Avec la transition énergétique en cours, les réseaux électriques deviennent de plus en plus complexes et la commande de ceux-ci doit composer avec un accrois...

Les charges thermostatiques, telles que le chauffage électrique de l'eau et des bâtiments, ont un impact significatif sur la demande en électricité sur une a...

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

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

Motivated by the application of equal-risk pricing and hedging of a financial derivative, where two operationally meaningful hedging portfolio policies needs...

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...

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...

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...

The increasingly complex energy systems are turning the attention towards model-free control approaches such as reinforcement learning (RL). This work propos...

Distance metric learning algorithms aim to appropriately measure similarities and distances between data points. In the context of clustering, metric learnin...

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...

A coloring of a graph is an assignment of colors to its vertices such that adjacent vertices have different colors. Two colorings are equivalent if they indu...

We study the average number \(A(G)\) of colors in the non-equivalent colorings of a graph \(G\). We show some general properties of this graph invariant ...

A training-image free, high-order sequential simulation method is proposed herein, which is based on the efficient inference of high-order spatial statistics...

The Bell numbers count the number of different ways to partition a set of \(n\) elements while the graphical Bell numbers count the number of non-equivalen...

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

We consider the problem of designing vehicle routes in a distribution system that are at the same time cost-effective and visually attractive. In this pape...

Scholars and practitioners have long recognised the importance of data-driven operations and supply chain management (OSCM), which typically centres on produ...

Conditional estimation given specific covariate values (i.e., local conditional estimation or functional estimation) is ubiquitously useful with applications...

Data acquisition and recording in the form of databases are routine operations. The process of collecting data, however, may experience irregularities, res...