Journées de l'optimisation 2014

                             Incluant une Journée industrielle de l'optimisation

                                              HEC Montréal, 5 - 7 mai 2014


HEC Montréal, 5 — 7 mai 2014

Horaire Auteurs Mon horaire

WA4 Prise de décision / Decision Making

7 mai 2014 09h00 – 10h40

Salle: Marie-Husny

Présidée par Erick Delage

4 présentations

  • 09h00 - 09h25

    Design of DSSs for PPP Projects

    • Jamal Ouenniche, University of Edinburgh
    • Mohammad Rajabi, prés., University of Edinburgh
    • Aristotelis Boukouras, University of Edinburgh

    In this research, we survey and classify the literature on public-private-partnership (PPP) projects. Based on our critical analysis of the literature, we propose a generic methodological framework for PPPs & discuss how to operationalize it.

  • 09h25 - 09h50

    A More Human-like Portfolio Optimization Approach

    • Thuener Silva, prés., Pontifical Catholic University of Rio de Janeiro
    • Marcus Poggi, Pontifical Catholic University of Rio de Janeiro
    • Plácido Pinheiro, University of Fortaleza

    The construction of views in the Black-Litterman model can be confusing and depends largely on the investor ability in quantifying something extremely subjective. We propose a new way to evaluate these views using Verbal Decision Analysis. Discussions are elaborated over two cases.

  • 09h50 - 10h15

    Analyzing Technology Acceptance Model in Higher Education to Understand Student Behavior Intention for the Use of e-Learning System: A Study Case of Students in Saudi Arabia

    • Adel Bessadok, prés., Umm Al-Qura university E-learning and Distance Learning Deanship
    • Mohamed Mubarek Lehaibi, Umm Al-Qura university E-learning and Distance Learning deanship

    Understanding student behavior in this digital age has became one of the major challenges for the successful implementation of e-learning system in higher education. The purpose of this on-going study is to analyze the willingness and ability of students to accept e-learning system as new learning technology. We propose to build a model that anticipates the level of technology acceptance among students at Umm Al-Qura University in Saudi Arabia. Therefore, there is a need to assess the acceptance of such technology by examining relationship amongst the factors that have influence on it. A survey questionnaire was conducted to collect data from 500 participants from ten faculties. Confirmatory Factor Analysis (CFA) will be deployed to analyze the data and Structural Equation Modeling (SEM) will be used to validate the research model.

  • 10h15 - 10h40

    Decision Making under Uncertainty with Imperfect Preference Information

    • Erick Delage, prés., GERAD, HEC Montréal

    We consider the problem of optimal decision making under uncertainty but assume that the decision maker's utility function is not perfectly known. Instead, we consider all the utilities that meet some criteria, such as preferring certain lotteries over certain other lotteries and being risk averse, s-shaped, or prudent. We give tractable formulations for such decision making problems that can account both for incomplete and noisy information about the risk attitude. A live demonstration will illustrate how this modelling framework can be used to identify a customized portfolio that reflects more accurately an investors risk attitude.