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ORBi Open Repository and Bibliography (256.427 recursos)

In may 2007, the ULg's Administrative Board (joined in June 2007 by the FUSAGx) decided to create an institutional repository and defined a strong institutional self-archiving policy to increase the visibility, accessibility and impact of the University's publications (Board's decision). This decision led to the official launch, in November 2008, of the ORBi platform including both the Academic Bibliography and the Institutional Repository of the Wallonia-Europe University Academy.

Business & economic sciences => Quantitative methods in economics & management

Mostrando recursos 1 - 20 de 324

  1. A class of valid inequalities for multilinear 0-1 optimization problems

    Rodriguez Heck, Elisabeth; Crama, Yves

  2. Modeling in Air Transportation: Cargo Loading and Itinerary Choice

    Lurkin, Virginie
    Peer reviewed

  3. Accounting for price endogeneity in airline itinerary choice models

    Lurkin, Virginie
    This study formulates an itinerary choice model that is consistent with those used by industry and corrects for price endogeneity using a control function that uses several types of instrumental variables. We estimate our models using database of more than 3 million tickets provided by the Airlines Reporting Corporation. Results based on Continental U.S. markets for May 2013 departures show that models that fail to account for price endogeneity overestimate customers' value of time and result in biased price estimates and incorrect pricing recommendations. Extensions to advanced discrete choice models show the importance of accounting for inter-alternative substitution for products...

  4. Mathématique pour économistes et gestionnaires

    Esch, Louis
    4ème éd.

  5. Mathématique pour économistes et gestionnaires

    Esch, Louis
    3ème éd.

  6. Mathématique pour économistes et gestionnaires

    Esch, Louis
    2ème éd.

  7. Mathématique pour économistes et gestionnaires

    Esch, Louis
    1ère éd.

  8. Accounting for price endogeneity in airline itinerary choice models

    Lurkin, Virginie; Garrow, Laurie; Higgins, Matthew; Newman, Jeffrey; Schyns, Michael
    This study formulates an itinerary choice model that is consistent with those used by industry and corrects for price endogeneity using a control function that uses several types of instrumental variables. We estimate our models using database of more than 3 million tickets provided by the Airlines Reporting Corporation. Results based on Continental U.S. markets for May 2013 departures show that models that fail to account for price endogeneity overestimate customers’ value of time and result in biased price estimates and incorrect pricing recommendations. Extensions to advanced discrete choice models show the importance of accounting for inter-alternative substitution for products...

  9. Early Detection of University Students in Potential Difficulty

    Hoffait, Anne-Sophie; Schyns, Michael
    Using data mining methods, this paper presents a new means of identifying freshmen's profiles likely to face major difficulties to complete their first academic year. Academic failure is a relevant issue at a time when post-secondary education is ever more critical to economic success. We aim at early detection of potential failure using student data available at registration, i.e. school records and environmental factors, with a view to timely and efficient remediation and/or study reorientation. For the sake of accuracy, we adapt three data mining methods, namely random forest, logistic regression and artificial neural network algorithms. Real data pertaining to...

  10. A class of valid inequalities for multilinear 0-1 optimization problems

    Crama, Yves; Rodriguez Heck, Elisabeth
    This paper investigates the polytope associated with the classical standard linearization technique for the unconstrained optimization of multilinear polynomials in 0-1 variables. A new class of valid inequalities, called 2-links, is introduced to strengthen the LP relaxation of the standard linearization. The addition of the 2-links to the standard linearization inequalities provides a complete description of the convex hull of integer solutions for the case of functions consisting of at most two nonlinear monomials. For the general case, various computational experiments show that the 2- links improve both the standard linearization bound and the computational performance of exact branch & cut methods. The improvements are especially significant for a class...

  11. Modeling in Air Transportation: Cargo Loading and Itinerary Choice

    Lurkin, Virginie
    We examine two problems as part of this dissertation. The first is a cargo loading problem. The aim is to load a set of containers and pallets into a cargo aircraft that serves multiple airports. Our work is the first to model cargo transport as a series of trips consisting of several legs at the end of which pickup and delivery operations might occur. This problem is crucial for airlines because in an attempt to reduce their costs, most airlines prefer to load as many containers as possible, even if all the loaded containers do not have the same final...

  12. Nonparametric estimation and bootstrap inference on recent trends in atmospheric ethane

    Friedrich, Marina; Reuvers, H.; Smeekes, S.; Urbain, J.-P.; Bader, Whitney; Franco, Bruno; Lejeune, Bernard; Mahieu, Emmanuel
    Ethane is the most abundant non-methane hydrocarbon in the Earth's atmosphere and an important precursor of tropospheric ozone. Its monitoring is therefore crucial for the characterization of air quality and of the transport of tropospheric pollution. Ethane is also an indirect greenhouse gas, influencing the atmospheric lifetime of methane. The main sources of ethane are located in the northern hemisphere, and the dominating emissions are associated to production and transport of natural gas. A preliminary trend analysis was conducted using measurements performed in the Swiss Alps. Over the last two decades, the trend of ethane showed a decline of around...

  13. Valeurs de l'information et performances algorithmiques pour des problèmes multi-périodes et stochastiques

    Pironet, Thierry
    voir document

  14. Combining acceleration techniques for pricing in a VRP with time windows

    Michelini, Stefano; Arda, Yasemin; Küçükaydin, Hande
    Peer reviewed

  15. A robust statistical approach to select adequate error distributions for financial returns

    Hambuckers, julien; Heuchenne, Cédric
    Peer reviewed

  16. Modeling operational losses: a conditional Generalized Pareto regression based on a single-index assumption

    Hambuckers, julien; Heuchenne, Cédric; Lopez, Olivier
    In this paper, we consider a regression model in which the tail of the conditional distribution of the response can be approximated by a Generalized Pareto distribution. Our model is based on a semiparametric single-index assumption on the conditional tail index while no further assumption on the conditional scale parameter is made. The underlying dimension reduction assumption allows the procedure to be of prime interest in the case where the dimension of the covariates is high, in which case the purely nonparametric techniques fail while the purely parametric one are too rough to correctly fit to the data. We propose...

  17. Modeling operational losses: a conditional Generalized Pareto regression based on a single-index assumption

    Hambuckers, julien; Heuchenne, Cédric; Lopez, Olivier
    In this paper, we consider a regression model in which the tail of the conditional distribution of the response can be approximated by a Generalized Pareto distribution. Our model is based on a semiparametric single-index assumption on the conditional tail index while no further assumption on the conditional scale parameter is made. The underlying dimension reduction assumption allows the procedure to be of prime interest in the case where the dimension of the covariates is high, in which case the purely nonparametric techniques fail while the purely parametric one are too rough to correctly fit to the data. We propose an...

  18. Nonparametric control charts: economic statistical design

    Marcos Alvarez, Alejandro; Heuchenne, Cédric; Faraz, Alireza
    This paper studies economic statistical designs (ESD) for nonparametric control charts based on the sign and Wilcoxon tests. The main advantage of the procedures is that, except for the tested location parameter, they do not use either any parametric distribution for the quality characteristic or any information about the possible involved parameters, neither in the in-control nor in the out-of-control state. This is made possible by minimizing a cost function specified independently of these quantities. Unlike the ESD for the $\overline{x}$ chart, the resulting charts designs are robust to changes of the distributions of the observations (in control or out...

  19. Tightening linearizations of non-linear binary optimization problems

    Rodriguez Heck, Elisabeth; Crama, Yves

  20. Continuous Departure Time of Day Preferences for Continental U.S. Airline Markets Segmented by Distance, Direction of Travel, Number of Time Zones, Day of Week and Itinerary Type

    Lurkin, Virginie; Garrow, Laurie; Higgins, Matthew; Newman, Jeffrey; Schyns, Michael
    Airlines use itinerary choice models to allocate the total number of passengers in a city pair to specific itineraries. In a related paper, we estimated a multinomial logit (MNL) itinerary choice model using database of more than 3 million tickets for Continental U.S. markets provided by the Airlines Reporting Corporation that accounted for price endogeneity. The size and comprehensiveness of our database allowed us to estimate highly refined continuous departure time of day preference curves that account for distance, direction of travel, the number of time zones traversed, departure day of week and itinerary type (outbound, inbound or one-way). This...

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