Axe 1 : Valorisation des données pour la prise de décision
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Deux colorations des sommets d'un graphe sont dites équivalentes si elles correspondent à la même partition de l'ensemble des sommets en classes de couleurs....
référence BibTeXEstimation of correlations in portfolio credit risk models based on noisy security prices
Portfolio credit risk models are very often constructed with correlation matrices serving as proxies for interrelations in the creditworthiness of each compa...
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An analytical approach and a control strategy are proposed in Part I of this two-part paper for leveraging the aggregate demand of a population of Thermostat...
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There are few systematic methodologies capable of predicting and leveraging the reserve capacity potential of large populations of Thermostatically-Controlle...
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Until recently, graph coloring being a computationally difficult problem, completely dynamic channel allocation was not considered in large scale networks. T...
référence BibTeXCredit risk in corporate spreads during the financial crisis of 2008: A regime-switching approach
Credit spreads and CDS premiums are investigated before, during and after the financial crisis with a flexible credit risk model. The latter is designed to c...
référence BibTeXCharacterizing and controlling the statistics of aggregated demand-based reserve resources
Il existe présentement peu de méthodes systématiques capables de prédire et de gérer le potentiel de réglage offert par de grandes populations d'appareils él...
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We consider the multivariate linear model for multilevel data where units are nested within a hierarchy of clusters. We propose permutation procedures to tes...
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L'algorithme RLF (Recursive Largest First) est l'un des plus populaires parmi les heuristiques gloutonnes pour le problème de la coloration des sommets d'un ...
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The inventory-routing problem (IRP) integrates two well-studied problems, namely, inventory management and vehicle routing. Given a set of customers to servi...
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A dynamic global hedging procedure making use of futures contracts is developed for a retailer of the electricity market facing price, load and basis risk. S...
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Since its inception, stochastic Data Envelopment Analysis (DEA) has found many applications. The approach commonly taken in stochastic DEA is via chance cons...
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In this paper, we propose a multivariate random forest method for multiple responses of mixed types with missing responses. Imputation is performed for eac...
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In this paper we present a forecasting method for time series using copula-based models for multivariate time series. We study how the performance of the p...
référence BibTeXChromatic Scheduling
Variations and extensions of the basic vertex-colouring and edge-colouring models have been developed to deal with increasingly complex scheduling problems. ...
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A graph \(G = (V,E)\) is \(r\)-equitably \(k\)-colorable if there exists a partition of \(V\) into \(k\) independent
sets `(V1, V2, \ldots, V_k...
We study the number \({\cal{P}}(G)\) of non-equivalent ways of coloring a given graph \(G\). We show some similarities and differences between this graph...
A Repeated Sequential Elimination Algorithm for Finding an Upper Bound on the Clique Number
In this paper a new procedure for finding an upper bound on the clique number of a given graph is described. Gendron, Hertz and St-Louis (2008) proposed a se...
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Given a directed graph with weights on the vertices and on the arcs, a θ-improper <i>k</i>-coloring is an assignment of at most <i>k</i> different colo...
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Given a graph <i>G</i>, an integer <i>k</i>, and a cost <i>c<sub>uv</sub></i> associated with all pairs <i>uv</i> of non-adjacent vertices in <i>G</i>, the ...
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