Montreal in the domain of Operations Research, as well as in the
intersection between Operations Research and Machine Learning. These
positions aim at advancing our collective capabilities to model and solve
hard optimization problems and our understanding of how external data
sources and real-time data can be used to improve the decision-making
process.
* Research Topics
Research topics may be aligned with the interests of the students. Several
pre-defined research projects are also available (some of them in
collaboration with industrial partners). Topics may generally include the
following:
- Large-scale optimization for dynamic (combinatorial) planning problems
(e.g. Benders decomposition, Column Generation, Lagrangian Relaxation)
- Optimization under uncertainty (e.g. stochastic programming, robust
optimization, improvement of uncertainty sets and scenario generation
through external data)
- Improvement of (à priori and real-time) planning through integration of
external data sources via machine learning
- OR based algorithms to efficiently solve machine learning problems
Research applications may include domains such as Logistics and
Transportation (e.g., vehicle sharing systems, facility location, network
design), Telecommunications, and Revenue Management (e.g., assortment
planning; discrete choice models).
>>> We particularly invite applications for a post-doc position on machine
learning and optimization for high-frequency limit-order book data. This
position is at the Department of Finance at HEC Montréal and we encourage
interested candidates to apply as soon as possible. <<<
* Research supervision and environment
The students will work under the supervision of Dr. Sanjay Dominik Jena,
professor at the Department of Management and Technology (
mantech.esg.uqam.ca) at the Management School of Université du Québec à
Montréal (École des Science de la Gestion, UQAM). Sanjay Dominik Jena is
also member of the worldwide renowned research center CIRRELT (
www.cirrelt.ca) and the Canada Exellence Research Chair in Data Science for
Real-time Decision-making (www.cerc-datascience.polymtl.ca). Students may
be co-supervised by other members of these research centers and will be
registered either at the joint Ph.D. program in Management (including ESG
UQAM, HEC Montréal, McGill and Concordia) or at the respective university
of the other supervisor(s).
Montreal is a dynamic Metropolis, located in the province of Québec,
Canada. The city is bilingual (French/English) and known for its
international atmosphere. Montreal offers a vibrate research environment,
hosting five major universities and several research centers in the domains
of Operations Research and Machine Learning. The successful candidates will
be working in one of the above-mentioned research centers.
* Candidate profile
Students are expected to carry out top-level research. They will develop
efficient solution algorithms to difficult planning problems such as those
in the above-listed domains. Candidates for a PhD position should have a
Masters degree (or equivalent) in Computer Science, Operations Research,
Applied Mathematics, or a related field. Candidates for post-doc positions
should have a PhD in the aforementioned domains. All candidates should
belong to the top of their academic classes and demonstrate good
programming and mathematical skills. Experience in mathematical
programming, machine learning, or data analysis is an asset. Candidates
should possess a good level of written and oral English. Even though they
may eventually learn French during their stay, French knowledge is not
obligatory.
* Application procedure
Interested candidates should send their application package electronically
to Sanjay Dominik Jena (sanjay.jena@cirrelt.ca). The application should
contain the following documents:
- Cover letter explaining the motivation to perform a Ph.D. in one of the
domains mentioned above in Montreal, your research interests, as well as
your preferred starting date
- Detailed curriculum vitae with list of publications (if any)
- Grade records of Bachelor and Master programs
- Reference letters or contact details of references (one of them should be
the supervisor of the candidate's Master studies)
- results of GRE or GMAT (if available)
If you have further questions regarding these positions, possible research
topics, etc., please contact Sanjay Dominik Jena (sanjay.jena@cirrelt.ca).
For a start in January 2020, admission deadline is end of August 2019 at
most of the universities. We therefore encourage to apply early, since, if
considered for the entry at a Business school, a GRE/GMAT will be required
which takes some time of preparation. Post-doc positions do not have
specific starting dates.
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