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Institution

HEC Montréal

EducationMontreal, Quebec, Canada
About: HEC Montréal is a education organization based out in Montreal, Quebec, Canada. It is known for research contribution in the topics: Vehicle routing problem & Corporate governance. 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.


Papers
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Journal ArticleDOI
TL;DR: In this paper, the authors consider a channel of distribution with a single manufacturer M and a retailer R where M advertises in national media to build up the image for one of his brands.

173 citations

Journal IssueDOI
01 Jan 2008-Networks
TL;DR: In this article, a Tabu Search algorithm is proposed to solve the 2L-CVRP problem, in which the loading component of the problem is solved through heuristics, lower bounds, and a truncated branch-and-bound procedure.
Abstract: This article addresses the well-known Capacitated Vehicle Routing Problem (CVRP), in the special case where the demand of a customer consists of a certain number of two-dimensional weighted items. The problem calls for the minimization of the cost of transportation needed for the delivery of the goods demanded by the customers, and carried out by a fleet of vehicles based at a central depot. In order to accommodate all items on the vehicles, a feasibility check of the two-dimensional packing (2L) must be executed on each vehicle. The overall problem, denoted as 2L-CVRP, is NP-hard and particularly difficult to solve in practice. We propose a Tabu Search algorithm, in which the loading component of the problem is solved through heuristics, lower bounds, and a truncated branch-and-bound procedure. The effectiveness of the algorithm is demonstrated through extensive computational experiments. © 2007 Wiley Periodicals, Inc. NETWORKS, 2008

173 citations

Journal ArticleDOI
TL;DR: It is found strong evidence of regime changes in the GARCH process and it is shown that MSGARCH models outperform single–regime specifications when predicting the VaR.

171 citations

Posted Content
01 Jan 2006
TL;DR: The multiplier central limit theorem is used for calculating p-values of the Cram´er-von Mises test statistic and the testing procedure is applied on empirical examples in finance, psychology, insurance and medicine.
Abstract: We develop a test of equality between two dependence structures estimated through empirical copulas. We provide inference for independent or paired samples. The multiplier central limit theorem is used for calculating p-values of the Cram´er-von Mises test statistic. Finite sample properties are assessed with Monte Carlo experiments. We apply the testing procedure on empirical examples in finance, psychology, insurance and medicine.

170 citations

Journal ArticleDOI
01 May 2004-Networks
TL;DR: This article formulates the Ring Star Problem as a mixed-integer linear program and strengthens it with the introduction of several families of valid inequalities that are shown to be facet-defining and are used to develop a branch-and-cut algorithm.
Abstract: In the Ring Star Problem, the aim is to locate a simple cycle through a subset of vertices of a graph with the objective of minimizing the sum of two costs: a ring cost proportional to the length of the cycle and an assignment cost from the vertices not in the cycle to their closest vertex on the cycle. The problem has several applications in telecommunications network design and in rapid transit systems planning. It is an extension of the classical location–allocation problem introduced in the early 1960s, and closely related versions have been recently studied by several authors. This article formulates the problem as a mixed-integer linear program and strengthens it with the introduction of several families of valid inequalities. These inequalities are shown to be facet-defining and are used to develop a branch-and-cut algorithm. Computational results show that instances involving up to 300 vertices can be solved optimally using the proposed methodology. © 2004 Wiley Periodicals, Inc.

169 citations


Authors

Showing all 1262 results

NameH-indexPapersCitations
Danny Miller13351271238
Gilbert Laporte12873062608
Michael Pollak11466357793
Yong Yu7852326956
Pierre Hansen7857532505
Jean-François Cordeau7120819310
Robert A. Jarrow6535624295
Jacques Desrosiers6317315926
François Soumis6129014272
Nenad Mladenović5432019182
Massimo Caccia5238916007
Guy Desaulniers512428836
Ann Langley5016115675
Jean-Charles Chebat481619062
Georges Dionne484217838
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Performance
Metrics
No. of papers from the Institution in previous years
YearPapers
202316
202267
2021443
2020378
2019326
2018313