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.

DeepInf: Social Influence Prediction with Deep Learning

Abstract: Social and information networking activities such as on Facebook, Twitter, WeChat, and Weibo have become an indispensable part of our everyday life, where we can easily access friends' behaviors and are in turn influenced by them. Consequently, an effective social influence prediction for each user is critical for a variety of applications such as online recommendation and advertising. Conventional social influence prediction approaches typically design various hand-crafted rules to extract user- and network-specific features. However, their effectiveness heavily relies on the knowledge of domain experts. As a result, it is usually difficult to generalize them into different domains. Inspired by the recent success of deep neural networks in a wide range of computing applications, we design an end-to-end framework, DeepInf, to learn users' latent feature representation for predicting social influence. In general, DeepInf takes a user's local network as the input to a graph neural network for learning her latent social representation. We design strategies to incorporate both network structures and user-specific features into convolutional neural and attention networks. Extensive experiments on Open Academic Graph, Twitter, Weibo, and Digg, representing different types of social and information networks, demonstrate that the proposed end-to-end model, DeepInf, significantly outperforms traditional feature engineering-based approaches, suggesting the effectiveness of representation learning for social applications.

How psychological stress in the workplace influences presenteeism propensity: A test of the Demand–Control–Support model

Abstract: The aim of this study is to examine the influence of the sources of psychological stress at work assumed by the Demand–Control–Support (DCS) model on presenteeism propensity. Research propositions are derived from the dynamic version of the Demand–Control model, to which we added the dimension of social support, which is part of the DCS model. Data were obtained from a large representative sample consisting of 1609 public and private sector workers living in the Canadian province of Quebec, who responded to a questionnaire, administered using computer-assisted interviewing over a 3-month period in 2007–2008. The results indicate that the combination of low decision authority and high supervisor's support attenuates the positive relationship between job demands and presenteeism propensity within a 10-year time frame of exposure to a new job.

Bank performance and executive compensation: a managerial discretion perspective

Abstract: This study investigates how the relationship between bank performance and executive compensation is affected by the degree of an executive's managerial discretion. Managerial discretion is captured by two industry-specific attributes: a bank's strategic domain, and its regulatory environment. Executive compensation is found to be more related to bank performance in a context of high managerial discretion than in a context of low managerial discretion. ? 1997 by John Wiley & Sons, Ltd. In recent years, the relationship between firm performance and executive compensation has increasingly come under the scrutiny of stockholders, analysts and regulatory agencies, such as the Securities and Exchange Commission (SEC). While performance-based executive compensation is prescribed by agency theory (Jensen and Murphy, 1990) as well as by strategic management considerations (Balkin and Gomez-Mejia, 1987; Zajac, 1990), empirical evidence justifying it is weak at best (see Pavlik, Scott, and Tiessen, 1994, for a review).

Nonlinear Kalman Filtering in Affine Term Structure Models

Abstract: The extended Kalman filter, which linearizes the relationship between security prices and state variables, is widely used in fixed income applications. We investigate if the unscented Kalman filter should be used to capture nonlinearities, and compare the performance of the Kalman filter to that of the particle filter. We analyze the cross section of swap rates, which are mildly nonlinear in the states, and cap prices, which are highly nonlinear. When caps are used to filter the states, the unscented Kalman filter significantly outperforms its extended counterpart. The unscented Kalman filter also performs well when compared to the much more computationally intensive particle filter. These findings suggest that the unscented Kalman filter may prove to be a good approach for variety of problems in fixed income pricing.The appendices for this paper are available at the following URL: http://ssrn.com/abstract=2322760

Perceptions of high‐involvement work practices and burnout: the mediating role of job demands

Abstract: This study examined the impact of perceived high-involvement work practices on job demands (role conflict, role overload and role ambiguity) and burnout (emotional exhaustion and depersonalisation). The study was conducted in a Canadian general hospital. Findings from structural equation modelling (N = 545) revealed that perceived HIWPs were significantly and negatively related to job demands and burnout. Role conflict and role overload have a significant positive association with emotional exhaustion and depersonalisation. Finally, role conflict and role overload partially mediate the relationship between perceived HIWPs and burnout. We discuss the theoretical and managerial implications of these findings for our understanding of how HIWPs influence the job demands and burnout of employees.