Heuristics are widely applied to modularity maximization models for the identification of communities in complex networks. We present an approach to be appli...

The risk-adjusted selection and timing performance (alphas and gammas) of a comprehensive and survivorship-free sample of Canadian equity SRI funds after (be...

In this paper we study a variant of the Capacitated Team Orienteering Problem (CTOP), that is the problem where a fleet of vehicles, each with a constraint...

This paper provides some evidence on electricity--natural gas price interactions along with trade effects on electricity prices. The analysis helps to better...

In this paper, we empirically investigate the robustness of random forests for regression problems. We also investigate the performance of five variations o...

In this paper we study the capacitated team orienteering problem where split deliveries are allowed. A set of potential customers is given, each associated w...

This paper presents an extension of the well known random forest method to the case of clustered data. The proposed "mixed effects random forest" method is i...

Normalized cut is one of the most popular graph clustering criteria. The main approaches proposed for its resolution are spectral clustering methods (e.g. [1...

The population value of coefficients of correlation based on ranks depends only on the copula underlying the true distribution. We consider data sets that sh...

This paper presents a framework where many existing structural credit risk models can be made hybrid by using a transformation of leverage to define the defa...

This paper presents the generalized mixed effects regression tree (GMERT) method, an extension of the mixed effects regression tree (MERT) methodology design...

Finding modules, or clusters, in networks currently attracts much attention in several domains. The most studied criterion for doing so, due to Newman and Gi...

Large datasets upon which classical statistical analysis cannot be performed because of the curse of dimensionality are more and more common in many research...

In view of applications to diagnostic tests of ARMA models, the asymptotic behavior of multivariate empirical and copula processes based on residuals of ARM...

In this paper, we introduce the notion of dynamic copulas to model serial dependence as well as interdependence between several time series. The proposed m...

La confection de calendriers sportifs dans le milieu scolaire québécois est une tâche complexe à laquelle la Fédération Québécoise du Sport Étudiant (FQSE) d...

The modularity maximization model proposed by Newman and Girvan for the identification of communities in networks works for general graphs possibly with loop...

A total dominating set in a digraph <i>G</i> is a subset <i>W</i> of its vertices such that every vertex of <i>G</i> has an immediate successor in <i>W</i>. ...

A new hierarchical divisive algorithm is proposed for identifying communities in complex networks. To that effect, the definition of <i>community in the weak...

In this article we find the optimal solution of the hedging problem in discrete time by minimizing the mean square hedging error, when the underlying assets ...