Axe 1 : Valorisation des données pour la prise de décision
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This paper analyzes the effects of geological heterogeneity representation in a producing reservoir, when different stochastic simulation methods are used, s...
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For pattern-based simulation methods such as SIMPAT, filtersim, wavesim, ect, patterns are stored by scanning a training image with a sliding template. Dimen...
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Étant donné un graphe \(G\)
complet, orienté, avec des poids sur les sommets et les arcs,
une \(k\)
-coloration \(\theta\)
-impropre de \(G\)
est une...
Le problème de la détermination du plus grand sous-graphe \(k\)
-colorable (\(k\)
-MCSP)
consiste à colorer autant de sommets que possible avec au plus `...
Clustering addresses the problem of finding homogeneous and well-separated subsets, called clusters, from a set of given data points. In addition to the poi...
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The \(k\)
-means is a benchmark algorithm used in cluster analysis. It belongs to the large category of
heuristics based on location-allocation steps that ...
The balanced clustering problem consists of partitioning a set of \(n\)
objects into \(K\)
equal-sized clusters as long as
\(n\)
is a multiple of `(K...
We propose the option realized variance as a new observable covariate that integrates high frequency option prices in the inference of option pricing models....
référence BibTeXFirm-specific credit risk modelling in the presence of statistical regimes and noisy prices
Security prices are important inputs for estimating credit risk models. Yet, to obtain an accurate firm-specific credit risk assessment, one needs a reliable...
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In this paper we propose a new variant of the Variable Neighborhood Decomposition Search (VNDS) heuristic for solving global optimization problems and apply ...
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Dans cet article nous étudions le problème de concevoir un réseau de collecte pour un parc éolien, dans le cas où la localisation des turbines et des câble...
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Given a graph \(G=(V,E)\)
with a root \(r\in V\)
, positive capacities \(\{c(e) | e\in E\}\)
, and non-negative lengths \(\{\ell(e) | e\in E\}\)
, the m...
La reconstruction d'image par tomographie par émission de positrons (TEP) en présence de mouvement périodique, tel que les battements du coeur et la respirat...
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In recent years, a growing interest has been observed in research on RNA (ribonucleic acid), primarily due to the discovery of the role of RNA molecules in ...
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Variable neighborhood search (VNS) is a framework for building heuristics, based upon systematic changes of neighborhoods both in a descent phase, to find a...
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We introduce an iterative algorithm for the solution of the diameter minimization clustering problem (DMCP). Our algorithm is based upon two observations: 1)...
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Traditionally, claim counts and amounts are assumed to be independent in non-life insurance. This paper explores how this oft unwarranted assumption can be r...
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In order to determine the risk capital for their aggregate portfolio, property and casualty insurance companies must fit a multivariate model to the loss tri...
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Two bivariate extensions of the Skellam distribution were proposed by Genest and Mesfioui (2014), who also derived moment estimators for their dependence par...
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In this paper we present a novel formulation based on a certain median function to solve discretely constrained mixed complementarity problems (MCPs). Such p...
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