CEO

Trimac faces a challenge in developing quality customer leads for our financial offering. The process we currently employing is tracking news published in industry newsletters and finding contact information for companies in the news item. This approach has been somewhat successful but improvement is warranted as it certainly has not identified the full universe of […]

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Algorithme de résolution de conflits pour l’application dynamique de règles commerciales

Les solutions d’optimisation et d’aide à la décision logicielles développées par ExPretio comportent un « moteur de règles commerciales » qui permet aux utilisateurs de configurer les modèles d’optimisation par l’ajout de contraintes, de sorte que les résultats produits en sortie respectent des stratégies commerciales de la firme utilisant les logiciels. Comme le mécanisme de […]

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Structured Assets’ Value-at-Risk: Measurement and Sensitivity Testing

This project aims to measure the credit risk of Sun Life structured assets portfolio. The objective is to evaluate the accuracy of different methods to assess the credit risk of these types of financial instruments and to evaluate their advantages and limitations. Two methods are proposed to assess structured finance assets risk: Loan Equivalent Approach […]

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FOREX Geocoding System for Foreign Currency Market Monitoring

An existing Forex currency trading system has demonstrated a proof of concept on a static data set. The current project proposes to implement the trading system for real-time applications taking advantage of available geospatial information which can influence currency markets. The novel methodology will be based on building a high-dimensional weighted autocorrelation model between real-time […]

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Designing global event sets of floods and tropical cyclones under future climates for underwriting, capital management and regulatory purposes

With mounting pressure coming from regulators and other bodies worldwide, the financial services industry (banks, insurers, and reinsurers) will soon need to disclose and stress test their solvency and profitability to various climate scenarios. The work from the Task Force on Climate-related Financial Disclosures (TCFD) thus provides guidance as to how it should be accomplished. […]

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Fraud Detection in Derivatives Market using Graph Neural Network (GNN)

In the last few years, a high increase in the interest of traders and investors towards financial instruments directly led to an important augmentation of the information received daily by exchanges. Exchange regulators, who constantly monitor markets to unveil potential infractions, traditionally perform their investigation manually and the notable growth in market activity represents an […]

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Identification of sensitive information by natural language processing (NLP)

This project will improve the learning capacities to recognize confidential information in documents of various formats. Thus, our project has to set up a technology (natural language process NLP and others) that emulates the way in which humans read a document and to process this information using inference rules and a master data.

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Does investing in transition firms yield a carbon alpha ?

In recent years there has been increased demand for investment solutions that are respectful of the environment. Some firms have answered that demand by committing to reduce their Carbon emissions in order to help with the transition towards a green economy. These firms, to which we refer as “transition firms” are thus natural candidates for […]

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A data-driven approach for network-wide modelling and control of urban network

This research aims to model a large-scale urban network, consisted of thousands of short links and traffic signals, using a limited set of data collected from a combination of fixed and mobile traffic sensors. The required data for this study will be provided by the AMA Eco-drive trajectory data and Edmonton citywide Dynameq model. A […]

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Équité et discrimination des modèles en assurance, un état de l’art

Historiquement, les primes d’assurance ont été ainsi différenciées à l’aide de quelques variables tarifaires, comme la surface de la maison en assurance habitation ou la puissance de la voiture en assurance automobile, mais aussi du genre ou de l’âge de l’assuré. Mais si la corrélation globale entre âge et coût du risque est indéniable dans […]

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