Axis 1: Data valuation for decision making

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Cahiers du GERAD

407 results — page 7 of 21

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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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Given a complete directed graph \(G\) with weights on the vertices and on the arcs, a \(\theta\)-improper \(k\)-coloring of \(G\) is an assignment of...

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The maximum \(k\)-colorable subgraph problem (\(k\)-MCSP) is to color as many vertices as possible with at most \(k\) colors, such that no two adjacent...

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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 ...

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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...

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We propose the option realized variance as a new observable covariate that integrates high frequency option prices in the inference of option pricing models....

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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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In this article we consider a real-world problem submitted to us by the Hatch company. This problem consists of designing a collection network for a wind f...

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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...

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Positron emission tomography (PET) image reconstruction in the presence of periodic motion, such as heartbeat and breathing, has been actively investigated ...

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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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