Title: Valuing financial derivatives under Lévy processes

Title: The Canadian oil sector under TIMES for Canada: Production, consumption and transportation

Title: Dynamic programming and parallel computing for valuing two-dimensional financial derivatives

Governments get richer when NGOs band together to fight official corruption, game theorists at HEC Montréal find.

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Title: Three essays on survival forests

Mr. Samuel Rosat receives the Best Thesis Award from the Department of Mathematics and Industrial Engineering at Polytechnique Montréal, and the Roger-A. Blais Award of $2,000 for his thesis titled: "Méthodes pour favoriser l'intégralité de l'amélioration dans le simplexe en nombres entiers - Application aux rotations d'équipages aériens". The work of Mr. Rosat was supervised by Professors François Soumis and Issmail El Hallaoui from the Department of Mathematics and Industrial Engineering at Polytechnique Montréal.

Congratulations!

Frédéric Quesnel, PhD student at Polytechnique Montréal with professors François Soumis and Guy Desaulniers, received the National Bank scholarship of $5,000 awarded by the Polytechnique Foundation for the year 2016-2017.

Congratulations!

Two scholarships of $3500 each respectively will be attributed to:

• Alexandre Dossin, sponsored by Marilène Cherkesly and Guy Desaulniers;
• Jérémy Guérin, sponsored par Dominique Orban.

Congratulations!

The GERAD is collaborating with the OR Montreal student chapter and Concordia University to promote operations research to the high school student by proposing a competition that will take place on March 18, 2017, at Concordia University. Registration is free and the competition will be in French and in English. website

Title: Two-stage trading game between electricity markets

Here are the winners who will each receive a half-fellowship of $22,500:

• Amir Farshbaf-Geranmayeh, candidate proposed by Georges Zaccour;
• Filippo Malandra, candidate proposed by Brunilde Sansò.

Irène Abi-Zeid, Université Laval, Canada

Full Professor Olivier Bahn, Director of the Department of Decision Sciences at HEC Montréal, is part of a research project on metals and the circular economy, funded by the Quebec government.

Title: Analyse mathématique, méthode de calcul de la gigue et applications aux réseaux internet

Gilles Savard, Professor of Polytechnique Montréal, has been appointed Director of the Institute for Data Valorization (IVADO) for a term of four years. He will be responsible to deploy, develop and sustain IVADO as world class pole in science and data valorization.

Pierre Hansen and Mustapha Aouchiche received a certificate for their paper "Two Laplacians for the distance matrix of a graph". Published in 2013, it is one of the most highly cited papers during 2014, 2015 and up until June 2016 in Linear Algebra and Its Applications.

Congratulations!

Rabih Sallhab, a PhD student directed by Jérôme Le Ny and Roland Malhamé received the CDC Best Paper Award at the 55th Conference on Decision and Control, Las Vegas, USA, for the paper entitled "A Dynamic Collective Choice Model With An Advertiser", by R. Salhab, R.P. Malhamé and J. Le Ny.

Alain Haurie, ORDECSYS, Switzerland, will be at GERAD from December 15 to 21, 2016.

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