Axe 1 : Valorisation des données pour la prise de décision
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407 résultats — page 9 de 21
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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The BIRCH algorithm (Balanced Iterative Reducing and Clustering Hierarchies) handles massive dataset by reading the data file only once, clustering the data ...
référence BibTeXFranchise Location Models and Cannibalization Effects: A Variable Neighborhood Search Approach
Application of the dispersion models in order to address the cannibalization phenomenon within franchised chains is a new approach. In this work we have deve...
référence BibTeXCredit Spreads, Recovery Rates and Bond Portfolio Risk Measures in a Hybrid Credit Risk Model
This paper presents a framework in which many structural credit risk models can be made hybrid by randomizing the default trigger, while keeping the capita...
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In this paper, we derive and empirically test a regime-shifting dynamic term structure model for pricing interest rate caps. The central state variables are...
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This paper develops a dynamic risk management model to determine a firm's optimal risk management strategy. This strategy has two elements: first, for low ...
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In this article we study a network design problem that arises in the exploitation of wind energy. We formulate this problem as a mixed integer programming ...
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Our main interest is the prediction of future events for recurrent event processes. We intend to build a Bayesian model, based on sound philosophical princip...
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It is shown that parametric bootstrap can be used for computing P-values of goodness-of-fit tests of multivariate time series parametric models. These mo...
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In a recent paper, Zhan, Zhang, Guan, and Zhou [Phys. Rev. E <b>83</b>, 066120 (2011)] presented a modified adaptive genetic algorithm (MAGA) tailored to the...
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Finding communities, or clusters, in networks, or graphs, has been the subject of intense studies in the last ten years. The most used criterion for that pu...
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