Axe 1 : Valorisation des données pour la prise de décision
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407 résultats — page 15 de 21
The variable neighborhood search metaheuristic is applied to the primal simple plant location problem and to a reduced dual obtained by exploiting the compl...
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Most examples of cycling in the simplex method are given without explanation of how they were constructed. An exception is Beale’s 1955 example built around...
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Estimation of the Pareto tail index from extreme order statistics is an important problem in many settings such as income distributions (for inequality meas...
référence BibTeXA Note on Tree Realizations of Matrices
It is well known that each tree metric <i>M</i> has a unique realization as a tree, and that this realization minimizes the total length of the edges among ...
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Deheuvels (1981a,b,c) and Genest and Rémillard (2004) have shown that powerful rank tests of multivariate independence can be based on combinations of asymp...
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The multivariate modelling of default risk is a crucial aspect of the pricing of credit derivative products referencing a portfolio of underlying assets, an...
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Deheuvels proposed a rank test of independence based on a Cramér–von Mises functional of the empirical copula process. Using a general result on the asympto...
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Rank-based estimators were proposed by Clayton (1978) and Oakes (1982) for the association parameter in the bivariate gamma frailty model. The joint asympto...
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This paper considers a shift scheduling problem that includes different forms of flexibility in terms of shift starting times, break lengths and break plac...
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This paper presents and assesses a procedure to estimate conventional parameters characterizing fluctuations at the business cycle frequency, when the econ...
référence BibTeXOn the Equivalence of the KMV and Maximum Likelihood Methods for Structural Credit Risk Models
Moody's KMV method is a popular commercial implementation of the structural credit risk model pioneered by Merton (1974). It is an algorithm for estimating...
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Nous décrivons les méta-heuristiques couramment utilisées en optimisation, avec pour objectif de guider toute personne désirant adapter une méta-heuristique...
référence BibTeXParallel Variable Neighborhood Search
Variable Neighborhood Search (VNS) is a recent and effective metaheuristic for solving combinatorial and global optimization problems. It is capable of esca...
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Les problèmes de chargement statique de groupes turbo-alternateurs à vapeur peuvent être exprimés sous forme de minimisation d’une somme de fonction de coût ...
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Dynamic programming is applied to the economic dispatch problem with spin- ning reserve constraint. A first algorithm, based on a direct application of Bell...
référence BibTeXAnalysis of Global k-Means, an Incremental Heuristic for Minimum Sum-of-Squares Clustering
The global <i>k</i>-means heuristic is a recently proposed (Likas et al. 2003) incremental approach for minimum sum-of-squares clustering of a set <i>X</i> ...
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An upper bound is given on the variance of degrees of graphs with <i>n</i> vertices, <i>m</i> edges and maximum degree Δ. Particular cases of chemical...
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Chemical graphs, as other ones, are <i>regular</i> if all their vertices have the same degree. Otherwise, they are <i>irregular</i> and it is of interest to...
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Conjectures in graph theory have multiple forms and involve graph invariants, graph classes, subgraphs, minors and other concepts in premisses and/or conclu...
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Computer-assisted and automated conjecture-making in graph theory is reviewed, focusing on the three operational systems GRAPH, Graffiti and AutoGraphiX (AGX...
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