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...

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...

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...

This work introduces a novel multi-fidelity blackbox optimization algorithm designed to alleviate the resource-intensive task of evaluating infeasible points...

This study addresses large-scale personnel scheduling problems in the service industry by combining mathematical programming with data mining techniques to...

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...

Incentive-based demand response aggregators are widely recognized as a powerful strategy to increase the flexibility of residential community microgrid (RCM)...

In this paper, a mixed integer nonlinear model for the short-term hydropower optimization problem considering operational constraints such as demand and st...

Classical mean field games (MFG) have been concerned with large games amongst symmetrically influential agents with asymptotically negligible weight. In th...

Reinforcement learning (RL) for partially observable Markov decision processes (POMDPs) is a challenging problem because decisions need to be made based on t...

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...

We consider a structural model to design and evaluate the American call, conversion, and put options embedded in corporate bonds. We use dynamic programmin...

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...

The Network Design Problem with Vulnerability Constraints and Probabilistic Edge Reliability (NDPVC-PER) is an extension of the NDPVC obtained by additionall...

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...

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...

"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 ...

In this paper, we describe a branch-and-price algorithm for the personalized nurse scheduling problem. The variants that appear in the literature involve a ...

Station-based Bike-sharing systems have been implemented in multiple major cities, offering a low-cost and environmentally friendly transportation alternativ...