Université de Montréal

Optimal Pricing via Mathematical and Bilevel Programming

Project Leader(s): 

Dr. Patrice Marcotte , Universtié de Montréal & Dr. Gilles Savard , École Polytechnique

Project team: 
Dr. Christopher K. Anderson, University of Western Ontario
Dr. Pierre L'Ecuyer, Université de Montréal
Dr. Lars Ehlers, Université de Montréal
Funding period: 
April 1, 2002 - March 31, 2010

Mathematical and Statistical Methods for Financial Modelling and Risk Management

Project Leader(s): 

[url=mailto:jean.marie.dufour@umontreal.ca]Dr. Jean-Marie Dufour[/url] , Université de Montréal

This project deals with the mathematics of risk modeling and resource management. Using mathematical and statistical methods, the team develops new tools to help the financial services industry make better decisions about when to trade and at what price based on the available financial data. During the past year, the team focused on the development of statistical methods for measuring volatility and assessing asset pricing models in financial markets.

Project team: 
Dr. Marine Carrasco, Université de Montréal
Dr. Jérôme Detemple, Boston University
Dr. Rene Garcia, Edhec Business School
Dr. Silvia Gonçalves, Université de Montréal
Dr. Lynda Khalaf, Université Laval
Dr. Nour Meddahi, Université de Toulouse
Dr. Benoit Perron, Université de Montréal
Dr. Éric Renault, University of North Carolina Chapel Hill
Dr. Marcel Rindisbacher, University of Toronto
Non-academic participants: 

[url=http://www.lacaisse.com/]Caisse de dépôt et placement du Québec[/url]

[url=http://www.bdc.ca/fr/home.htm?cookie%5Ftest=2]BDC[/url]

Funding period: 
February 25, 1999 - March 31, 2011

Multi-format Environmental Information Dissemination

Project Leader(s): 

Dr. Guy Lapalme, Université de Montréal

This project will explore new ways of customizing and translating the mass of daily information produced by Environment Canada (EC). This information in digital format is later transformed into weather and environmental forecasts, warnings and alerts that must be broadcast in real-time in at least two languages, in many different formats and in a way that takes location into account.

Project team: 
Dr. Philippe Langlais, Université de Montréal
Dr. Pascal Vincent, Université de Montréal
Fabrizio Gotti, Université de Montréal
Non-academic participants: 
Funding period: 
April 1, 2009 - March 31, 2012

Optimizing Multimodal Transport in the Forestry Sector

Project Leader(s): 

Dr. Bernard Gendron , Université of Montréal

Project team: 
Dr. Jean-François Cordeau, HEC Montréal
Dr. Sophie D’Amours, Université Laval
Dr. Jacques Ferland, Université de Montréal
Dr. Jean-Marc Frayret, École Polytechnique de Montréal
Dr. Michel Gendreau, Université de Montréal
Dr. Luc Lebel, Université Laval
Dr. Gilles Pesant, HEC Montréal
Dr. Louis-Martin Rousseau, École Polytechnique de Montréal
Non-academic participants: 
Funding period: 
October 1, 2006 - March 31, 2011

Effect of Feeding Behavior on the Systemic Exposure to Feed-Administered Antibiotics in Swine

Project Leader(s): 

Dr. Fahima Nekka , Université de Montréal

Project team: 
Dr. Jerome del Castillo, (Université de Montréal)
Dr. Renée Bergeron, (Université Laval )
Dr. Jacques Bélair, (Université de Montréal)
Dr. Jacques Turgeon, (Université de Montréal)
Dr. Sylvain Quessy, (Université de Montréal)
Dr. Jun Li, (Université de Montréal)
Funding period: 
April 1, 2004 - March 31, 2007