Portfolio Management based on the Stochastic Portfolio Theory

The stochastic portfolio theory developed by Robert Fernholz is a mathematical framework used to build portfolios and analyze their behavior as well as the securities market structure. This new theory is consistent with market behavior. Portfolio generating functions are the focus area for the internship as they constitute versatile tools to build portfolios with specific […]

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Stochastic Portfolio Theory Applications

Mainly developed by Robert Fernholz, the stochastic portfolio theory is a framework used to analyze market structure, evaluate and optimize portfolio performance and build portfolios with controlled behavior. The internship aims at implementing and testing various asset allocations developed within the framework of the stochastic portfolio theory in order to supply Desjardins Gestion internationale d’actifs […]

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Implementation and Validation of Detached Eddy Simulation (DES)

This research aims to enhance an existing aerodynamic simulation tool to provide more accurate simulation data for turbulent flows with massive separation regions. This will be achieved by implementing the Detached-Eddy Simulation (DES) method. The existing turbulence prediction modules rely on simulation of the largest eddy in the fluid domain and modelling of all other […]

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Information Extraction from Unstructured Data

Information extraction from unstructured data is a wide and relatively recent domain. For this research project, the focus will be on the information extraction from finance reports and news, more precisely related to the commodities market. This includes Natural Language Processing (NLP), expert systems (such as ontology-based systems) and information fusion as tools for analysing […]

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Keywords Detection in Handwritten Documents

The long-term aim of this project is to develop techniques and software for the processing of unconstrained handwritten documents. The short terms goals are 1) the enhancement, “de-noising” and removal of artifacts in degraded digital handwritten document images, 2) text-lines and words segmentation independent of scripts or symbols and 3) identification of a small set […]

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Designing a Multimodal Transportation Network

This project will develop a mathematical model and computer tools that will minimize transportation and infrastructure costs related to the forest road network, in order to ensure the transport of wood products to receiving plants. The model will consider several decision levels, including the location of transfer yards and the choice of mode of transportation. […]

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Estimation of required efforts for information technology projects

The general objective of this research project is to enable a consulting firm to produce more accurate estimates for information technology (IT) projects. More specifically, the general objective consists of two sub-objectives, namely to: (1) determine the causes of estimation errors in the needs-analysis phase of IT projects; and (2) use new tools to correct […]

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Product Distribution to Plants

This project will develop a mathematical model and computer tools that will help with the distribution of products harvested in cutblocks to plants, so as to minimize transportation expenses and the cost of moving forestry equipment. This model will consider the possibility of backhauls, which reduces empty-load transportation. Constraints will include the offer from cutblocks […]

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Using wireless location technologies in mobile video games

This research is part of the GéoÉduc3D project, funded by the Geomatics for Informed Decisions (GEOIDE) Network. It aims to propose educational interactive games based on geospatial technologies. The games would explore thematic questions of interest to youth and teenagers. The internship will focus on wireless location in interior spaces. More specifically, it will introduce […]

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Low Platinum Loading Anode Electrocatalysts for Polymer Electrolyte

Polymer electrolyte membrane fuel cells have great potential for mobile and stationary power applications. For such applications, this type of fuel cell must be capable of operating at a high power density with an ultra-low content of electrocatalyst to reduce its weight, volume and cost. Presently, the cost of this fuel cell is too high […]

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Effects and Benefits of Discrete Cosine Transform on Polarimetric Decompositions: Application to Man-made Object Recognition

In this project, the intern will use a recently developed interpolation technique based on the Lie group theory to enhance the quality of the classification of Synthetic Apertur Radar images. He will evaluate the effects and discuss the benefits of this interpolation on the complete set of polarimetric features extracted from a fully polarimetric SAR […]

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Scheduling and sequencing airport ground handling operations

Operations research and optimization techniques are common throughout the airline industry; however, comparable tools are not yet in use for ground handling operations. This research project with Omega Optimisation, developers of Optime™ – a system for automating and optimizing critical workforce management processes, will study and propose methods for the automatic planning of aircraft-maintenance procedures. […]

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