Accurate measurements of snow water equivalent (SWE) is an important factor in managing water resources for hydroelectric power generation. SWE over a catchm...

We explore the role of the discount on closed-end funds (CEFD) in asset pricing and weakly tests its validity as a proxy for sentiment in the Canadian stock ...

We present a three-stage method using mathematical-programming techniques for finding high-quality solutions to the multi-floor facility layout problem. The...

This paper provides a general procedure for pricing American- and European-style interest rate derivatives within multifactor affine term structure models....

Le but de cet article est de décrire et de résoudre un nouveau et important problème auquel font face les compagnies maritimes spécialisées dans le transport...

The risk-adjusted selection and timing performance (alphas and gammas) of a comprehensive and survivorship-free sample of Canadian equity SRI funds after (be...

We propose a modified primal-dual interior-point method for nonlinear programming that relaxes the requirement of closely following the central path and lend...

In the context of algorithmic parameter optimization, there is much room for efficient usage of computational resources. We consider the OPAL framework in wh...

We propose a conceptually simple, finite simplicial branch-and-bound algorithm for minimizing a concave function over a polytope. The proposed algorithm req...

We prove here a tropical version of the well-known Whitney embedding theorem (1944) stating that a smooth <i>m</i>-dimensional compact manifold can be e...

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...

We present a new column generation algorithm for the determination of a classifier in the two classes LAD (Logical Analysis of Data) model. Unlike existing a...

We study here a flow-line which covers a wide range of real-world situations, from plastic molding to steel milling and the service industries, where the dur...

During alloy and process design, it is often desired to identify regions of design or process variables for which certain calculated functions have optimal v...

The present paper describes the coupling of the Mesh Adaptive Direct Search (MADS) algorithm with the FactSage thermochemical software, which allows to calcu...

We study extremal graphs for the extremal values of the second largest <i>Q</i>-eigenvalue of a connected graph. We first characterize all simple connected g...

This paper reviews the use of Fourier transform methods in the pricing of contingent claims. This is a very promosing topic in finance, given the scarcity ...

Semidefinite programming has been used successfully to build hierarchies of convex relaxations to approximate polynomial programs. This approach rapidly beco...

This paper provides some evidence on electricity--natural gas price interactions along with trade effects on electricity prices. The analysis helps to better...

Le problème d'affectation d'activités et de tâches consiste à affecter des activités interruptibles et des tâches non interruptibles à des quarts de travai...