Personnel scheduling consists in determining employee work schedules (sequences of work shifts and days off) to cover the demands of multiple jobs over a pl...

Statistical learning models are proposed for the prediction of the probability of a spike in the electricity DART (day-ahead minus real-time price) spread. A...

We study an integrated multi-product production and distribution problem considering a network of multiple plants and customers, who are geographically dispe...

We consider the problem of training a deep neural network with nonsmooth regularization to retrieve a sparse and efficient sub-structure. Our regularizer is ...

The conjugate gradient (CG) method is a classic Krylov subspace method for solving symmetric positive definite linear systems. We introduce an analogous sem...

We explore the realized alpha-performance heterogeneity in green and brown stocks' universes using the peer performance ratios of Ardia and Boudt(2018). Focu...

A new factor-based representation of implied volatility surfaces is proposed. The factors adequately capture the moneyness and maturity slopes, the smile att...

In this paper, we propose a fast algorithm to compute a bound for the problem of optimizing the power of a number of users sharing a set of wireless chan...

This paper considers the pricing of a new product in the face of sophisticated consumer behaviors. At the individual level, consumers are forward-looking, wh...

We formulate an efficient approximation for multi-agent batch reinforcement learning, the approximated multi-agent fitted Q iteration (AMAFQI). We present a ...

The transmission of the contagious COVID-19 is known to be highly dependent on individual viral dynamics. Since the cycle threshold (Ct) is the only semi-qua...

We study a staffing optimization problem in multi-skill call centers. The objective is to minimize the total cost of agents under some quality of service (Q...

We consider the problem of estimating the density of a random variable \(X\) which is the output of a simulation model. We show how an unbiased density ...

We study quasi-Monte Carlo (QMC) integration of smooth functions defined over the multi-dimensional unit cube. Inspired by a recent work of Pan and Owen, we ...

We describe a procedure to compute a projection of \(w \in ℝ^n\) into the intersection of the so-called zero-norm ball \(k B_0\) of radius \(k\), i....

Using a multi-level perspective approach combined with top-down macroeconomic models, we analyse the situation of the GCC countries in the perspective of a...

We assess different scenarios for a transition to zero-net emissions in Qatar. The key technologies involved in the transition include electric mobility, hyd...

We investigate the ratio \(\mathcal{I}(G)\) of the average size of a maximal matching to the size of a maximum matching in a graph G. If many maximal mat...

A mathematical framework for modelling constrained mixed-variable optimization problems is presented in a blackbox optimization context. The framework intr...

This work proposes the integration of two new constraint-handling approaches into the blackbox constrained multiobjective optimization algorithm DMulti-MADS,...