Asset allocation – the decision of how to divide a portfolio among the major asset classes such as cash, stocks and bonds – is a key determinant of portfolio performance. Because financial markets go through periods of strong and weak economies, the performance of an asset class varies with shifting economic conditions. These regime shifts […]

Les compagnies d’assurances investissent des semmes considerables en publicite de toute sorte afin de faire connaTtre leurs produits aux clients potentiels. Une question precise mais a laquelle il est tres difficile de repondre precisement est « Combien de nouvelles soumissions d’assurances par des clients potentiels sont generees grace a ces investissements publicitaires ? » Dans […]

The proposed research project aims to optimize novel antibiotics for difficult-to-treat bacterial infections, particularly those involving Staphylococcus aureus or Escherichia coli. Toward that end, three post-doctoral fellows will be recruited, two working on the synthesis of analogues of two classes of molecules in the lab of Pr E Marsault (Université de Sherbrooke), the third on […]

This proposal deals with the pricing and risk management considerations of a property and casualty (P&C) insurance company. These considerations are within the context of a new accounting standard called IFRS 17, in which liabilities in insurance contracts will be measured prior to and during the exposure periods. We propose an implementable and accurate methodology, […]

Private pension plan sponsors wishing to manage their longevity risk transfer it to insurers through annuity contracts or bespoke longevity swap arrangements. They increasingly rely on such contracts to reduce their risk exposure. For example, annuity purchase activity from Canadian private pension plans expanded from $1 billion in 2012 to almost $2.7 billion in 2016 […]

In this project we address the problem of power consumption for wireless sensor nodes. This is where among different components of a sensor, RF transceivers consume a significant amount of power e.g. approximately 80%. Hence the main objective is this project is to tackle the power consumption problem at the RF transmitter, where we aim […]

We seek to replace or enhance the traditional underwriting approach (namely identification of insureds via a pre-defined fixed set of risk criteria) with one based on a set of dynamic protocols that are responsive to human behavioral factors for continual health improvement. We seek to provide a live and interactive in-market research dataset that can […]

In recent years, deep learning has led to unprecedented advances in a wide range of applications including natural language processing, reinforcement learning, and speech recognition. Despite the abundance of empirical evidence highlighting the success of neural networks, the theoretical properties of deep learning remain poorly understood and have been a subject of active investigation. One […]

L’objectif de ce projet de recherche est d’améliorer la compréhension des membres par les conseillers de la Fédération des caisses Desjardins. Pour ce faire, nous avons mis en place une solution permettant d’analyser l’information provenant des appels et des discussions par chat. Grâce à différents algorithmes de traitement automatique du langage, nous pouvons extraire les […]

The Centre for Opertations Excellence Industry Projects 2018 consists of seven sub-projects sponsored by five different industry partners. Each sub-project represents an important challenge for its sponsor. These sub-projects include Correlating Anomaly detection for Boeing Vancouver(Boeing 1), Correlating NOTAMs with airport disruption for Boeing Vancouver (Boeing 2), Using Wifi data to measure process times at […]

The Belt Road Initiative is grand multinational project devised by China to advance globalization and barrier-free trade. Marketed as “The New Silk Road”, this initiative goes against traditionally muted foreign policy of the Communist Party of China and will serve to transform the entire face of Central Asia, Africa, and Europe. The project is unique […]

Ultimement, suite au développement de modèles micro-économique de gestion intégrée des risques avec l’entreprise, l’objectif visé est d’intégrer à ces modèles les différents biais comportementaux et erreurs cognitives entretenus par les milléniaux au Québec via les résultats provenant de la littérature et les résultats empiriques de mon travail de maîtrise. La finalité est donc l’intégration […]