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In this work, we propose a non-intrusive and training free method to detect behind-the-meter (BTM) electric vehicle (EV) charging events from the data measur...
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The Harwell Subroutine Library (HSL) is a renowned suite of efficient and robust numerical algorithms designed to tackle complex mathematical problems such a...
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We show that the two-stage minimum description length (MDL) criterion widely used to estimate linear change-point (CP) models corresponds to the marginal lik...
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We study the relation between the promotion of a cryptocurrency on Twitter and its return dynamics around pump-and-dump events. By analyzing abnormal retur...
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Monte Carlo (MC) is widely used for the simulation of discrete time Markov chains. We consider the case of a \(d\)
-dimensional continuous state space and w...
Randomized Quasi-Monte Carlo (RQMC) methods provide unbiased estimators whose variance often converges at a faster rate than standard Monte Carlo as a functi...
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This work introduces a novel multi-fidelity blackbox optimization algorithm designed to alleviate the resource-intensive task of evaluating infeasible points...
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This study addresses large-scale personnel scheduling problems in the service industry by combining mathematical programming with data mining techniques to...
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We consider the set of graphs that can be constructed from a one-vertex graph by repeatedly adding a clique or a stable set linked to all or none of the vert...
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Incentive-based demand response aggregators are widely recognized as a powerful strategy to increase the flexibility of residential community microgrid (RCM)...
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In this paper, a mixed integer nonlinear model for the short-term hydropower optimization problem considering operational constraints such as demand and st...
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Classical mean field games (MFG) have been concerned with large games amongst symmetrically influential agents with asymptotically negligible weight. In th...
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Reinforcement learning (RL) for partially observable Markov decision processes (POMDPs) is a challenging problem because decisions need to be made based on t...
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We review the development of the concept of effective bandwidth from its origin in the planning and management of ATM networks. We start with the extension...
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We consider a structural model to design and evaluate the American call, conversion, and put options embedded in corporate bonds. We use dynamic programmin...
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A growing body of recent literature analyzes the reaction of Robinhood (RH) investors to price movements at the daily frequency. As these investors tend to b...
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The Network Design Problem with Vulnerability Constraints and Probabilistic Edge Reliability (NDPVC-PER) is an extension of the NDPVC obtained by additionall...
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How can retailers incentivize customers to make healthier food choices? Price, convenience, and taste are known to be among the main drivers behind such choi...
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Automatic document summarization aims at creating a shorter version of one or more documents to help users digest large amounts of information more easily by...
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"L'eau c'est la vie" is a well known french expression for "Water is life", which reflects the fact that water is undoubtedly the most vital resource in the ...
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