Banks use a myriad of methodologies to inform their officers on credit extension decisions. One of the most employed approach is to summarize borrower creditworthiness by credit scores, which in turn depend on loan default probabilities. The probability of default depends both on borrower characteristic and on the overall state of the economy. The goal […]

Les antibiotiques utilises de nos jours reposent en grande partie sur des architectures chimiques mises au point il y a plusieurs decennies. Le probleme de resistance aux antibiotiques crolt a un rythme alarmant, ce qui laisse presager que les antibiotiques courants pourraient bient6t devenir inefficaces. Notre equipe de recherche a recemment elabore une nouvelle famille […]

The CCAE project aims to create a hearing assistance device that is steered by brain activity. We will monitor brain signals that reflect the user’s attentional focus by the use of non-invasive brain recording called electroencephalography (EEG). These recordings will be used to help the hearing assistance device to separate, identify, and enhance sounds of […]

Utilisé en sécurité de l’information, le tableau de bord de gestion (TBG) est un outil visuel permettant de faire le suivi de la performance en affichant graphiquement un ensemble de métriques, représentant notamment l’état des risques et des incidents. L’objectif principal de cette recherche est de créer un modèle de représentation visuelle de métriques de […]

In Canada, motorists are faced with a wide range of environmental conditions. Weather, in the form of rain, snow, other frozen precipitation, fog or strong winds, occurs 10 to 20 percent of the time, depending on the location and year. This project, which involves a three-way partnership between State Farm Insurance, the Institute for Catastrophic […]

The project seeks to make online management of credit card usage easier by developing new design methods for making information easier to understand in digital platforms. Through rhetorical accommodation, or the process of translating complex information into simpler forms, the project will improve TD’s web-based (EasyWeb) and mobile (TD App) platforms so that credit card […]

Two overarching approaches to allocate the aggregate risk capital stand out nowadays. These are the top-down approach that entails that the allocation exercise is imposed by the corporate centre, and the bottom-up approach that implies that the allocation of the aggregate risk to business units is informed by these units. Briefly, the top-down allocations start […]

It is well-known that the growth of young firms accounts for a disproportionate share of employment growth and the associated economic welfare. In Canada and Japan, small- and medium-sized enterprises (SMEs) represent around 99.7 percent of each country’s total firms and over 70 percent of each country’s total employment. However, SMEs are known to suffer […]

The research project consists of improving a model that is used for the prediction of new loans granted at a financial institution. The improvements will come from adding macroeconomics variables in the original model which currently does not include these types of variables. The hypothesis is that adding these variables should provide more precise predictions […]

Machine learning (ML) has recently achieved impressive success in many applications. As ML starts to penetrate into safety-critical domains, security/robustness concerns on ML systems have received lots of attention lately. Very surprisingly, recent work has shown that current ML models are vulnerable to adversarial attacks, e.g. by perturbing the input slightly ML models can be […]

Sustainable investment is an expending sector of the mainstream financial market, yet there are few studies evaluating the trends, opportunities, impacts and knowledge gaps as they relate to Canadian investors. Understanding the environmental, social, and governance (ESG) issues related to business operations and investment are critical to understanding trends that are driving this shift towards […]

Machine learning algorithms are being used in a wide range of applications. It is a branch of computer science where the system can learn from the data and make decisions. Financial fraud is an increasing hazard in the financial industry, and it is important to detect a fraudulent transaction. Machine learning algorithms can be used […]