The $k$-means is a benchmark algorithm used in cluster analysis. It belongs to the large category of heuristics based on location-allocation steps that ...

The balanced clustering problem consists of partitioning a set of $n$ objects into $K$ equal-sized clusters as long as $n$ is a multiple of `(K...

We propose the option realized variance as a new observable covariate that integrates high frequency option prices in the inference of option pricing models....

Security prices are important inputs for estimating credit risk models. Yet, to obtain an accurate firm-specific credit risk assessment, one needs a reliable...

In this paper we propose a new variant of the Variable Neighborhood Decomposition Search (VNDS) heuristic for solving global optimization problems and apply ...

Dans cet article nous étudions le problème de concevoir un réseau de collecte pour un parc éolien, dans le cas où la localisation des turbines et des câble...

Given a graph $G=(V,E)$ with a root $r\in V$, positive capacities $\{c(e) | e\in E\}$, and non-negative lengths $\{\ell(e) | e\in E\}$, the m...

La reconstruction d'image par tomographie par émission de positrons (TEP) en présence de mouvement périodique, tel que les battements du coeur et la respirat...

In recent years, a growing interest has been observed in research on RNA (ribonucleic acid), primarily due to the discovery of the role of RNA molecules in ...

Variable neighborhood search (VNS) is a framework for building heuristics, based upon systematic changes of neighborhoods both in a descent phase, to find a...

We introduce an iterative algorithm for the solution of the diameter minimization clustering problem (DMCP). Our algorithm is based upon two observations: 1)...

Traditionally, claim counts and amounts are assumed to be independent in non-life insurance. This paper explores how this oft unwarranted assumption can be r...

In order to determine the risk capital for their aggregate portfolio, property and casualty insurance companies must fit a multivariate model to the loss tri...

Two bivariate extensions of the Skellam distribution were proposed by Genest and Mesfioui (2014), who also derived moment estimators for their dependence par...

In this paper we present a novel formulation based on a certain median function to solve discretely constrained mixed complementarity problems (MCPs). Such p...

The Great Recession has shaken the foundations of the financial industry and led to tighter solvency monitoring of both the banking and insurance industries....

Cette étude quantitative longitudinale examine comment la structure organisationnelle et l'environnement externe influencent la survie des firmes de capital ...

Recent contributions to the financial econometrics literature exploit high-frequency (HF) data to improve models for daily asset returns. This paper propose...

We propose a method to build trees and forests when the response is a non-homogeneous Poisson process with excess zeros, based on two forests. The first one...

The log-rank test is commonly used as the split function in many commonly used survival trees and forests algorithms. However, the log-rank test may have a...