Recent progress on deep architectures has enabled efficient representation and learning of complex high dimensional probability distributions over rich sensory data. In particular, deep mixture models and deep generative models have emerged as the most powerful techniques for this task. The proposed research aims at addressing some of the fundamental questions in this field: What […]

This project aims to study various aspects related to the contagion of financial crisis between markets, including the improvements on contagion measures, test of the existence of contagion, and the application of contagion measures in portfolio diversification across markets. The contagion of financial crisis is defined as the phenomenon that there is a significant increase […]

Understanding the factors that influence the financial decisions that individuals make is particularly important in difficult economic times. The proposed research seeks to understand the factors that influence financial decision-making under economic stress, with a particular interest in the efficacy of interventions to influence decision-making and the role of financial literacy and related constructs. The […]

The rapid emergence of voice interfaces in our everyday devices has driven the need to develop audio systems that are robust to noisy environments. Traditionally, arrays of pressure based microphones are used to listen into a specific sound and block out the surrounding noise. However, this comes at a tradeoff of increased size and decreased […]

Green Shield Canada (GSC) is going to achieve the capability of data analytics in order to make data-driven decisions in various care management use case scenarios. One of these use cases is to detect specific patterns and associations between dental hygiene and health care costs of the individuals covered by them, predict points of intervention […]

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 […]

Risk aggregation is omnipresent in insurance applications. A recent example, borrowed from the modern regulatory accords, is the determination of the aggregate economic capital and its consequent allocation to risk drivers. A more traditional illustration of the importance of risk aggregation in insurance is the celebrated collective risk theory that dates back to the early […]

Vancouver’s Downtown Eastside is undergoing major changes and is the last major place in the downtown peninsula to be redeveloped. How can this change be inclusive of existing residents and community members? This project will look at the role of businesses in the area in creating social benefits for the community and value beyond financial […]

This research project aims to evaluate whether members of minority groups or women face higher barriers to access credit in the small and medium-sized enterprises credit market. The intern will analyze loan-level data provided by the business partner to evaluate whether these biases are detectable in the portfolio of SME loans of the business partner. […]

The first part of this project involves the development of an internal credit rating model. Credit ratings, such as those provided by credit rating agencies like S&P and Moody’s, are an important tool that measure the credit risk associated with different companies. However, as the markets expand there are an increasing number of companies where […]

In this joint collaboration with BNS, we will develop a behavioural risk model to predict the likelihood of future risk of breaking the promise to pay debt for customers who only hold deposit products with BNS. The model will be utilized to support business operations such as credit card and loan pre-approvals. That is to […]

Le projet consiste à bâtir un outil permettant d’évaluer les économies que les clients peuvent espérer en mettant en place le procédé et le logiciel proposé par Merinio. Le logiciel est un outil permettant de faire la gestion de la main d’œuvre de façon plus efficace en automatisant des tâches, en éliminant des tâches répétitives […]