Axis 1: Data valuation for decision making
BackCahiers du GERAD
407 results — page 10 of 21
Robust VIF Regression
The sophisticated and automated means of data collection used by an increasing number of institutions and companies leads to extremely large datasets. Sub...
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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...
BibTeX referenceA Review of Survival Trees
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...
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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...
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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 ...
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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...
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Heuristics are widely applied to modularity maximization models for the identification of communities in complex networks. We present an approach to be appli...
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The risk-adjusted selection and timing performance (alphas and gammas) of a comprehensive and survivorship-free sample of Canadian equity SRI funds after (be...
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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...
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This paper provides some evidence on electricity--natural gas price interactions along with trade effects on electricity prices. The analysis helps to better...
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In this paper, we empirically investigate the robustness of random forests for regression problems. We also investigate the performance of five variations o...
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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...
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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...
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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...
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The population value of coefficients of correlation based on ranks depends only on the copula underlying the true distribution. We consider data sets that sh...
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This paper presents a framework where many existing structural credit risk models can be made hybrid by using a transformation of leverage to define the defa...
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This paper presents the generalized mixed effects regression tree (GMERT) method, an extension of the mixed effects regression tree (MERT) methodology design...
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Finding modules, or clusters, in networks currently attracts much attention in several domains. The most studied criterion for doing so, due to Newman and Gi...
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Large datasets upon which classical statistical analysis cannot be performed because of the curse of dimensionality are more and more common in many research...
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In view of applications to diagnostic tests of ARMA models, the asymptotic behavior of multivariate empirical and copula processes based on residuals of ARM...
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