{"id":38,"date":"2018-04-25T12:02:51","date_gmt":"2018-04-25T10:02:51","guid":{"rendered":"http:\/\/blogs.hec.uliege.be\/~seminarwp\/?page_id=38"},"modified":"2018-04-25T12:02:51","modified_gmt":"2018-04-25T10:02:51","slug":"2006-2007","status":"publish","type":"page","link":"http:\/\/seminar.hec.ulg.ac.be\/index.php\/agenda\/2006-2007\/","title":{"rendered":"2006-2007"},"content":{"rendered":"

Programme 2006-2007<\/span><\/b><\/span><\/p>\n

 <\/p>\n

\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
\n

Vendredi 22 juin
\nAuditoire Mahaim<\/strong>\u00a0(B31) \u00e0 12h30<\/p>\n

Erreurs sur les Variables et Mod\u00e8les d\u2019\u00c9valuation des Actifs Financiers Canadiens<\/span>
\nAlain Co\u00ebn (UQAM)
\nabstract<\/a><\/p>\n<\/td>\n<\/tr>\n

\n

Mardi 12 juin
\nSalle du Conseil<\/strong>\u00a0(B31) \u00e0 12h30<\/p>\n

Liquidity co-movements, market capitalization, and volatility<\/span>
\nRenaud Beaupain (FUNDP)
\narticle<\/a>
\n–\u00a0pr\u00e9sentation<\/a><\/p>\n

Liquidity co-movements are studied within three different market capitalization indices, each made up of 100 NYSE stocks. To condition the analysis of liquidity comovements upon index volatility, three regimes of volatility are defined using the Markovswitching methodology. Our results shows that volatility bears on liquidity co-movements in a subtle way. First, volatility affects liquidity co-movements among small caps differently than liquidity co-movements among mid and large caps. Second, spread-based liquidity co-movements react to volatility differently than quote-based liquidity co-movements.<\/td>\n<\/tr>\n

\n

Mardi 15 mai
\nSalle du Conseil<\/strong>\u00a0(B31)<\/p>\n

Data Mining: Emerging Trends, Challenges and Applications<\/span>
\nDr. Bart Baesens
\nassistant professor at the Faculty of Applied Economic Sciences at the K.U.L. and the School of Management of the University of Southampton (United Kingdom)<\/p>\n

Over the past few years, data mining has grown from a relatively unknown discipline into a widespread billion dollar business. Being first only adopted in the retail and banking sectors, we can nowadays observe a proliferation of the application domains, like for instance in e-commerce, terrorism prevention, RFID, software engineering, pharmaceutics, and bio-informatics. In this presentation, we cover some of these recent application domains and explain how data mining can contribute towards an increased efficiency in these fields. In the second part, we present some new data mining techniques that are expected to make a rapid transition into business environments. Techniques that will be discussed are, amongst others, support vector machines (SVMs), Bayesian network classifiers, multirelational data mining, semi-supervised learning and bagging and boosting.<\/td>\n<\/tr>\n

\n

Mardi 8 mai 2007
\nauditoire\u00a0Mahaim<\/strong>\u00a0(B31)<\/p>\n

Diagnostiquer le climat de travail pour une plus grande mobilisation de son personnel: le cas du secteur de la sant\u00e9 et des services sociaux qu\u00e9b\u00e9cois\u00a0<\/span>
\npar Denis Ch\u00eanevert
\nProfesseur agr\u00e9g\u00e9, HEC Montr\u00e9al<\/p>\n

La mobilisation et la sant\u00e9 du personnel repr\u00e9sentent actuellement un objet de pr\u00e9occupation majeur dans le r\u00e9seau de la sant\u00e9 au Qu\u00e9bec. En effet, plusieurs intervenants du r\u00e9seau s\u2019int\u00e9ressent \u00e0 ces questions (Minist\u00e8re, Agences de d\u00e9veloppement des r\u00e9seaux locaux de sant\u00e9 et de services sociaux, \u00e9tablissements de la sant\u00e9, syndicats, etc.). Bien que tous s\u2019entendent sur l\u2019importance d\u2019avoir des ressources humaines mobilis\u00e9es et en sant\u00e9, plusieurs questions r\u00e9sident quant aux mod\u00e8les d\u2019organisation favorisant la satisfaction de tous, y compris celle des usagers. C\u2019est \u00e0 partir de plusieurs enqu\u00eates r\u00e9alis\u00e9es sur de vastes \u00e9chantillons que certaines r\u00e9ponses tentent d\u2019\u00eatre apport\u00e9es \u00e0 des questions telles que : Comment mobiliser le personnel soignant ? Quels sont les facteurs qui expliquent leur intention de d\u00e9part ? Quelle est la relation entre leur niveau d\u2019\u00e9puisement professionnel et leurs absences du travail ?<\/td>\n<\/tr>\n

\n

Jeudi 3 mai 2007, Salle du Conseil (B31), de 15h00 \u00e0 16h30.
\nThe role of optimization in transportation planning<\/span>
\nby Pr. Gilbert Laporte,
\nChaire de Recherche du Canada en Distributique \u00e0 HEC Montr\u00e9al<\/p>\n

Transportation is certainly the single area where operations research has had the most impact. For example, no major aviation company could survive without making extensive use of operations research at the strategic, tactical and operational levels. The same is also true to a large extent in railway and ship planning, in public trransit, in vehicle routing, and even in traffic management. In this talk I will survey the main problems encountered in transportation planning and I will briefly present some of the methods put forward to solve them.<\/td>\n<\/tr>\n

\n

Mardi 23 avril 2007, Salle 223 (N1) , de 13h00 \u00e0 14h30.
\nProject Management : rather an art than a science\u00a0<\/span>
\nby Chris. F. Kindermans
\nPresident of the Project Management Institute Chapter (Belgium)
\nLecturer at the Boston University (Brussels), at EHSAL (Brussels, Ghent) and Head lecturer of Project Management at IFBD (Institute for Business Development)
\nPrincipal at Proyecta BVBA
\nPresentation<\/a><\/p>\n<\/td>\n<\/tr>\n

\n

Mardi 17 avril 2007, Salle du conseil , de 12h30 \u00e0 14h.
\nThe Impact of HR Practices on New Service Performance<\/span>
\nby drs. M.J. Flikkema,
\nAssistant professor of Strategy and Organization at the Vrije Universiteit Amsterdam,
\nDepartment of Management and Organization<\/p>\n

In our New Service Performance (NSP) study we examined the relationship between the effects of Human Resource (HR) practices, both at the firm and project level, and the performance of new Dutch services (n = 192). From a behavioral perspective on new service development, we focused specifically on development and performance of new services in the financial, training & education, and health industry.
\nThe aim of our research was to explain the relationship between HR practices, development performance \u2013like time to market- and NSP, based on behavioral characteristics of the service development teams. We found a positive relationship between specific HR practices at the project level, team cooperation and team engagement. In turn, team cooperation and engagement of the team members affect the development performance positively. Finally, we find that development performance contributes to financial performance, while innovation characteristics act as moderators. Firm, respondent, sector and innovation characteristics do not covary with NSP at the project level.<\/td>\n<\/tr>\n

\n

Mardi 20 mars 2007 , Salle du conseil , de 12h30 \u00e0 14h.
\nMethods for integrated production-transportation plannings: extensions of lot sizing problem<\/span>
\nby Ayse AKBALIK , CORE, UCL
\nIn this seminar we propose solving methods to optimize integrated planning problems in various supply chain structures. We use a simultaneous approach to jointly deal with the tactical\/operational level problems, such as production, transportation and storage plannings. We transform most of the planning problems into special cases of the capacitated lot sizing problem. For each problem we give a complexity study and describe dominance properties to reduce problems’ size.
\nWe propose different MILP formulations, pseudo-polynomial dynamic programs, heuristics and polynomial time algorithms depending on the problem complexity. We also compare methods’ performances in terms of the computational time and the solution quality, under different hypotheses.<\/p>\n<\/td>\n<\/tr>\n

\n

Mardi 28 f\u00e9vrier 2007 , Auditoire Mahaim, de 12h30 \u00e0 14h.
\nEvolution du contr\u00f4le de gestion en g\u00e9n\u00e9ral et observations en Economie Sociale – Pratiques de GRH en Economie Sociale en comparaison avec les entreprises priv\u00e9es de taille identique<\/span>
\nLouise Briand et Guy Bellemare (CRISES, Universit\u00e9 du Qu\u00e9bec en Outaouais),
\ninvit\u00e9s par le CES, le Centre d’Economie Sociale.<\/p>\n

Louise Briand (Universit\u00e9 du Qu\u00e9bec en Outaouais)_ Ses int\u00e9r\u00eats de recherche portent sur la gestion des affaires et du commerce, la comptabilit\u00e9, la gestion, l’analyses des politiques et l’administration des organismes publics et sans but lucratif. Ses expertises de recherche touchent le contr\u00f4le de gestion dans les OSBL, le contr\u00f4le organisationnel, la gestion et la comptabilit\u00e9 en entreprise ainsi que l’\u00e9conomie sociale.
\nGuy Bellemare (Universit\u00e9 du Qu\u00e9bec en Outaouais)_ Ses int\u00e9r\u00eats de recherche portent sur les relations industrielles, la sociologie, la d\u00e9mocratie industrielle et les processus sociaux. Ses domaines d’expertises de recherche touchent les innovations organisationnelles, les services publics, la surveillance \u00e0 distance, les analyses comparatives, le t\u00e9l\u00e9travail, l’\u00e9conomie sociale ainsi que les centres de la petite enfance.<\/td>\n<\/tr>\n

\n

Mardi 13 f\u00e9vrier 2007 , Salle du conseil, de 12h30 \u00e0 14h.
\nBrand Concept Map: A New Way of Segmenting the Market.<\/span>
\nC\u00e9line Brandt, chercheuse \u00e0 HEC-ULg<\/p>\n

Brand maps, or graphical representations of brand associations\u2019 networks are particularly useful when trying to understand the links and relations between brand attributes. These brand associations can be based on particular features, logos and usage situations. The networks show the value of the brand to consumers. Thus, it is essential for marketing managers to be aware of the nature and structure of associations for their brand.
\nIn this paper, we first present the different methods used to build brand maps and compare them with a new methodology developed by Roedder John et al. (2005), namely: Brand Concept Maps (BCM).
\nThis is followed by two empirical studies. In the first study, we apply the BCM methodology to identify the network of brand associations. In the second study, we aggregated data from individual brand maps to reveal segments with different brand perceptions.
\nPaper<\/a><\/td>\n<\/tr>\n

\n

Vendredi 15 d\u00e9cembre 2006 au s\u00e9minaire 6, de 12h30 \u00e0 14h.
\nGARCH Options in Incomplete Markets<\/span>
\nby Giovanni Barone-Adesi, Institute of Finance, University of Lugano (Suisse).
\nAbstract<\/a><\/p>\n<\/td>\n<\/tr>\n

\n

Mardi 5 d\u00e9cembre 2006 \u00e0 la Salle 224 au N1, de 12h30 \u00e0 14h.
\nInventory control in a decentralized Two-stage make-to-stock queuing system<\/span>
\nYasemin Arda, HEC-Ulg, UER Operations.
\nAbstract<\/a><\/p>\n

An important issue in the management of supply chains and manufacturing systems is to achieve the desired customer service level while respecting the individual economic objectives of the partners. These objectives are generally antagonistic and can lead to contradictory choices in the context of a network with a high degree of local decisional autonomy. The challenge involved is to determine a coordination mechanism that avoids global loss of economic efficiency and to solve nonlinear optimization problems that capture the key dynamics of a complex production\/inventory system.
\nThis study describes a coordination contract negotiated between a manufacturer and a supplier. The purpose of the negotiation is to determine the price of the supplied intermediate goods and the delay penalty in case of a late delivery. For a manufacturer with a dominant contracting position, the outcome of the negotiation can be computed as a Stackelberg equilibrium point. Under the resulting contract, the two-stage supply chain reaches globally optimal running conditions with the maximal possible profit obtained by the manufacturer and the smallest acceptable profit obtained by the supplier.<\/p><\/blockquote>\n<\/td>\n<\/tr>\n

\n

Mardi 21 novembre 2006 \u00e0 la Salle du Conseil (B\u00e2t. B31 –Sart-Tilman) de 12h30 \u00e0 14h.<\/p>\n

Linearizing Option Return for Portfolio and Risk Management:
\nA Tetranomial Approach<\/p>\n

Laurent BODSON, de HEC-ULg.<\/p>\n

read the\u00a0paper<\/a><\/p>\n

This paper proposes a lattice-based method deducing the first four moments and the co-moments (with any other asset) of an option return.
\nWe consider the dynamics of an option-replicating portfolio of two basic assets and two long-term options. The tetranomial tree approach allows us to capture the moments up to order four of the underlier and to linearize the option return.
\nA numerical example illustrates some of the features and applications of this model.<\/p><\/blockquote>\n<\/td>\n<\/tr>\n

\n

Mardi 24 octobre 2006 de 12h30 \u00e0 14h, \u00e0 la Salle du Conseil (Sart Tilman B\u00e2t. B31)<\/p>\n

Les courbes de taux existent-elles ?<\/p>\n

Professeur Claude ARCHER,
\nde la Haute Ecole Francisco Ferrer (Bruxelles)<\/p>\n

Le calcul du prix d’un produit financier d\u00e9pend souvent d’une courbe de taux th\u00e9orique. On cherche la courbe qui s’ajuste au mieux \u00e0 des taux observ\u00e9s.
\nMais cette courbe est-elle unique ? Une autre courbe donnera-t-elle un prix similaire pour le m\u00eame produit financier ? Cette courbe existe-elle toujours ?
\nRien n’est moins s\u00fbr.
\nNous partirons de la valorisation des swaptions pour montrer l’influence non n\u00e9gligeable qu’ont de petites variations de la courbe de taux sur la valorisation de la swaption.<\/p>\n<\/td>\n<\/tr>\n

\n

Mardi 12 septembre 2006 de 15h \u00e0 16h, \u00e0 la Salle du Conseil (Sart Tilman B\u00e2t. B31)<\/p>\n

Marketing of arts: concept, research and challenges.<\/p>\n

Par le Professeur Fran\u00e7ois Colbert
\nholder of the Carmelle and R\u00e9mi-Marcoux Chair in Arts Management of HEC Montr\u00e9al
\nand editor of the journal\u00a0International Journal of Arts Management.<\/em><\/p>\n

\n

The notion of marketing of arts appeared for the first time in the 1970s in a volume by Philip Kotler, who placed it at the same level of bank or hospital marketing. Later on, the first volumes entirely devoted to marketing of arts were published in the 1980s.
\nWhat is the underlying concept behind this specific marketing application? Does research in this area abound? What is the nature of this research? How has it evolved? Has this research been translated into specific academic programs? Who are the main actors? What are the main challenges ahead?
\nThese are some of the questions that will be discussed at the seminar.<\/p>\n<\/blockquote>\n<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

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