Intellectual Contributions

Refereed Articles

Discipline-Based Scholarship

Hainaut, D. & MacGilchrist, R. (2011). Strategic asset allocation with switching dependence. Journal Annals of Finance.

Hainaut, D. & MacGilchrist, R. (2010). An Interest Rate tree Driven by a Lévy Process. Journal of Derivatives, The.

 

Academic background

• Ph.D. Sorbonne, Planning and Economics, 1981
• D.E.A. Ecole Nationale des Ponts et Chaussées, Economics and Infrastructures, 1979
• A.C.G.I. City and Guilds College, 1978
• BSc The Imperial College, Engineering (Honours), 1978

 

Teaching

 

• Management Science,
• Forecasting and Time Series Analysis,
• Risk Management,
• Research Methods,
• Market Data Analysis,
• Advanced Statistics,
• Artifical Intelligence,
• Computer Languages,
• Management of Informations Systems,
• Logic

Qualifications

 

• BSc Hons (Imperial College),

• Associate of the City and Guilds Institute ,

• DEA Ouvrage d'Arts (Ecole Nationale des Ponts et Chaussées),

• Doctorat Economics and Planning (Sorbonne)

 

 

Research Interests

 

• Stochastic Systems Theory,

• Mathematical Modelling and Optimisation (applied to Finance and Managerial Decision Making)

Work Experience

 

Academic

• Assistant Professor, ESC Rennes School of Business (2009 - Present).
• Visiting Lecturer, ESIEA (June, 2002 - June, 2006).
• Research Professor, Bordeaux Business School (2001 - 2004).
• Visiting Lecturer, ESLI (June, 2001 - December, 2004).
• Research Fellow, Ecole Nationale des Mines de Paris (February, 1982 - October, 1987).
• Research Fellow, Head of the Decision Theory Research Centre (CEREVE), Ecole Nationale des Ponts et Chaussées (February, 1981 - February, 1982).

 

Non-Academic

• Company Director, International Credit Research Institute (2006 - 2009).
• Company Director, Illuminati (May, 1990 - September, 2010).
• Co-Director, Intelligence Artificielle et CAO (1990 - 1994).
• Chief Research & Development Officer, Conception et Réalisation Industrielles de Logiciels (CRIL) (October, 1987 - January, 1990).
• Consultant, OECD/OCDE (1980 - 1985).
• Researcher, Agence Financière de basin Seine-Normandie (October, 1979 - December, 1980).
• Researcher, CEFIGRE (UNESCO) (October, 1972 - December, 1980).