Risk Margin for Claims and Premium Liability in Accordance with IFRS 17

The Building Block Approach (BBA) is one of the liability measurement approaches proposed in the new insurance contract standards – International Financial Reporting Standards (IFRS) 17. Of the three components under BBA, determining the risk margin is the most essential. This project will develop a model that would determine the risk margins and claim provisions, […]

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Intraday Trading and Analysis and Monitoring Trader Behavior

Electronic exchanges are venues that provide immediacy for those who need to find a counterparty to their trades. Orders of various types arrive in the market at ever increasing speeds, and in this era of high-frequency trading (HFT), institutional investors are often disadvantaged because of their high-latency relative to faster traders. To level the playing […]

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Developing statistical methods to discover genetic variants underlying longitudinal decline in lung function

COPD is a common inflammatory lung condition that is characterized by airflow limitation and symptoms of cough and shortness of breath. Globally, it affects 384 million people and is responsible for ~4-7% of all deaths. Longitudinal genome-wide association studies (GWAS) are needed to unravel the molecular determinants of dynamic quantitative traits underlying COPD, such as […]

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

Pain is among the top 3 most common reasons for seeking medical help. ManagingLife has developed a mobile-based app, called Manage My Pain, to help chronic-pain patients by providing a simplistic, customizable and comprehensive interface to track pain symptoms and pain experience at a frequency chosen by the users. ManagingLife is interested in understanding the […]

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Aboveground Storage Tank (AST) tightness testing using statistical approach

The industry partner, Cantest is establishing a new leak detection procedure for analyzing data sources in aboveground storage tanks and statistical learning models to monitor AST shell dynamics and product activity over time. This is an important problem as identifying leak detection is usually associated with various environmental data and records collected from sensitive sensors […]

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Complete classification of Littlewood cyclotomic polynomials

The objective of this proposal is to study Littlewood cyclotomic polynomials of odd degree. In algebra, the cyclotomic polynomial is one such that has all its roots on the unit circle. Since all the coefficients of Littlewood polynomials are -1 or +1, its associates a finite binary sequence with -1 or +1 entries. Therefore, their […]

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Understanding Systematic and Firm-Specific Components in Credit Risk

Credit risk—the potential that a borrower will fail to make required payments—is the oldest risk in our economy. It may arise in a number of circumstances, for example, a consumer failing to make the minimum payment due on a credit card or a company defaulting on its debt. Our main goal in this summer project […]

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Evaluation and analysis of citizen science golden eagle migration data collected by the Rocky Mountain Eagle Research Foundation, Mount Lorette, Alberta 1993-2016

The goal of this project is to evaluate the data quality of the citizen science Golden Eagle count data collected by the Rocky Mountain Eagle Research Foundation and to determine the population trend over 25 years. Since 1993 they have collected data, consisting of daily raptor migration counts in the Fall and Spring seasons. It […]

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Credit Card Fraud Detection Using Machine Learning

The National Bank of Canada (NBC) is currently trying to put in place an automatic credit card fraud detection system based on advanced learning algorithms. Credit card fraud happens when someone steals a credit card, credit card information or personal identification number (PIN) and uses it without permission to make a purchase or withdraw money […]

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Computational Statistics with Applications in Genetics/Life Sciences

With the advances in technology and modern computing power, there is a vast increase in data collection and storage in a variety of fields, especially in the fields of medicine and genetics. For example, DNA micro-arrays in genetics now allow scientists to analyze the expression and interaction of millions of genes simultaneously. This massive increase […]

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Text Recognition Software Development for Legal Services

The rapid advancement in the areas of machine learning and artificial intelligence has led to many breakthroughs in industries. As an online medium legal intermediary platform, Right Legal aims to connect clients and lawyers by providing them with a secure, convenient, and efficient platform. In order to accomplish this, we take into account of (1) […]

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