Axis 1: Data valuation for decision making

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Cahiers du GERAD

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Given a complete directed graph G with weights on the vertices and on the arcs, a θ-improper k-coloring is an assignment of at most `...

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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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Traditionally, the planning of operating reserve has been done in terms of capacity and linear (average) ramping requirements. On the other hand, the newly e...

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Two vertex colorings of a graph G are equivalent if they induce the same partition of the vertex set into color classes. The graphical Bell number `(...

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Portfolio credit risk models are very often constructed with correlation matrices serving as proxies for interrelations in the creditworthiness of each compa...

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An analytical approach and a control strategy are proposed in Part I of this two-part paper for leveraging the aggregate demand of a population of Thermostat...

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There are few systematic methodologies capable of predicting and leveraging the reserve capacity potential of large populations of Thermostatically-Controlle...

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Until recently, graph coloring being a computationally difficult problem, completely dynamic channel allocation was not considered in large scale networks. T...

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Credit spreads and CDS premiums are investigated before, during and after the financial crisis with a flexible credit risk model. The latter is designed to c...

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There are few systematic methodologies capable of predicting and managing the potential of large populations of appliances working as aggregated reserve reso...

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We consider the multivariate linear model for multilevel data where units are nested within a hierarchy of clusters. We propose permutation procedures to tes...

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The Recursive Largest First (RLF) algorithm is one of the most popular greedy heuristics for the vertex coloring problem. It sequentially builds color clas...

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The inventory-routing problem (IRP) integrates two well-studied problems, namely, inventory management and vehicle routing. Given a set of customers to servi...

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A dynamic global hedging procedure making use of futures contracts is developed for a retailer of the electricity market facing price, load and basis risk. S...

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Since its inception, stochastic Data Envelopment Analysis (DEA) has found many applications. The approach commonly taken in stochastic DEA is via chance cons...

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In this paper, we propose a multivariate random forest method for multiple responses of mixed types with missing responses. Imputation is performed for eac...

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In this paper we present a forecasting method for time series using copula-based models for multivariate time series. We study how the performance of the p...

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Variations and extensions of the basic vertex-colouring and edge-colouring models have been developed to deal with increasingly complex scheduling problems. ...

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A graph G=(V,E) is r-equitably k-colorable if there exists a partition of V into k independent sets `(V1, V2, \ldots, V_k...

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