Axe 1 : Valorisation des données pour la prise de décision

Retour

Cahiers du GERAD

368 résultats — page 1 de 19

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...

référence BibTeX
, , et

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...

référence BibTeX

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

référence BibTeX
, , , et

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

référence BibTeX
, et

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

référence BibTeX
, et

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...

référence BibTeX

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...

référence BibTeX
, , , , , et

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...

référence BibTeX

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

référence BibTeX

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

référence BibTeX

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...

référence BibTeX
, , , et

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...

référence BibTeX
, , et

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 ...

référence BibTeX

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

référence BibTeX
, et

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...

référence BibTeX
, , et

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

référence BibTeX
, , et

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...

référence BibTeX

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

référence BibTeX
, , , et

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

référence BibTeX
, et

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

référence BibTeX