Axe 1 : Valorisation des données pour la prise de décision
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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...
référence BibTeXCredit and systemic risks in the financial services sector: Evidence from the 2008 global crisis
The Great Recession has shaken the foundations of the financial industry and led to tighter solvency monitoring of both the banking and insurance industries....
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Cette étude quantitative longitudinale examine comment la structure organisationnelle et l'environnement externe influencent la survie des firmes de capital ...
référence BibTeXRealized peaks over threshold: A high-frequency extreme value approach for financial time series
Recent contributions to the financial econometrics literature exploit high-frequency (HF) data to improve models for daily asset returns. This paper propose...
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We propose a method to build trees and forests when the response is a non-homogeneous Poisson process with excess zeros, based on two forests. The first one...
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The log-rank test is commonly used as the split function in many commonly used survival trees and forests algorithms. However, the log-rank test may have a...
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La courbe ROC permet d'évaluer les propriétés d'un test diagnostique à partir de la distribution d'une variable dans les populations saine et malade. Dans un...
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Given a complete directed graph \(G\) with weights on the vertices and on the arcs, a \(\theta\)-improper \(k\)-coloring is an assignment of at most `...
An induced matching M in a graph G is dominating if every edge not in M shares exactly one vertex with an edge in M. The **dominating induced matchin...
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Clustering is a data mining method which consists in partitioning a given set of n objects into p clusters in order to minimize the dissimilarity among o...
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Traditionnellement, la planification des réserves opérationnelles dans les réseaux électriques se fait en fonction de la capacité de production disponible et...
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