This paper presents a framework where many existing structural credit risk models can be made hybrid by using a transformation of leverage to define the defa...

This paper presents the generalized mixed effects regression tree (GMERT) method, an extension of the mixed effects regression tree (MERT) methodology design...

Although sample size calculations for testing a parameter in the Poisson regression model have been previously done, very little attention has been given to ...

A mixed interior/exterior-point method for nonlinear programming is described, that handles constraints by way of an <i>l</i>₁-penalty function. A...

The paper answers the three distinct questions of maximizing the perimeter, diameter and area of equilateral unit-width convex polygons. The solution to each...

Finding modules, or clusters, in networks currently attracts much attention in several domains. The most studied criterion for doing so, due to Newman and Gi...

NOMAD is software that implements the MADS algorithm (Mesh Adaptive Direct Search) for black-box optimization under general nonlinear constraints. Black-box ...

In this paper we present the implementation of the <i>EEE</i> and <i>E_&#967;MIP</i> algorithms with exact arithmetics in a user friendly applicat...

Traditionally, IP Network planning and design is mostly based on average delay or loss constraints which can often be easily calculated. Jitter, on the othe...

This paper develops a dynamic model to determine a firm's optimal risk management strategy when it faces uncertainty about its future profitability and inves...

An automatic method for constructing linear relaxations of constrained global optimization problems is proposed. Such a construction is based on affine and i...

Cet article présente l'utilisation qu'il est possible de faire des outils de la viabilité dans le cadre des modèles macroéconomiques de développement durabl...

In this paper we study the situation when a market might be destabilized in the presence of Good Deals. A Good Deal is in general a financial position while ...

The integrated crew scheduling (ICS) problem consists of determining, for a set of available crew members, least-cost schedules that cover all flights and re...

Exact global optimization of the clusterwise regression problem is challenging and there are currently no published feasible methods for performing this clus...

The multi-activity assignment problem consists of assigning interruptible activities to given work shifts so as to match as much as possible for each activit...

Large datasets upon which classical statistical analysis cannot be performed because of the curse of dimensionality are more and more common in many research...

The purpose of this paper is to present and solve a new, important planning problem faced by many shipping companies dealing with the transport of bulk produ...

In view of applications to diagnostic tests of ARMA models, the asymptotic behavior of multivariate empirical and copula processes based on residuals of ARM...

The vehicle routing problem with time windows VRPTW consists of finding least-cost vehicle routes to service given customers exactly once each while satisfyi...