HEC Montréal

About: HEC Montréal is a education organization based out in Montreal, Quebec, Canada. It is known for research contribution in the topics: Context (language use) & Vehicle routing problem. The organization has 1221 authors who have published 5708 publications receiving 196862 citations. The organization is also known as: Ecole des Hautes Etudes Commerciales de Montreal & HEC Montreal.

Long-Haul Vehicle Routing and Scheduling with Working Hour Rules

Abstract: Long-haul carriers must comply with various safety rules which are rarely taken into account in models and algorithms for vehicle routing problems. In this paper, we consider the rules on truck driver safety during long-haul trips in the United States. The problem under study has two dominant features: a routing component that consists of determining the sequence of customers visited by each vehicle and a scheduling component that consists of planning the rest periods and the service time of each customer. We have developed different scheduling algorithms embedded within a tabu search heuristic. The overall solution methods were tested on modified Solomon instances, and the computational results confirm the benefits of using a sophisticated scheduling procedure when planning long-haul transportation.

Modeling and solving a multimodal transportation problem with flexible-time and scheduled services

Abstract: This article studies a transportation problem in a multimodal network with shipment consolidation options. A freight forwarder can use a mix of flexible-time and scheduled transportation services. Time windows are a prominent aspect of the problem. For instance, they are used to model pickup and delivery time slots. The various features of the problem can be described as elements of a digraph and their integration leads to a holistic graph representation. This allows an origin-destination integer multi-commodity flow formulation with nonconvex piecewise linear costs, time windows, and side constraints. Column generation algorithms are designed to compute lower bounds. These column generation algorithms are also embedded within heuristics aimed at finding feasible integer solutions. Computational results with real-life data are presented and show the efficacy of the proposed approach. © 2010 Wiley Periodicals, Inc. NETWORKS, 2011 © 2011 Wiley Periodicals, Inc.

Goodness-of-Fit Tests for Copulas of Multivariate Time Series

Abstract: The asymptotic behaviour of the empirical copula constructed from residuals of stochastic volatility models is studied. It is shown that if the stochastic volatility matrix is diagonal, then the empirical copula process behaves like if the parameters were known, a remarkable property. However, that is not true if the stochastic volatility is genuinely non-diagonal. Applications for goodness-of-fit and structural change of the dependence between innovations are discussed.