Axe 1 : Valorisation des données pour la prise de décision

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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...

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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...

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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...

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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...

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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 &Delta;. 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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