Axis 1: Data valuation for decision making
BackCahiers du GERAD
421 results — page 9 of 22
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 `...
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...
BibTeX reference
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...
BibTeX reference
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...
BibTeX reference
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 `(...
Estimation of correlations in portfolio credit risk models based on noisy security prices
Portfolio credit risk models are very often constructed with correlation matrices serving as proxies for interrelations in the creditworthiness of each compa...
BibTeX reference
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...
BibTeX reference
There are few systematic methodologies capable of predicting and leveraging the reserve capacity potential of large populations of Thermostatically-Controlle...
BibTeX reference
Until recently, graph coloring being a computationally difficult problem, completely dynamic channel allocation was not considered in large scale networks. T...
BibTeX referenceCredit risk in corporate spreads during the financial crisis of 2008: A regime-switching approach
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...
BibTeX referenceCharacterizing and controlling the statistics of aggregated demand-based reserve resources
There are few systematic methodologies capable of predicting and managing the potential of large populations of appliances working as aggregated reserve reso...
BibTeX reference
We consider the multivariate linear model for multilevel data where units are nested within a hierarchy of clusters. We propose permutation procedures to tes...
BibTeX reference
The Recursive Largest First (RLF) algorithm is one of the most popular greedy heuristics for the vertex coloring problem. It sequentially builds color clas...
BibTeX reference
The inventory-routing problem (IRP) integrates two well-studied problems, namely, inventory management and vehicle routing. Given a set of customers to servi...
BibTeX reference
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...
BibTeX reference
Since its inception, stochastic Data Envelopment Analysis (DEA) has found many applications. The approach commonly taken in stochastic DEA is via chance cons...
BibTeX reference
In this paper, we propose a multivariate random forest method for multiple responses of mixed types with missing responses. Imputation is performed for eac...
BibTeX reference
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...
BibTeX referenceChromatic Scheduling
Variations and extensions of the basic vertex-colouring and edge-colouring models have been developed to deal with increasingly complex scheduling problems. ...
BibTeX reference
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...