The HIV epidemic and risk behaviour in the DTES will be modelled as stochastic processes on a network. Nodes in the network will represent individuals and links social interactions between them. Stochastic contact processes on the network links will be used to model both transmission of HIV and social influence. The network will capture transmission […]

Financial indicators of an individual firm may be in the form of time series, vectors, or even richer data, such as text or images. The purpose of this work is to explore and develop methods for dealing with such data, and in particular perform the clustering/classification of such data into similar groups. In the project […]

This proposal deals with the pricing and risk management considerations of a property and casualty (P&C) insurance company. These considerations are within the context of a new accounting standard called IFRS 17, in which liabilities in insurance contracts will be measured prior to and during the exposure periods. We propose an implementable and accurate methodology, […]

L’optimisation combinatoire occupe une place prépondérante dans notre société actuelle. Que ce soit la logistique, le transport ou la gestion financière, tous ses domaines se retrouvent confrontés à des problèmes pour lesquels on recherche la meilleure solution. Cependant, un grand nombre de problèmes très complexes reste encore hors de portée des méthodes d’optimisation actuelles. C’est […]

The proposed project is focused on a research area of great interest that my supervisor, Dr. Rasul Shafikov, and Dr. Alexander Sukhov of the University of Lille, have devised in a number of coauthored papers published during the past few years. The research investigates the polynomial and rational convexity of compact sets in Euclidean complex […]

We seek to replace or enhance the traditional underwriting approach (namely identification of insureds via a pre-defined fixed set of risk criteria) with one based on a set of dynamic protocols that are responsive to human behavioral factors for continual health improvement. We seek to provide a live and interactive in-market research dataset that can […]

COPD is a progressive inflammatory airway disease characterized by persistent and progressive airway inflammation. It is a major cause of global morbidity and mortality and is predicted to become the third leading cause of death by 2020. Biomarkers may be useful for diagnosing disease considering that the usually used lung function measures have poor correlation […]

The rapid development in the areas of statistics and machine learning demonstrate unprecedented performance in making cognitive business decisions. Quartic.ai aims to use state-of-the-art machine learning technology to help manufacturers assess and maintain the quality of their industrial units, which suffer damage due to continuous usage and normal wear and tear. Such damage needs to […]

Artificial Intelligence (AI) has attracted significant attention in both industry and academia recently. On one hand, people are feeling excited about seeing the breakthroughs that AI has made. On the other hand, they are also worried that these advanced AI technologies will only be mastered by a very small number of organizations in the future. […]

The objective of the project is to design a model determining capital requirements associated with property and casualty insurance business lines for an insurer that is compliant with the new IFRS 17 framework (international accounting framework). Several subcomponents of the model will be developed such as a dynamic model embedding dependence for the evolution of […]

Machine learning techniques have been applied to the financial industry for some time. They have allowed large utilities and generators to better forecast their needs, and the prices they will pay, leading to a generally more efficient grid. However, very little research has been done that could benefit power marketers, who do not have a […]

Ultimement, suite au développement de modèles micro-économique de gestion intégrée des risques avec l’entreprise, l’objectif visé est d’intégrer à ces modèles les différents biais comportementaux et erreurs cognitives entretenus par les milléniaux au Québec via les résultats provenant de la littérature et les résultats empiriques de mon travail de maîtrise. La finalité est donc l’intégration […]