Confinement Properties in Magnetized Plasmas

In order to model and determine properties of plasmas such as magnetosphere or fusion devices a consistent mathematical model is required. The goal of this project, among other open problems, is to prove long time uniqueness and existence of the Relativistic Vlasov Maxwell system. In the process, determine estimates on the electromagnetic field intensities, the […]

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Financial Contagion Measures Based on Co-movements

This project aims to study various aspects related to the contagion of financial crisis between markets, including the improvements on contagion measures, test of the existence of contagion, and the application of contagion measures in portfolio diversification across markets. The contagion of financial crisis is defined as the phenomenon that there is a significant increase […]

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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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Optimal actuator location for semilinear systems

Consider the temperature distribution in a classroom; to change it, we need to install a heater somewhere in the classroom. With a heater, we can raise the temperature, as well as change its distribution such that less heat flows to doors and windows, and more to seats. The location of the heater in the room […]

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Retirement Income and Wealth Management Analytics

The Research Group at CANNEX (formerly known as the QWeMA Group) develops solutions for the financial and insurance industry of North America. Our analytics play an important role in determining the value proposition of investment products. Our solutions help the financial community and public through their financial advisors to be able to make informed decisions. […]

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Risk aggregation beyond the normal limits

Risk aggregation is omnipresent in insurance applications. A recent example, borrowed from the modern regulatory accords, is the determination of the aggregate economic capital and its consequent allocation to risk drivers. A more traditional illustration of the importance of risk aggregation in insurance is the celebrated collective risk theory that dates back to the early […]

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Clustering Generating Mechanisms in a Mixture of Additive Noise Models

Pattern analysis is the study of patterns in observed data. One important question in pattern analysis is to find and group similar objects together, e.g., those people with cardiovascular diseases among a set of volunteers willing to donate an organ. This frequently-encountered problem in the domain of data analysis is referred to as classification and […]

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Signal recognition with machine learning using wavelet features

The emerging techniques of machine learning and artificial intelligence are making revolutionary changes in all kinds of the industrial world. As a high-tech business solution company, Quartic.ai uses these modern techniques to help industrial manufactory companies work more efficiently. One of the challenging problems is to make the computer automatically recognize the status and behavior […]

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Incorporating Tumour Heterogeneity into Spatial Optimization of Radiation Therapy of Brain Tumours

Mathematics is frequently viewed as the natural language of science, and has already proven its vital importance through its myriad of applications in engineering and the physical sciences. However, the involvement of mathematics into the life sciences remains relatively unexplored. In particular, the application of mathematics in medicine is a fascinating subset of applied mathematics […]

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A Behavioural Risk Model for Deposit Only Customers

In this joint collaboration with BNS, we will develop a behavioural risk model to predict the likelihood of future risk of breaking the promise to pay debt for customers who only hold deposit products with BNS. The model will be utilized to support business operations such as credit card and loan pre-approvals. That is to […]

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Modeling regime changes to improve portfolio diversification and performance

Asset allocation – the decision of how to divide a portfolio among the major asset classes such as cash, stocks and bonds – is a key determinant of portfolio performance. Because financial markets go through periods of strong and weak economies, the performance of an asset class varies with shifting economic conditions. These regime shifts […]

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Méthodes d’estimation du retour sur les investissements en marketing

Les compagnies d’assurances investissent des semmes considerables en publicite de toute sorte afin de faire connaTtre leurs produits aux clients potentiels. Une question precise mais a laquelle il est tres difficile de repondre precisement est « Combien de nouvelles soumissions d’assurances par des clients potentiels sont generees grace a ces investissements publicitaires ? » Dans […]

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