Title: Portfolio optimization model

Title: Algorithme tabou pour le problème de positionnement des trous de forage en tenant compte d'un indice d'incertitude des blocs

Title: Ré-optimisation d’horaires de personnel en ajoutant des transferts entre départements

Please take note that GERAD offices will be closed for the Christmas Holidays, from Friday, December 23, 2016 until Tuesday, January 3, 2017 inclusively.

However, the Direction des immeubles of the Université de Montréal will CLOSE the André-Aisenstadt building from Saturday, December 24, 2016 until Wednesday, January 4, 2017.

On January 4th, the building will be accessible only by Jean-Coutu building (2940 ch. Polytechnique). You must go to the security guard at the entrance of the Jean-Coutu building.

Congratulations to Pierre L'Ecuyer, Full Professor at the Université de Montréal, who won the 2016 ACM SIGSIM Distinguished Contributions Award (Association for Computing Machinery (ACM) Special Interest Group (SIG) on Simulation and Modeling (SIM)).

Title: Large-scale assortment optimization

• Joseph Abdou, Université Paris 1, France
• Alain Haurie, ORDECSYS, Switzerland

On Monday, November 28, GERAD was visited by some 60 students from Père Marquette secondary school (Rosemont). It was an opportunity for them to discover and demystify the daily lives of researchers and the problems they are working on. They attended activities on modeling, the use of mathematics as a generic methodology applicable to a wide variety of problems and applications, such as environmental modeling or management. The role of the computer in research has not been forgotten. Thanks to Eglantine Camby, Laurie Cloutier, Annie Levasseur, Edoh Logo and Catherine Poissant for animating these sessions.

Title: A framework for the performance analysis and simulation of RF-MESH advanced metering infrastructures for smart grid applications

**Change of room.**

• Mabel Tidball, INRA-LAMETA, Université Montpellier 1, France
• Alain Jean-Marie, LIRMM, Université Montpellier 2, France
• Zdravko I. Botev, The University of New South Wales, Australia
• Luyi Gui, University of California at Irvine, USA
• Joseph Abdou, Université Paris 1, France

• Yossiri Adulyasak, HEC Montréal, Canada
• Mostafa Davtalab-Olyaie, Kharazmi University, Iran

Title: Ruin theory: Credit scoring application

• Alessandra Buratto, University of Padova, Italy
• Arnaud Chevallier, Rice University, USA

GERAD is now a member of the Réseau Québec maritime.

The RQM aims to mobilize researchers from all sectors, but also to develop collaborations between partners from universities, colleges, industry, government and community to create synergy between the different sectors related to maritime.

• Ekaterina Gromova, Saint Petersburg State University, Russia
• Monica Cojocaru, University of Guelph, Canada
• Christophe Lecante, Tecknowmetrix, France
• Catherine Rainer, Université de Brest, France
• Luca Colombo, Deakin University, Australia
• Paola Labrecciosa, Monash University, Australia
• Patrick Saint-Pierre, Université Paris-Dauphine, France

Title: Four essays on applications of filtering methods in finance

The Acfas has presented Gilbert Laporte, Full Professor at HEC Montréal, with the Urgel-Archambault award in physics, mathematics, computer science and engineering.

"Canadian Research Contributes Step Change to World Mining" at the National Post

Christophe Tribes and the NOMAD software ranks honourably at the BBComp blackbox optimization competition held during the GECCO 2016 conference.

Jean-François Bégin, PhD student at HEC Montréal, receives a honorable mention at the 51st Actuarial Research Conference for his presentation "The Pricing of Idiosyncratic Risk in Option Markets". He is supervised by Professor Geneviève Gauthier.