We study the relation between the promotion of a cryptocurrency on Twitter and its return dynamics around pump-and-dump events. By analyzing abnormal retur...

Monte Carlo (MC) is widely used for the simulation of discrete time Markov chains. We consider the case of a \(d\)-dimensional continuous state space and w...

Randomized Quasi-Monte Carlo (RQMC) methods provide unbiased estimators whose variance often converges at a faster rate than standard Monte Carlo as a functi...

This work introduces a novel multi-fidelity blackbox optimization algorithm designed to alleviate the resource-intensive task of evaluating infeasible points...

This study addresses large-scale personnel scheduling problems in the service industry by combining mathematical programming with data mining techniques to...

We consider the set of graphs that can be constructed from a one-vertex graph by repeatedly adding a clique or a stable set linked to all or none of the vert...

Incentive-based demand response aggregators are widely recognized as a powerful strategy to increase the flexibility of residential community microgrid (RCM)...

In 1960, Ailsa Land and Alison Doig published the first linear programming-based branch-and-bound algorithm for the solution of mixed integer linear progra...

In this paper, a mixed integer nonlinear model for the short-term hydropower optimization problem considering operational constraints such as demand and st...

Classical mean field games (MFG) have been concerned with large games amongst symmetrically influential agents with asymptotically negligible weight. In th...

L'apprentissage par renforcement (RL) pour les processus décisionnels de Markov partiellement observables (POMDP) est un problème difficile car les décisions...

Nous reprenons ici le développement du concept de bande passante effective comme outil pour la planification et la gestion des réseaux ATM à partir de la ...

We consider a structural model to design and evaluate the American call, conversion, and put options embedded in corporate bonds. We use dynamic programmin...

A growing body of recent literature analyzes the reaction of Robinhood (RH) investors to price movements at the daily frequency. As these investors tend to b...

The Network Design Problem with Vulnerability Constraints and Probabilistic Edge Reliability (NDPVC-PER) is an extension of the NDPVC obtained by additionall...

How can retailers incentivize customers to make healthier food choices? Price, convenience, and taste are known to be among the main drivers behind such choi...

Le résumé automatique de document a pour but de créer une version réduite d’un ensemble de textes pour aider des utilisateurs à mieux assimiler l’information...

"L'eau c'est la vie" is a well known french expression for "Water is life", which reflects the fact that water is undoubtedly the most vital resource in the ...

In this paper, we describe a branch-and-price algorithm for the personalized nurse scheduling problem. The variants that appear in the literature involve a ...

This paper first introduces a computationally efficient approach for conducting a time-series impact analysis of electric vehicle (EV) charging on the loadin...