The Societe Generale Bank possesses a network of trading applications which generate the hardware consumption data (CPU, memory and network communication). The main usage of this trading system is to receive/ send orders from the market and/ or the clients or vice versa, and based on these order information, business decisions are made accordingly. The […]

Options belong to a class of investments known as derivatives, because their value is derived from the value of an underlying asset that the option holder has the right to buy or sell. Their pricing models generally require at least the volatility of the underlying asset (eq. swap rate, bond price). We want to focus […]

In well-logging industry, gamma-ray density logging is an indispensable method to determine formations’ lithology and porosity. This research proposal under the support of MITACS and Rimpac Advanced Technology Development Ltd. aims at developing a high-resolution density well logging tool which is expected to achieve higher precision and better vertical resolution of formation density measurement. This […]

One of the most destructive natural disasters that Canada could experience is a major earthquake affecting a highly-populated area. A 2013 study commissioned by the Insurance Bureau of Canada estimated that a magnitude 9.0 earthquake in British Columbia, and a magnitude 7.1 earthquake in the Quebec City-Montreal-Ottawa corridor would result in financial losses of almost […]

Le stagiaire devra comprendre la problematique a modeliser (Ia severite des montants reclames pour chaque type de reclamation) et proposer Ie ou les techniques a explorer pendant Ie stage. Ensuite, il programmera Ie ou les techniques choisies et en evaluera la performance versus nos modeles de reference dans Ie but d’ameliorer les modeles de prevision […]

Investors from different countries (or regions) face often different risks in a given host country. This dissertation proposes a new theoretical framework of Country Risk (CR) assessment in the perspective of China and a new model providing better performance of CR rating and CR forecasting for international investment projects from China to the countries involved […]

The interns will develop a quantum communication network built on RBC’s optical fiber infrastructure and perform secure commercial transactions using quantum-generated secure keys in the integrated classical communication network. The quantum communication network will be based on the measurement-device-independent quantum key distribution technology, which is developed by Prof. Hoi-Kwong Lo’s and Prof. Li Qian’s groups […]

Investors, regulators, and the general public consume a wealth of textual information every day. Recent advancements in artificial intelligence make machine-reading of textual information plausible. We tackle text mining of financial conference call transcripts—calls of significant corporate events that are widely followed by investors and institutional investors. Our conference calls data include over 200,000 calls […]

Beyond job creation, entrepreneurship may hold an array of further benefits to a given community which provides support for it. This project works to define some of these additional benefits, as well as to determine some features of a community which may contribute to entrepreneur attraction and youth retention rates. The research will be conducted […]

This project aims to develop a dynamic financial computable general equilibrium model (CGE) with interaction between real and financial side of the world economy. It seeks to understand how monetary policy changes such as interest rate changes, QE measures, and exchange rate changes affect the real economy by applying the financial dynamic CGE model. This […]

This project, in partnership with ATB Financial, will focus on the application and development of machine learning techniques in banking. We will delve into early prediction of customer events, such as encountering financial difficulties, that could indicate other issues and present opportune moments for ATB Financial to help customers get back on track. We will […]

In recent years, the use of Mathematics and Statistics in Finance has become increasingly important, with the arrival of new software and investment methods. The notion of market efficiency, particularly the assumption that assets are always correctly priced, suffers from market anomalies which lead to potential arbitrage strategies in the short run. Therefore, this project […]