Pour les séquences de réseaux plongés dans le cube unité \([0, 1]^m\), il existe des limites de mesure (faibles) de séquences de mesures empiriques ...

La solution de l'équation du jeu de champ moyen du graphon (GMFG) est caractérisée par une équation HJB et une équation FPK couplées via un champ moyen de ...

The Quadratic Knapsack Problem (QKP) is a challenging combinatorial optimization problem that has attracted significant attention due to its complexity and p...

Les grands projets s'écartent souvent de leur budget, de leur calendrier et de leurs bénéfices attendus. Les techniques existantes pour améliorer les prévisi...

The cubic knapsack problem (CKP) is a combinatorial optimization problem, which can be seen both as a generalization of the quadratic knapsack problem (QKP) ...

Over the past years, Robotic Process Automation (RPA) has emerged as a significant tool to enhance productivity across various industries by automating repet...

We consider mean field social optimization in nonlinear diffusion models. By dynamic programming with a representative agent employing cooperative optimize...

We propose an approach to construct text-based time-series indices in an optimal way -typically, indices that maximize the contemporaneous relation or the pr...

Le Treizième atelier de résolution de problèmes industriels de Montréal, qui eut lieu du 21 au 25 août 2023, fut organisé conjointement par le Centre de re...

We reassess Boehmer et al. (2021, BJZZ)'s seminal work on the predictive power of retail order imbalance (ROI) for future stock returns. First, we replicate ...

We extend the \(\alpha\) and \(\beta\) characteristic functions (CFs) to cooperative interval games, which constitute an interesting class of games t...

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...

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...

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...

Cet article étudie le risque de crédit de contrepartie et l’ajustement réglementaire correspondant (CVA) pour des portefeuilles de produits dérivés avec poss...

This paper develops an efficient hybrid algorithm to solve the credit scoring problem. We use statistical mathematical programming to develop new classificat...