ORBi Open Repository and Bibliography
(146.709 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 169
1.
Approximation Algorithms for Multi-Dimensional Vector Assignment Problems - Dokka, Trivikram; Crama, Yves; Spieksma, Frits C.R.
We consider a special class of axial multi-dimensional assignment problems called multi-dimensional vector assignment (MVA) problems. An instance of the MVA problem is defined by $m$ disjoint sets, each of which contains the same number $n$ of $p$-dimensional vectors with nonnegative integral components, and a cost function defined on vectors. The cost of an $m$-tuple of vectors is defined as the cost of their component-wise maximum. The problem is now to partition the $m$ sets of vectors into $n$ $m$-tuples so that no two vectors from the same set are in the same $m$-tuple and so that the total cost...
2.
New issues for the Goodness-of-fit test of the error distribution : a comparison between Sinh-arcsinh and Generalized Hyperbolic distributions - Hambuckers, julien; Heuchenne, Cédric
In this article, we consider a multiplicative heteroskedastic structure of financial returns and propose a methodology to study the goodness-of-fit of the error distribution. We use non-conventional estimation and model selection procedures (Berk-Jones (1978) tests, Sarno and Valente (2004) hypothesis testing, Diks et al. (2011) weighting method), based on the local volatility estimator of Mercurio and Spokoiny (2004) and the bootstrap methodology to compare the fit performances of candidate density functions. In particular, we introduce the sinh-arcsinh distributions (Jones and Pewsey, 2009) and we show that this family of density functions provides better bootstrap IMSE and better weighted Kullback-Leibler distances.
3.
Automatic Aircraft Cargo Load Planning with Pick-up and Delivery - Lurkin, Virginie; Schyns, Michael
This research aims to develop a new mixed integer linear program to solve the containers
assignment problem when pickup and deliveries are considered. Given a pool of ULDs and an
aircraft with multiple destinations, we want to obtain a loading plan determining at which
positions the ULDs must be assigned in order to minimize simultaneous the quantity of fuel
consumed and the number of re-handles. The loading plan should also ensure a number of
structural, safety and manoeuvrability constraints. The model has been tested on real instances
and provides encouraging results.
4.
Quadratization of symmetric pseudo-Boolean functions - Crama, Yves
We consider the problem of minimizing an arbitrary pseudo-Boolean function f(x), that is, a real-valued function of 0-1 variables. In recent years, several authors have proposed to reduce this problem to the quadratic case by expressing f(x) as min{g(x,y):y∈{0,1}^m}, where g(x,y) is a quadratic pseudo-Boolean function of x and of additional binary variables y. We say that g(x,y) is a quadratization of f. In this talk, we investigate the number of additional variables needed in a quadratization when f is a symmetric function of the x-variables. The cases where f is either a positive or a negative monomial are of...
5.
Error distribution estimation in nonparametric regression with right censored selection biased data - Laurent, Géraldine; Heuchenne, Cédric
In this presentation, we study the nonparametric regression model Y = m(X) +sigma(X) * epsilon where the error epsilon, with unknown distribution, is independent of the covariate X, and m(X) = E[Y|X] and sigma²(X) =Var[Y|X] are unknown smooth functions. The problem is to estimate the cumulative distribution function of the error in a nonparametric way when the
couple (X;Y) is subject to generalized bias selection while the positive response Y can be
right-censored. We propose a new estimator for the error distribution function. Asymptotic
properties of the proposed estimator are established, namely the rate of convergence and the
limiting distribution. A bootstrap procedure is...
8.
Intermodal network design for freight transportation in Belgium - location of rail/road and road/inland waterway terminals - Mostert, Martine; Limbourg, Sabine
In the recent years, growing concerns about environmental, societal and economic issues have emerged in the society. The improvement and the expansion of the multimodal network is one way of solving those kinds of problems. The objective of this work is therefore the integration of inland waterway, rail and road transport into the linear modeling of intermodal terminal location problems, based on transportation costs functions which are nonlinear with the distance traveled. The model should also take into account the capacity constraints linked to the different modes of transport.
9.
Automatic Aircraft Cargo Load Planning with Pick-up and Delivery - Lurkin, Virginie; Schyns, Michael
This research aims to develop a new mixed integer linear program to solve the containers
assignment problem when pickup and deliveries are considered. Given a pool of ULDs and an
aircraft with multiple destinations, we want to obtain a loading plan determining at which
positions the ULDs must be assigned in order to minimize simultaneous the quantity of fuel
consumed and the number of re-handles. The loading plan should also ensure a number of
structural, safety and manoeuvrability constraints. The model has been tested on real instances
and provides encouraging results.
10.
Algorithmes d'approximation pour les problèmes d'affectation multidimensionnels - Crama, Yves
Le problème d'affectation multidimensionnel (PAM) consiste à partitionner les sommets
d'un graphe m-parti en m-cliques disjointes de façon à minimiser la somme des coûts
des cliques utilisées, où le coût des cliques peut être défini de différentes façons.
PAM généralise le problème d'affectation ou de couplage biparti classique qui
correspond au cas m=2.
Nous présentons plusieurs résultats, anciens et nouveaux, relatifs à des cas particuliers
de PAM obtenus en spécifiant les propriétés du coût des cliques. Pour ces cas particuliers,
nous décrivons des algorithmes d'approximation, nous examinons leurs garanties de
performance, et nous mentionnons quelques questions ouvertes.
11.
Méthodes Booléennes en recherche opérationnelle - Crama, Yves
Le titre de cette conférence est celui d'une monographie cosignée par Peter L. Hammer et Sergiu Rudeanu, et dont la publication en 1968 a inspiré un nombre important de travaux de recherche. Très récemment, le regretté Peter Hammer et moi-même avons publié deux lointaines mises à jour de cet ouvrage classique: une monographie intitulée Boolean Functions: Theory, Algorithms, and Applications (700 pages, Cambridge University Press, 2011) et une collection de surveys sur le thème Boolean Models and Methods in Mathematics, Computer Science and Engineering (780 pages, Cambridge University Press, 2010).
La taille de ces deux volumes et de leurs sections...
12.
The evaluation of Fair Trade as a Development Project– Methodological Considerations - Paul, Elisabeth
This article identifies the need for an appropriate methodology for evaluating Fair Trade, given that most evaluations to date have been in-house or commissioned reviews and hence have not followed a consistent approach. Focusing on the development aspects of Fair Trade, the article reviews a range of impact evaluation methods and presents a detailed methodology for analyzing Fair Trade. This methodology incorporates standard project evaluation criteria and is based on a wide range of proven methods for collecting and analysing data, principally qualitative but also quantitative. This framework is a modular package from which practitioners may select according to their...
13.
The complexity of scheduling short tasks with few starting times - Crama, Yves; Spieksma, Frits C.R.
The following problem is proved to be NP-complete: given n tasks, such that each task has processing time \tau=2, and has no more than k=3 possible starting times, does there exist a feasible schedule for these tasks on a single processor? This result establishes a sharp borderline between NP-complete and polynomially solvable versions of this problem with respect to the parameters \tau and k.
14.
Cause-effect relationships and partially defined Boolean functions - Crama, Yves; Ibaraki, Toshihide
This paper investigates the use of Boolean techniques in a systematic study of cause-effect relationships. The model uses partially defined Boolean functions. Procedures are provided to extrapolate from limited observations, concise and meaningful theories to explain the effect under study, and to prevent (or provoke) its occurrence
15.
Overview of smallholders’ local rice post-harvest activities in Benin: Gender, practices, commercialization and rice processors livelihoods - Zossou, Enangnon; Vodouhe, Davo Simplice; Diagne, Aliou; Lebailly, Philippe
Rice is a primary food source, vital vehicle in dealing with food security and eradicating
poverty. In Benin rice is becoming increasingly important and its production and processing
tasks are divided on the basis of gender, with women being responsible for much of the
drudgery involved in processing. To have an overview of gender and socio-economic
dimensions of local rice processing in Benin, a study was conducted in the north and south of
Benin with 240 smallholder rice processors randomly selected. In addition to structured
interviews and weekly report sheets, the participatory assessment on sustainable livelihood
approach was used to appreciate the different states of their financial,...
16.
Boolean Methods and Logical Analysis of Data - Crama, Yves
About 20 years ago, we proposed an innovative approach to data mining based on a blend of Boolean techniques and combinatorial optimization. The basic tenets of this approach were presented in a joint paper co-authored with Toshihide Ibaraki and myself. It was subsequently developed by Peter Hammer and his coworkers into a new broad area of research, dubbed Logical Analysis of Data, or LAD for short. The effectiveness of the LAD methodology has been validated by many successful applications to real-life data analysis problems.
In a first part of this lecture, I will propose a brief overview of some fundamental Boolean...
17.
Algorithms for testing the collective consumption model - Talla Nobibon, Fabrice; Cherchye, Laurens; Crama, Yves; Demuynck, Thomas; De Rock, Bram; Spieksma, Frits
In this talk, we discuss an extension of the strong axiom of revealed preferences to
collective households. The question that we address is whether a set of observed
consumption baskets can be decomposed in such a way that each of the derived data
sets reflects the choices of a “rational” (i.e., utility-maximizing) individual member
of the household.
Although testing revealed preference axioms on data generated by a single decisionmaker
can be done in polynomial time, the extension to two-member households is
NP-complete.
We propose two algorithms for testing the collective consumption model on large
data sets. The first one is an exact algorithm based on a new mixed-integer programming
formulation,...
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