ORBi Open Repository and Bibliography
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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 271

1.
Proceedings of the 12th Workshop on Models and Algorithms for Planning and Scheduling Problems
This volume contains abstracts of talks presented at the 12th Workshop on Models and Algorithms for Planning and Scheduling Problems (MAPSP 2015), held from June 8 to June 12, 2015, in La Roche-en-Ardenne, Belgium. MAPSP is a biennial workshop dedicated to all theoretical and practical aspects of scheduling, planning, and timetabling. The abstracts in this volume include 5 invited talks by Onno Boxma, Michel Goemans, Willem-Jan van Hoeve, Rolf Niedermeier, and Stephan Westphal, plus 88 contributed talks.

6.
Exact and Heuristic Solution Methods for a VRP with Time Windows and Variable Service Start Time - Michelini, Stefano; Arda, Yasemin; Crama, Yves; Küçükaydin, Hande
We consider a VRP with time windows in which the total cost of a solution depends on the duration of the vehicle routes, and the starting time for each vehicle is a decision variable. We first develop a Branch-and-Price algorithm considering the pricing subproblem, an elementary shortest path problem with resource constraints (ESPPRC). We discuss research on this exact solution methodology, based on a bidirectional dynamic programming approach for the ESPPRC, and on the design of a matheuristic.

10.
What the heck is Revenue Management - Lurkin, Virginie; Schyns, Michael; Garrow, Laurie
The airline industry changed dramatically in 1978 when it became deregulated. Operations research analysts played a critical role after deregulation by developing algorithms and decision-support systems designed to help airlines to maximize their revenue. More than thirty-five years after deregulation, the airline industry is faced with new challenges. The increased use of the Internet as the major distribution channel and the increased market penetration of low cost carriers have led to an increasing interest in using discrete choice models to model air travel demand as the collection of individual's decisions.

11.
Early detection of university students in potential difficulty - Hoffait, Anne-Sophie; Schyns, Michael
Rate of success in the first year at University in Belgium is very low regarding other foreign universities. The University of Liege, as other Universities, has already taken different initiatives.
But by early identifying students who have a high probability to face difficulties if nothing is done, the Universities might develop adapted methods to attack the problem with more emphasis where it is more needed and when it is still possible.
Thus we want to develop a decision tool able to identify these students to help them. For that, we consider three standard datamining methods: logistic regression, artificial neural networks...

13.
Nonparametric and bootstrap techniques applied to financial risk modeling - Hambuckers, julien
For the purpose of quantifying financial risks, risk managers need to model the behavior of financial variables. However, the construction of such mathematical models is a difficult task that requires careful statistical approaches. Among the important choices that must be addressed,we can list the error distribution, the structure of the variance process, the relationship between parameters of interest and explanatory variables. In particular, one may avoid procedures that rely either on too rigid parametric assumptions or on inefficient estimation procedures.
In this thesis, we develop statistical procedures that tackle some of these issues, in the context of three financial risk modelling...

15.
A semiparametric model for Generalized Pareto regression based on a dimension reduction 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 ones are too rough to correctly fit to the data. We derive asymptotic
normality of the estimators that we define,...

18.
What is the impact of ticket-level fare information on classic itinerary choice models ? - Lurkin, Virginie; Garrow, Laurie; Schyns, Michael
I have been invited by Prof. Dr. Catherine Cleophas as an external guest to the "Revenue Management Colloquium" in Aix-la-Chapelle from March 25 to March 26. The aim is to present my own doctoral project and discuss the presentations of other PhD students

19.
Early detection of university students in potential difficulty - Hoffait, Anne-Sophie; Schyns, Michael
Rate of success in the first year at University in Belgium is very low regarding other foreign universities. The University of Liege, as other Universities, has already taken different initiatives.
But by early identifying students who have a high probability to face difficulties if nothing is done, the Universities might develop adapted methods to attack the problem with more emphasis where it is more needed and when it is still possible.
Thus we want to develop a decision tool able to identify these students to help them. For that, we consider three standard datamining methods: logistic regression, artificial neural networks...

20.
Economic statistical design of nonparametric control charts - Marcos Alvarez, Alejandro
In this work, we apply the economic statistical design framework to nonparametric control charts. To this end, we develop bounds for the type II error probability, i.e. the false negatives rate, of the nonparametric charts that are then used within the model. We implement the optimization problem defining economic statistical design and use it to find the design parameters of nonparametric control charts. We then compare the behavior of this design with parametric and nonparametric charts on different probability distributions with different values of the distribution parameters. We finally perform a brief analysis of the obtained results that emphasizes the...