A new factor-based representation of implied volatility surfaces is proposed. The factors adequately capture the moneyness and maturity slopes, the smile att...

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...

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...

We formulate an efficient approximation for multi-agent batch reinforcement learning, the approximated multi-agent fitted Q iteration (AMAFQI). We present a ...

The transmission of the contagious COVID-19 is known to be highly dependent on individual viral dynamics. Since the cycle threshold (Ct) is the only semi-qua...

We study a staffing optimization problem in multi-skill call centers. The objective is to minimize the total cost of agents under some quality of service (Q...

We consider the problem of estimating the density of a random variable \(X\) which is the output of a simulation model. We show how an unbiased density ...

We study quasi-Monte Carlo (QMC) integration of smooth functions defined over the multi-dimensional unit cube. Inspired by a recent work of Pan and Owen, we ...

The procurement of freight services is an important element for the supply chain management of a shipper (i.e., a manufacturer or retailer) that sources tran...

We describe a procedure to compute a projection of \(w \in ℝ^n\) into the intersection of the so-called zero-norm ball \(k B_0\) of radius \(k\), i....

Using a multi-level perspective approach combined with top-down macroeconomic models, we analyse the situation of the GCC countries in the perspective of a...

We assess different scenarios for a transition to zero-net emissions in Qatar. The key technologies involved in the transition include electric mobility, hyd...

We investigate the ratio \(\mathcal{I}(G)\) of the average size of a maximal matching to the size of a maximum matching in a graph G. If many maximal mat...

A mathematical framework for modelling constrained mixed-variable optimization problems is presented in a blackbox optimization context. The framework intr...

This work proposes the integration of two new constraint-handling approaches into the blackbox constrained multiobjective optimization algorithm DMulti-MADS,...

Faster delivery, lower shipping costs, and a higher chance of product availability, are some of the benefits offered by an omnichannel business model. Assumi...

The Generator Maintenance Scheduling Problem (GMSP) is a problem that combines a hydropower optimization problem with a scheduling problem. Both problems are...

In the Weighted Fair Sequences Problem (WFSP), one aims to schedule a set of tasks or activities so that the maximum product between the largest temporal dis...

We consider a discrete-time version of the fish war model, where a regulator imposes a moratorium on fishing activities whenever the stock reaches a predeter...

Every component of an electric power system is susceptible to failure. The power transmission system connects generating units to local distribution systems,...