L’objectif du projet est de concevoir un algorithme pour repositionner dynamiquement la flotte de taxis électriques de Taxelco. L’algorithme prend la forme d’un problème d’optimisation qui vise à minimiser le temps d’attente des clients. Pour ce faire, le modèle considère la demande prévue, l’autonomie limitée des véhicules, la circulation, la position des centres de maintenance […]

Monte Carlo simulation methods are commonly used as a risk management tool to estimate the risk exposure of financial asset portfolios. However, the traditional brute-force Monte Carlo (BFMC) method is often very timeconsuming, which makes it difficult to serve the risk management needs of modern insurance industry. An alternative approach, the least-squares Monte Carlo (LSMC) […]

In recent years, improvements in technology provide the opportunity for investors to use computer algorithms to produce low-cost guidance on possible portfolio investment mixes and strategies. This project is directed at the research and development of one such “Robo- Advisor” algorithm based on forward-looking scenario optimization, in order to determine the efficacy of the strategy. […]

Portfolio management is crucial to both individual investors and our economy as a whole. For example, pension funds have large amounts of money to invest, taking their risk and gain potential into consideration. The project partner, Alberta Investment Management Corporation (AIMCo), is one of Canada’s largest and most diversified institutional investment fund managers. AIMCo manages […]

This project will assist Sun Life Financial to build, implement and validate quantitatively sophisticated state-of-the-art models of its risk portfolio. This will result in a better quantitative and qualitative understanding of company’s risk, liability and capital profile, and thus in more effective risk management decision making process.

Veuillez donner, en un paragraphe rédigé dans un vocabulaire simple et compréhensible pour le grand public (public non initié), une description générale du projet de recherche qui sera entrepris par le ou les stagiaires, ainsi que les avantages escomptés pour l’organisme partenaire (100 à 150 mots). Les jeux d’acquisition gratuite se financent grâce aux achats […]

This project will explore opportunities for modeling and making better use of harvest data that the Nova Scotia Department of Natural Resources has and continues to collect. The Fur Institute of Canada and the Trappers Association of Nova Scotia support improving the knowledge of harvested species in Nova Scotia. We propose that an in-depth analysis […]

diseases, there are a number of different serotypes that can cause infection. The vaccine is often targeted towards one or some of the serotypes. There is accumulating evidence that when serotype-specific vaccines are used, other non-vaccine serotypes may gain a competitive advantage and spread in larger magnitudes. This has raised the concern of serotype replacement […]

Harvesting energy from renewable resources, such as wind and ocean waves, is an important issue facing our world today. With the increase in carbon dioxide levels in the atmosphere, there is a need to move away from nonrenewable resources and to find new methods for capturing energy. Wind turbines operate most efficiently within a narrow […]

L’objectif principal de ce projet de recherche est de proposer une méthodologie de tarification et de provisionnement du risque d’inondation au Canada dans un contexte de changements climatiques. L’étudiant utilisera les résultats de modèles climatiques, hydrologiques et hydrauliques construits par Ouranos et ses membres et les intégrera dans un modèle actuariel d’évaluation des primes et […]

The operation of an underground mine site requires the execution of multiple tasks and involve many human and material resources. The execution of these tasks is then limited by many constraints including the order in which certain task must be done, the limits on availability of resources, congestions in the distribution of resources and many […]

The goal of this project is to create a statistical model to forecast the future price of steel, which will rely on sector indexes and material prices. We will identify which variable has the most explanatory power. Multiple models will be created to identify the one that performs best. In order to increase the accuracy […]