This paper develops a dynamic risk management model to determine a firm's optimal risk management strategy. This strategy has two elements: first, for low ...

In this article we study a network design problem that arises in the exploitation of wind energy. We formulate this problem as a mixed integer programming ...

Our main interest is the prediction of future events for recurrent event processes. We intend to build a Bayesian model, based on sound philosophical princip...

It is shown that parametric bootstrap can be used for computing P-values of goodness-of-fit tests of multivariate time series parametric models. These mo...

In a recent paper, Zhan, Zhang, Guan, and Zhou [Phys. Rev. E <b>83</b>, 066120 (2011)] presented a modified adaptive genetic algorithm (MAGA) tailored to the...

Finding communities, or clusters, in networks, or graphs, has been the subject of intense studies in the last ten years. The most used criterion for that pu...

The sophisticated and automated means of data collection used by an increasing number of institutions and companies leads to extremely large datasets. Sub...

Classical control charts detect when a process loses its stability, but they do not give indications on the gravity of the instability and on the risk incu...

This paper presents a non--technical account of the developments in tree--based methods for the analysis of survival data with censoring. This review desc...

An <i>r</i>-equitable <i>k</i>-coloring <i>c</i> of a graph <i>G=(V,E)</i> is a partition of <i>V</i> into <i>k</i> stable sets <img src="/cgi-bin/mimetex.cg...

We consider a cement delivery problem with an heterogeneous fleet of vehicles and several depots. The demands of the customers are typically larger than the ...

The objective in the continuous facility location problem with limited distances is to minimize the sum of distance functions from the facility to the cust...

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...