Axis 1: Data valuation for decision making

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Perturbations are universal in supply chains, and their appearance is getting more frequent in the past few years. These perturbations affect industries and ...

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This paper develops an efficient hybrid algorithm to solve the credit scoring problem. We use statistical mathematical programming to develop new classificat...

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Recently there has been a surge of interest in operations research~(OR) and the machine learning~(ML) community in combining prediction algorithms and optimi...

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We present a Julia framework dedicated to partially-separable problems whose element function are detected automatically. This framework takes advantage of ...

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We explore the factor exposure heterogeneity in green and brown stocks using the peer-exposure ratio. By creating peer groups of S&P 500 index firms over 201...

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The Twelfth Montreal IPSW took place on August 22-26, 2022, and was jointly organized by the Centre de recherches mathématiques (CRM) and the Institute for D...

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Recommender systems provide recommendations to their users for items and services by creating a model tailored to each user to infer their preferences based ...

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This paper presents a multiobjective, mixed-integer linear programming (MILP) model that integrates production scheduling, inventory management, and vessel a...

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The parameter configuration problem consists of finding a parameter configuration that provides the most effective performance by a given algorithm. This pap...

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Most reinforcement learning methods for adaptive-traffic-signal-control require training from scratch to be applied on any new intersection or after any modi...

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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...

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In this paper, we study a novel approach for data-driven decision-making under uncertainty in the presence of contextual information. Specifically, we addres...

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We study how the financial literature has evolved in scale, research team composition, and article topicality across 32 finance-focused academic journals fro...

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Recently equal risk pricing, a framework for fair derivative pricing, was extended to consider dynamic risk measures. However, all current implementations ei...

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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...

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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...

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We explore the realized alpha-performance heterogeneity in green and brown stocks' universes using the peer performance ratios of Ardia and Boudt(2018). Focu...

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

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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...

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We investigate the ratio 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...

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