Risk management for agricultural insurance

The objective of the proposed research is to apply the models of Markov decision processes for better practice of agriculture insurance and reinsurance. The goal is to explore optimal reinsurance models and risk management approaches that address the tradeoff between risk retaining and risk spreading, in a dynamic, multi-period setting. The focus is on seeking […]

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Improvisational Training in the Workplace and Beyond

Corporate improv training is becoming a popular and effective method for enhancing a host of workplace skills such as leadership, communication, problem solving, collaboration, and adaptation. However, there is a lack of empirical research looking at the cognitive impacts of improv training in the workplace. As such, I am proposing to conduct a twelve-week improv […]

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Stress Testing in the Alberta Business Environment

Stress testing is a risk management technique used to evaluate the potential impact of exceptionally unfavourable events on the financial conditions of a financial institution. The purpose of this research project is to develop a stress testing protocol for the business partner. Given the importance of the state of the domestic (i.e., provincial) economy the […]

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Multiple shock dependencies with applications to insurance risks

Traditional insurance models build on the assumption of independence of risks. One of the main causes of the recent financial crisis, this assumption has facilitated the quantification of risks for decades, but it has often lead to risks’ under-estimation and as a result under-pricing. Importantly, one of the prime pillars of the novel concept of […]

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Housing reconstruction cost model

This project is designed to analyze a list of insurance policies and past claims, and to determine which variables have had a significant influence on the cost of house reconstruction in the case of insurance claims. It is also planned to use a hedonic pricing model to include, where appropriate, the influence of location variables, […]

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Développement d’approches statistiques pour l’analyse de portefeuilles d’investissements alternatifs

L’entreprise oeuvre dans un marché de gestionnaires d’investissements spécialisés. Le principal rôle de l’organisation est de suivre l’évolution des portefeuilles de ces gestionnaires et de rapporter lesinformations aux investisseurs soit les clients. Par la nature diversifiée et non traditionnelle des investissements, il n’existe pas beaucoup de statistiques reconnues comme étant fiables pour les décrire. Ainsi, […]

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Exposure at Default methodology enhancement and credit portfolio optimization

A fundamental activity of a commercial bank is the lending of capital through various credit instruments such as direct loans to consumers, mortgages, and lines of credit. Efficient lending is at the core of a well functioning economy. The risk in lending is commonly referred to as credit risk and represents the risk of loss […]

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Prediction and optimal strategies in equity algorithmic trading

Trading is increasingly moving from the human world to its electronic counterpart. In this new environment the effects need to be properly understood and analyzed. Most recently the Canadian market as other developed capital markets has experienced a reduction in direct trading costs for investors but at the cost of an increase in indirect trading […]

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A Framework for Scheduling and Mapping of Image Signal Processing Pipeline on Heterogeneous Architectures Applied to Video Enhancement Algorithms

Video contents and applications become integrated in everyday life and demands for high-quality videos, such as 4K, are increasing. Even modern optical equipment introduces inevitable noises that may heavily mask video content. Environment conditions such as low light, results in more video quality degradation. Therefore, a video-enhancement technique is required to reconstruct the original non-noisy […]

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Adaptive FOREX Geocoding System for Currency Market Monitoring

Foreign exchange market, also known as Forex is a currency trading market spread all around the globe. There are multiple factors that effect the exchange rates in currency market. Considering these factors in development of a trading algorithm will result in more accurate trading decisions. The proposed research that will be covered by the activities […]

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Wi-Fi Based Activity Recognition

Sensing technologies require the deployment and maintenance of complex and large infrastructures. This research proposal is focused on people’s activity recognition technologies though existing WiFi infrastructures. The information gathered by this technology can be applied to different industries like home automation, security, etc. In the future, this technology will powered applications in the home automation […]

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