Publications scientifiques

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Machine Learning-Empowered Benders Decomposition for Flow Hub Location in E-Commerce
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À paraître dans : INFORMS Journal on Computing, 2025 référence BibTeX
MinAres: An Iterative Solver for Symmetric Linear Systems
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SIAM Journal on Matrix Analysis and Applications, 46(1), 509–523, 2025 référence BibTeX
Randomized Customer-Sensitivity-Aware Control of Thermostatic Loads for Better Integration of Intermittent Renewables
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IEEE Transactions on Control Systems Technology, 33(2), 671–684, 2025 référence BibTeX
Ranking decomposition for the discrete ordered median problem
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INFORMS Journal on Computing, 37(2), 230–248, 2025 référence BibTeX
The sustainability of recycled polylactic acid via fused filament fabrication: environmental impacts across cycles
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The International Journal of Advanced Manufacturing Technology, 137, 1915–1928, 2025 référence BibTeX
Is the difference between deep hedging and delta hedging a statistical arbitrage?
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Finance Research Letters, 73, No article: 106590, 2025 référence BibTeX
Uncertainty in heteroscedastic Bayesian model averaging
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Insurance: Mathematics and Economics, 121, 63–78, 2025 référence BibTeX
A general option pricing framework for affine fractionally integrated models
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Journal of Banking & Finance, 171, No article: 107346, 2025 référence BibTeX
Optimizing task assignment and routing operations with a heterogeneous fleet of unmanned aerial vehicles for emergency healthcare services
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Computers & Operations Research, 174, No article: 106890, 2025 référence BibTeX
Large Banks and Systemic Risk: Insights from a Mean-Field Game Model
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Journal of Systems Science and Complexity, 38, 460–494, 2025 référence BibTeX