Group for Research in Decision Analysis

Professor Pierre Duchesne received the Best Canadian Financial Market Paper Award for a research paper entitled Intraday Value at Risk (IVaR) Using Tick-by-Tick Data with Application to the Toronto Stock Exchange. Professor Duchesne co-wrote the article with Professor Georges Dionne, holder of the Canada Research Chair in Risk Management at HEC Montréal and Professor Maria Pacurar of the Dalhousie University School of Business Administration. The authors received this distinction at the Northern Finance Association conference, held in Montréal from September 15 to 17.

It is a pleasure to inform you that Professor Georges Zaccour's name has been added to the list of chairholders at HEC Montréal since September 1, 2006. His Chair is entitled Game Theory and Management.

The nomination of Jean-François Cordeau, professor at HEC Montréal, was retained for the creation of a Canada Research Chair in Logistics and Transportation. The official announcement was made last Friday, April 28, 2006, at Université Laval by the Honorable Maxime Bernier, minister of industry and minister responsible for the Canada Research Chairs Program.

Three new members have joined GERAD’s research group. Indeed, at our last members’ meeting held on January 20, 2006, Michel Perrier (École Polytechnique de Montréal), Frank Galiana (McGill University) and Shie Mannor (McGill University) became members. Futhermore, David McDonald (University of Ottawa) has joined the research group as an associate member.

Gilbert Laporte, holder of the Canada Research Chair in Distribution Management and Full Professor, Department of Management Sciences, reveived the 2005 Pierre Laurin Award. This award recognizes research conducted over the past three years.

Gilbert Laporte, holder of the Canada Research Chair in Distribution Management, received the 2004 Glover-Klingman Award, recognizing the best article published in the Networks journal in 2004. Professor Laporte received the award for his article The Ring Star Problem: Polyhedral nalysis and Exact Algorithm, a distinction he shares with co-authors Martine Labbé, of the Université libre de Bruxelles (Belgium), and Juan José Salazar González and Inmaculada Rodríguez Martín, both of the Universidad de La Laguna (Spain).

On June 23, the GERAD Executive committee officially announced Roland Malhamé as director of the Center.

The Montreal Operations Research Network was officially launched on May 3, 2005. In collaboration with the Université de Montréal, École Polytechnique de Montréal and HEC Montréal, the RROM gathers more than 35 professors from these three institutions who have been active in the operations research field for more than 30 years and are, for most of them, affiliated to the Center for Research on Transportation (CRT) or to the Group for Research in Decision Analysis (GERAD).

On the Group for Research in Decision Analysis (GERAD) 25th anniversary, professor John F. Nash gave a plenary talk on game theory entitled “New Methods for the Study of Cooperation in Games” at the Optimization Days conference on May 11 2005, in HEC Montréal's IBM auditorium.