In this paper, we empirically investigate the robustness of random forests for regression problems. We also investigate the performance of five variations o...

In this paper we study the capacitated team orienteering problem where split deliveries are allowed. A set of potential customers is given, each associated w...

This paper presents an extension of the well known random forest method to the case of clustered data. The proposed "mixed effects random forest" method is i...

Normalized cut is one of the most popular graph clustering criteria. The main approaches proposed for its resolution are spectral clustering methods (e.g. [1...

The population value of coefficients of correlation based on ranks depends only on the copula underlying the true distribution. We consider data sets that sh...

This paper presents a framework where many existing structural credit risk models can be made hybrid by using a transformation of leverage to define the defa...

This paper presents the generalized mixed effects regression tree (GMERT) method, an extension of the mixed effects regression tree (MERT) methodology design...

Finding modules, or clusters, in networks currently attracts much attention in several domains. The most studied criterion for doing so, due to Newman and Gi...

Large datasets upon which classical statistical analysis cannot be performed because of the curse of dimensionality are more and more common in many research...

In view of applications to diagnostic tests of ARMA models, the asymptotic behavior of multivariate empirical and copula processes based on residuals of ARM...

In this paper, we introduce the notion of dynamic copulas to model serial dependence as well as interdependence between several time series. The proposed m...

La confection de calendriers sportifs dans le milieu scolaire québécois est une tâche complexe à laquelle la Fédération Québécoise du Sport Étudiant (FQSE) d...

The modularity maximization model proposed by Newman and Girvan for the identification of communities in networks works for general graphs possibly with loop...

A total dominating set in a digraph <i>G</i> is a subset <i>W</i> of its vertices such that every vertex of <i>G</i> has an immediate successor in <i>W</i>. ...

A new hierarchical divisive algorithm is proposed for identifying communities in complex networks. To that effect, the definition of <i>community in the weak...

In this article we find the optimal solution of the hedging problem in discrete time by minimizing the mean square hedging error, when the underlying assets ...

In this article, we construct a Malliavin derivative for functionals of a square-integrable Lévy process. The Malliavin derivative is defined via chaos expan...

A discretization scheme for nonnegative diffusion processes is proposed and the convergence of the corresponding sequence of approximate processes is proved ...

Harmonic means clustering is a variant of Minimum sum of squares clustering (which is sometimes called <i>K</i>-means clustering), designed to alleviate the ...

Variable neighborhood search (VNS) is a metaheuristic for solving combinatorial and global optimization problems whose basic idea is a systematic change o...