Patrick Soriano

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Technical analysis is aimed at devising trading rules capable of exploiting short-term 2uctuations on the 3nancial markets. Recent results indicate that this market timing approach may be a viable alternative to the buy-and-hold approach, where the assets are kept over a relatively long time period. In this paper, we propose genetic programming as a means(More)
We describe two variants of a tabu search heuristic, a deterministic one and a probabilistic one, for the maximum clique problem. This heuristic may be viewed as a natural alternative implementation of tabu search for this problem when compared to existing ones. We also present a new random graph generator, the/S-generator, which produces graphs with larger(More)
We discuss the problem of constructing physician schedules in emergency rooms. Starting from practical instances encountered in six different hospitals of the Montreal (Canada) area, we first we propose generic forms for the constraints encountered in this context. We then review several possible solution techniques that can be applied to physician(More)
Balancing assembly lines is a crucial task for manufacturing companies in order to improve productivity and minimize production costs. Despite some progress in exact methods to solve large scale problems, softwares implementing simple heuristics are still the most commonly used tools in industry. Some metaheuristics have also been proposed and shown to(More)
This paper examines a network design problem that arises in the telecommunications industry. In this problem, communication between a gateway vertex and a number of demand vertices is achieved through a network of fiber optic cables. Since each cable has an associated capacity (bandwidth), enough capacity must be installed on the links of the network to(More)
Walter Rei, Michel Gendreau Département d’informatique et de recherche opérationnelle and Centre de recherche sur les transports, Université de Montréal, C.P. 6128, succursale Centre-ville, Montréal, Canada, H3C 3J7, {walter@crt.umontreal.ca, michelg@crt.umontreal.ca} Jean-François Cordeau, Patrick Soriano HEC and Centre de recherche sur les transports,(More)