Axis 1: Data valuation for decision making

Back

Cahiers du GERAD

407 results — page 15 of 21

, , , and

The variable neighborhood search metaheuristic is applied to the primal simple plant location problem and to a reduced dual obtained by exploiting the compl...

BibTeX reference
, , and

Most examples of cycling in the simplex method are given without explanation of how they were constructed. An exception is Beale’s 1955 example built around...

BibTeX reference
and

Estimation of the Pareto tail index from extreme order statistics is an important problem in many settings such as income distributions (for inequality meas...

BibTeX reference
and

It is well known that each tree metric <i>M</i> has a unique realization as a tree, and that this realization minimizes the total length of the edges among ...

BibTeX reference
, , and

Deheuvels (1981a,b,c) and Genest and Rémillard (2004) have shown that powerful rank tests of multivariate independence can be based on combinations of asymp...

BibTeX reference
, , , , and

The multivariate modelling of default risk is a crucial aspect of the pricing of credit derivative products referencing a portfolio of underlying assets, an...

BibTeX reference
, , and

Deheuvels proposed a rank test of independence based on a Cramér–von Mises functional of the empirical copula process. Using a general result on the asympto...

BibTeX reference
, , and

Rank-based estimators were proposed by Clayton (1978) and Oakes (1982) for the association parameter in the bivariate gamma frailty model. The joint asympto...

BibTeX reference

This paper considers a shift scheduling problem that includes different forms of flexibility in terms of shift starting times, break lengths and break plac...

BibTeX reference
and

This paper presents and assesses a procedure to estimate conventional parameters characterizing fluctuations at the business cycle frequency, when the econ...

BibTeX reference
, , and

Moody's KMV method is a popular commercial implementation of the structural credit risk model pioneered by Merton (1974). It is an algorithm for estimating...

BibTeX reference

Nous décrivons les méta-heuristiques couramment utilisées en optimisation, avec pour objectif de guider toute personne désirant adapter une méta-heuristique...

BibTeX reference
, , and

Variable Neighborhood Search (VNS) is a recent and effective metaheuristic for solving combinatorial and global optimization problems. It is capable of esca...

BibTeX reference
and

Les problèmes de chargement statique de groupes turbo-alternateurs à vapeur peuvent être exprimés sous forme de minimisation d’une somme de fonction de coût ...

BibTeX reference
and

Dynamic programming is applied to the economic dispatch problem with spin- ning reserve constraint. A first algorithm, based on a direct application of Bell...

BibTeX reference
, , , and

The global <i>k</i>-means heuristic is a recently proposed (Likas et al. 2003) incremental approach for minimum sum-of-squares clustering of a set <i>X</i> ...

BibTeX reference
, , and

An upper bound is given on the variance of degrees of graphs with <i>n</i> vertices, <i>m</i> edges and maximum degree &Delta;. Particular cases of chemical...

BibTeX reference
, , and

Chemical graphs, as other ones, are <i>regular</i> if all their vertices have the same degree. Otherwise, they are <i>irregular</i> and it is of interest to...

BibTeX reference
, , , , and

Conjectures in graph theory have multiple forms and involve graph invariants, graph classes, subgraphs, minors and other concepts in premisses and/or conclu...

BibTeX reference

Computer-assisted and automated conjecture-making in graph theory is reviewed, focusing on the three operational systems GRAPH, Graffiti and AutoGraphiX (AGX...

BibTeX reference