This profile is built from public research funding records (CIHR, NSERC and SSHRC). We have not imported them from a Université de Sherbrooke directory, so their publications, courses and email address may be missing. Find their university profile.
Research
Latest funding
- $760,402
Near-Term Quantum Solutions for Option Pricing and Portfolio Management
NSERC · 2025 · Principal investigator
- $28,000
Optimal stopping and optimal control for hybrid financial guarantees
NSERC · 2024 · Principal investigator
- $696,000
Innovators for Quantum Computing Deployment (IQuCode)
NSERC · 2023 · Co-investigator
Near-Term Quantum Solutions for Option Pricing and Portfolio Management
Principal investigators: Mackay, Anne
Keywords: Social sciences; Information, computer and communication technologies
Optimal stopping and optimal control for hybrid financial guarantees
Principal investigators: MacKay, Anne
Keywords: variable annuities; segregated funds; optimal stopping; stochastic control; quantum computing; hybrid financial guarantess; non-concave optimization; optimal investment; constrained optimization
Innovators for Quantum Computing Deployment (IQuCode)
Principal investigators: Oblak, Daniel D
Keywords: cold atoms; impurity centres; quantum computer algorithms; quantum computer applications; quantum computer hardware; quantum computer software; quantum information; spins; superconducting circuit
Valuation and risk management of long-term insurance and pension claims
Principal investigators: MacKay, Anne
Keywords: Actuarial mathematics; Asset valuation; Financial mathematics; Hedging; Incomplete markets; Path-dependent risk measures; Pension benefits; Quantitative risk management; Segregated funds; Stochastic volatility
From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.
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