Ultra-high performance infrastructure required for rapid computations with large databases.
The facility possesses high-frequency data from the Frankfurt, New York, Toronto and London stock exchanges to analyze intraday financial market transactions and arbitrage activity between the Toronto and NY stock exchanges, and between the Frankfurt and London stock exchanges.
The software Xetra Parser is used to process these immense databases as the format and sample size obtained from the Xetra platform (Frankfurt) make it impossible to use the data in its original form. The exploitation of this type of data is highly complex because it contains information on continuous transactions.
The project was motivated by stock market liquidity and information problems experienced since the recent financial crisis.
Computer servers, financial and insurance databases, developed software such as Xetra Parser
- Financial services and insurance
Specialized labs and equipment
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Specialized lab |
Equipment |
Function |
|---|---|---|
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High-performance computing laboratory (Site 1) |
SAS Software |
Statistical software suite. |
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MathWorks MATLAB Licence |
Programming and high performance computing platform. |
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High-performance computing laboratory (Site 2) |
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High-performance computing laboratory (Site 3) |
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Private and public sector research partners
- Société de l’assurance automobile du Québec
- National Bank of Canada
- Intact Insurance
Additional information
|
Title |
URL |
|---|---|
|
Canada Research Chair in Risk Management |
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Georges Dionne received an award for research excellence - 2022 Harris Schlesinger Prize |
https://www.hec.ca/en/news/2022/georges-dionne-receives-award-research-excellence.html |
|
Georges Dionne receives the 2021 Kulp-Wright Book Award |
https://www.hec.ca/en/news/2021/georges-dionne-receives-2021-kulp-wright-book-award.html |
|
An article by Georges Dionne recognized – Best article award from the American Risk and Insurance Association (ARIA) |
https://www.hec.ca/en/news/2020/article-Georges-Dionne-recognized.html |
|
Georges Dionne named a Fellow of the Canadian Economics Association (CEA) |
https://www.hec.ca/en/news/2019/georges-dionne-named-a-fellow-of-the-canadian-economics-association… |
|
Research and Teaching Award – 2019 Roger Charbonneau Award |
https://www.hec.ca/en/news/2019/2019-research-and-teaching-awards.html |
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Georges Dionne and Samir Saissi Hassani win the best paper award – 2018 OpRisk Awards |
https://www.hec.ca/en/news/2018/georges-dionne-and-samir-saissi-hassani-win-the-best-paper-award.ht… |
|
Georges Dionne awarded $3.6 million in new research funding |
https://www.hec.ca/en/news/2018/georges-dionne-awarded-3-million-in-new-research-funding.html |
|
Georges Dionne honoured by the International Insurance Society (IIS) – 2017 John S. Bickley Founder’s Award |
https://www.hec.ca/en/news/2017/Georges-Dionne-honoured-by-the-International-Insurance-Society.html |