Cahiers du GERAD
Search
Chronological list
3035 results — page 5 of 152
Providing the right data to a machine learning model is an important step to insure the performance of the model. Non-compliant training data instances may l...
BibTeX reference
In this paper, we study a novel approach for data-driven decision-making under uncertainty in the presence of contextual information. Specifically, we addres...
BibTeX reference
This research focuses on the bid optimization problem in the real-time bidding setting for online display advertisements, where an advertiser, or the adverti...
BibTeX referenceOn GSOR, the generalized successive overrelaxation method for double saddle-point problems
We consider the generalized successive overrelaxation (GSOR) method for solving a class of block three-by-three saddle-point problems. Based on the necessary...
BibTeX referenceThirty years of academic finance
We study how the financial literature has evolved in scale, research team composition, and article topicality across 32 finance-focused academic journals fro...
BibTeX referenceHybrid storage system control for real-time power balancing in a hybrid renewable energy system
Hybrid renewable energy systems (HRES), which co-locate two or more renewable energy sources, have proven to be promising frameworks for harnessing complemen...
BibTeX referenceOptimal localizability criterion for positioning with distance-deteriorated relative measurements
Position estimation in Multi-Robot Systems (MRS) relies on relative angle or distance measurements between the robots, which generally deteriorate as dista...
BibTeX referenceDeep reinforcement learning for option pricing and hedging under dynamic expectile risk measures
Recently equal risk pricing, a framework for fair derivative pricing, was extended to consider dynamic risk measures. However, all current implementations ei...
BibTeX reference
Crew pairing problems (CPP) are regularly solved by airlines to produce crew schedules. The goal of CPPs is to find a set of pairings (sequence of flights a...
BibTeX reference
The multi-depot scheduling problem (MDVSP) is one of the most studied problem in public transport service planning. It consists of assigning buses to each ti...
BibTeX reference
Personnel scheduling consists in determining employee work schedules (sequences of work shifts and days off) to cover the demands of multiple jobs over a pl...
BibTeX reference
Statistical learning models are proposed for the prediction of the probability of a spike in the electricity DART (day-ahead minus real-time price) spread. A...
BibTeX referenceA heuristic approach for the integrated production-transportation problem with process flexibility
We study an integrated multi-product production and distribution problem considering a network of multiple plants and customers, who are geographically dispe...
BibTeX reference
We consider the problem of training a deep neural network with nonsmooth regularization to retrieve a sparse and efficient sub-structure. Our regularizer is ...
BibTeX reference
The conjugate gradient (CG) method is a classic Krylov subspace method for solving symmetric positive definite linear systems. We introduce an analogous sem...
BibTeX reference
We explore the realized alpha-performance heterogeneity in green and brown stocks' universes using the peer performance ratios of Ardia and Boudt(2018). Focu...
BibTeX reference
A new factor-based representation of implied volatility surfaces is proposed. The factors adequately capture the moneyness and maturity slopes, the smile att...
BibTeX referenceA fast dual bound for power allocation
In this paper, we propose a fast algorithm to compute a bound for the problem of optimizing the power of a number of users sharing a set of wireless chan...
BibTeX reference
This paper considers the pricing of a new product in the face of sophisticated consumer behaviors. At the individual level, consumers are forward-looking, wh...
BibTeX reference
We formulate an efficient approximation for multi-agent batch reinforcement learning, the approximated multi-agent fitted Q iteration (AMAFQI). We present a ...
BibTeX reference