Citco provides financial products and services to hedge funds, private equity and real estate firms, investors, institutional banks, Global 1000 companies, and high net worth individuals in the Netherlands and internationally. The proposed research is focused on optimizing operations by automating trade resolution and reducing risk using machine learning. Outlier detection algorithms will be proposed […]

Given a time series of returns for a portfolio of financial instruments, develop a model that accurately predicts returns which maximize profits. The objective function will take an input of financial indicators from the previous time interval and the returns from the current time interval. These indicators can explain relationships between financial instruments in the […]

Despite a significant improvement in healthcare systems over the past decades, the rapid growth in the number of patients with multiple chronic diseases – called multimorbidity – stands as a complex challenge to healthcare services that are primarily designed to treat individuals with single conditions. Advances in machine learning as well as in computing power […]

I will be focusing my study on a small tidal marsh called Frenchies Island within the South Arm Marshes of the Fraser River, which has become overrun with an invasive species of cattail. Frenchies, like many tidal marsh islands has had a dike constructed around its perimeter and has therefore been cut off from the […]

We will develop an algorithm for a small unmanned glider (a plane-shaped drone) to soar autonomously. Gliders gain energy from the atmosphere by flying in circles in streams of rising air, called thermals. This allows them to stay aloft for extended periods of time, in the range of several hours. Detecting thermals, as well as […]

The pre-trained Bi-directional Encoder Representation from Transformers (BERT) model had proven to be a milestone in the field of Neural Machine Translation, achieving new state-of-the-art performances on many tasks in the field of Natural Language Processing. Despite its success, it has been noticed that there are still a lot of room for improvement, both in […]

Health disparities arise as a result of long-standing societal disadvantage and discrimination. As machine learning models become more popular in the healthcare sector, understanding of current health disparities becomes even more critical. Without careful management of existing biases, the models can inherit and amplify health disparities, leading to highly undesirable clinical outcomes. This project focuses […]

This project is addressing a deficit in the long-term valuation space for robust mathematics. Current techniques rely on very basic statistics and manually constructed spreadsheet models. This represents significant operational risk to investment firms. This project will seek to, using machine learning, develop accurate forecasting models for the financial fundamentals of companies in order to […]

Trust lies at the very foundations of computer and information security, and is the basis for real-world schemes that require security properties, such as those that underlie consumer banking. Under this research project, we will investigate models for delegation of trust that meet desirable properties, for example, that guarantee that no security compromises occur unless […]

During the past two decades in Canada, use of electronic payment has steadily increased. However, despite the downward trend in the volume, the value of cheques has steadily increased, with the five-year average volume growth increasing by about 2% due in large part to their common presence in the business-to-business space. These trends indicate that […]

The intern will be conducting surveys of breeding waterfowl at nine wetlands previously restored by Ducks Unlimited Canada. Wetlands provide abundant ecosystem services and are threatened by modification from environmentally damaging human activities that have reduced their quantity and function. Waterfowl are highly dependent on wetlands for many stages of their lifecycle and Ducks Unlimited […]

Open banking systems have slowly migrated throughout the world, they are already implemented in Australia and Great Britain. An open banking system allows financial institutions to communicate directly with one another without the need of a central payment processing or clearance platform. As Canada turns to open banking in the future, payment processing platforms’ product […]