Axe 1 : Valorisation des données pour la prise de décision
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The eccentric connectivity
index of a connected graph \(G\)
is the sum over all vertices \(v\)
of the product \(d_G(v)e_G(v)\)
, where \(d_G(v)\)
is ...
In this paper, we consider non-stationary response variables and covariates, where the marginal distributions and the associated copula may be time-dependent...
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The eccentricity of a vertex \(v\)
in a graph \(G\)
is the maximum distance
between \(v\)
and any other vertex of \(G\)
. The diameter of a graph `(...
A graceful difference labeling (gdl for short) of a directed graph \(G\)
with vertex set \(V\)
is a bijection `(f:V\rightarrow{1,\ldots,\vert V\vert}...
Given a directed graph \(G=(V,A)\)
, capacity and cost functions on \(A\)
, a root \(r\)
, a subset \(T \subset V\)
of terminals, and an integer \(k\)
...
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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Generally, the semiclosed-form option pricing formula for complex financial models depends on unobservable factors such as stochastic volatility and jump int...
référence BibTeXA two-stage solution approach for personalized multi-department multi-day shift scheduling
In this paper, we address a personalized multi-department multi-day shift scheduling problem with a multi-skill heterogeneous workforce where employees can b...
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Vehicle routing problems (VRPs) are among the most studied problems in operations research. Nowadays, the leading exact algorithms for solving many classes o...
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In this paper, we present an online reinforcement learning algorithm, called Renewal Monte Carlo (RMC), for infinite horizon Markov decision processes with ...
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Clustering is an automated and powerful technique for data analysis. It aims to divide a given set of data points into clusters which are homogeneous and/o...
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The vertex \(p\)
-center problem consists in selecting \(p\)
centers among a finite set of candidates and assigning a set of clients to them, with the aim...
Combining losing games into a winning game
Le paradoxe de Parrondo est étendu à des marches aléatoires en environnements aléatoires avec changement de régimes. Le comportement paradoxal de la march...
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The survivorship bias in credit risk modeling is the bias that results in parameter estimates when the survival of a company is ignored. We study the statist...
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Within state-of-the-art optimization solvers such as IBM--CPLEX the ability to solve both convex and nonconvex Mixed-Integer Quadratic Programming (MIQP) pro...
référence BibTeXStochastic orebody modelling and stochastic long-term production scheduling for an iron ore deposit
For over a decade, stochastic optimization has emerged as a framework that is capable of generating a life-of-mine production schedule that increases ne...
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Relatively recent techniques for categorical simulations are based on multi-point statistical approaches where a training image is used to derive complex spa...
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En tomographie par émission de positron (PET), des cristaux longs (>20 mm) doivent être utilisés pour augmenter l'efficacité de détection et la sensibilité d...
référence BibTeXCCGO: Fast heuristic global optimization
Global optimization problems are very hard to solve, especially when the nonlinear constraints are highly nonconvex, which can result in a large number of di...
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Dans cet article, nous résolvons le problème de réplication optimale en temps discret lorsque les rendements d'actifs suivent un modèle auto-régressif multiv...
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