Ehrhart Theory on Arrangements of Hyperplanes

Hyperplanes can be thought of as codimension 1 affine subspaces of a given Euclidean space. Given an arrangement A of hyperplanes in R^d, the set of intersections of hyperplanes define a partially ordered set called intersection poset. The characteristic polynomial of A can then be defined using Mobius function of the intersection poset. One can […]

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Prediction models for pain volatility and engagement patterns of mobile pain app users

Chronic pain costs Canadians more than any other chronic condition and affects 1 in 6 Canadians. Scientific publications of data collected from pain management apps are important to help both consumers and healthcare professionals select the right app. Developed by ManagingLife, Manage My Pain is an app-based pain management platform that allows chronic-pain users to […]

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Segmentation de la tarification d’une compagnie d’assurance.Perlode de stage proposee

Le but principal du projet est de developper un algorithme d’optimisation pour resoudre Ie probleme de segmentation des primes d’assurance sur une region donnee, qui est un enjeu majeur pour les cornpagnies d’assurance. Ce probleme consiste a determiner comment partitionner une region en territoires sur lesquels la prime d’assurance est constante. Les territoires sont soumis […]

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Numerical and theoretical investigation of blow-up in various fluid models

The global regularity problem for smooth solutions to the incompressible Euler and Navier-Stokes equations is a major open problem in the analysis partial differential equations and in mathematical physics. In recent years, there have been several significant advances in our understanding of the global regularity problem for the Euler equations both numerically and analytically. Particularly, […]

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Learning Jungle AI Recommender System for Enhanced Education

Devhaus Corporation operates 20 early child education centers across 5 countries including Canada, USA, Singapore, Cambodia and Philippines. To further implement its principle of Observation to Education, Devhaus is partnering with York University research team to develop an Artificial Intelligence Recommender System to help teachers across the world select optimal lesson plans for each kid […]

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Options spanning in sublattice spaces

Market completeness is a broad assumption used in economical finance. It is in which any portfolio payoff can be replicated by underlying assets, or “basic” assets. The completion of markets using options has been established by Ross (1976), using other methodologies, and the relationship of options and lattice spaces by Brown and Ross (1991). I […]

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Pricing Swaptions and Bond Options by Using One Volatility Surface

Options belong to a class of investments known as derivatives, because their value is derived from the value of an underlying asset that the option holder has the right to buy or sell. Their pricing models generally require at least the volatility of the underlying asset (eq. swap rate, bond price). We want to focus […]

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Méthodes de programmation dynamique stochastique pour la planification hydro-électrique moyen-terme sous incertitude

Le but de la planification hydro-électrique moyen-terme est de déterminer la quantité de ressources hydrauliques qui sera puisé de chacun des réservoirs d’un système de production pour répondre à une demande électrique ou en débit. Ces quantités ou politiques s’étendent en général sur des horizons de 1 à 2 années avec des décisions hebdomadaires ou […]

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