The problem of portfolio management represents an important and challenging class of dynamic decision making problems, where rebalancing decisions need to be...

Optimization with stochastic dominance constraints has recently received an increasing amount of attention in the quantitative risk management literature. In...

This study assesses the contribution of various forest-based bioenergy technologies when transitioning to a low carbon economy. A detailed modeling of differ...

A compact operations research (OR) model is proposed to analyse the prospects of meeting the Paris Agreement targets when direct air capture technologies can...

Le Dixième atelier de résolution de problèmes industriels de Montréal, qui eut lieu du 13 au 27 août 2020, fut organisé conjointement par le Centre de recher...

We propose a tone-based event study to reveal the aggregate abnormal tone dynamics in media articles around earnings announcements. We test whether they co...

Optimal stopping is the problem of deciding the right time at which to take a particular action in a stochastic system, in order to maximize an expected rewa...

Robotic process automation (RPA) is used in various fields of human activity in order to implement faster and more secure processes through a reduction in th...

We empirically test the prediction of Pastor, stambaugh, and Taylor (2020) that green firms outperform brown firms when concerns about climate change increas...

Nous étudions un jeu séquentiel à deux étapes dans un duopole de produits substituables en considérant que les firmes peuvent poursuivre un double objectif...

Le Neuvième atelier de résolution de problèmes industriels de Montréal, qui eut lieu du 19 au 23 août 2019, fut organisé conjointement par le CRM et l'Instit...

In this paper, we consider the problem of equal risk pricing and hedging in which the fair price of an option is the price that exposes both sides of the con...

Utility-based shortfall risk measure (SR) effectively captures decision maker’s risk attitude on tail losses by an increasing convex loss function. In this ...

We introduce a novel ensemble learning approach which combines random partitions models through Potts clustering with a non-parametric predictor such as sha...

In this paper we consider a differentiated oligopoly with two product varieties that are supplied by two groups of firms. We assume that firms can change t...

We analyze a differential game with spatially distributed controls to study a multiregional transboundary pollution problem. The dynamics of the state variab...

Very large networks linking dynamical agents are now ubiquitous and the need to analyse, design and control them is evident. The emergence of the graphon the...

In this study, we develop a deterministic nonlinear filtering algorithm based on a high-dimensional version of Kitagawa (1987) to evaluate the likelihood fun...

Les organismes caritatifs jouent un rôle important dans la production de biens et services. L'objectif de cet article est de déterminer la politique optimale...

We analyze an endogenous growth model with non-constant discounting and a negative externality of growth on utility. With a decreasing rate of impatience, ...