Recursos de colección

ORBi Open Repository and Bibliography (310.937 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 57

  1. Une introduction à l'économétrie

    Esch, Louis

  2. Ce que préfèrent les consommateurs

    Esch, Louis
    La modélisation des préférences des consommateurs est présentée. Le problème de la maximisation de la préférence sous contrainte budgétaire est étudiée dans le contexte de la convexité.

  3. Variable selection in proportional hazards cure model with time-varying covariates, application to US bank failures

    Beretta, Alessandro; Heuchenne, Cédric
    Peer reviewed

  4. An exact method for designing Shewhart and S2 control charts to guarantee in-control performance

    Faraz, Alireza; Heuchenne, Cédric; Saniga, Erwin
    Peer reviewed

  5. The np Chart with Guaranteed In-control Average Run Lengths

    Faraz, Alireza; Heuchenne, Cédric; Saniga, Erwin
    Peer reviewed

  6. Understanding the Economic Determinants of the Severity of Operational Losses: A regularized Generalized Pareto Regression Approach

    Hambuckers, julien; Groll, Andreas; Kneib, Thomas
    We investigate a novel database of 10,217 extreme operational losses from the Italian bank UniCredit, covering a period of 10 years and 7 different event types. Our goal is to shed light on the dependence between the severity distribution of these losses and a set of macroeconomic, financial and firm-specific factors. To do so, we use Generalized Pareto regression techniques, where both the scale and shape parameters are assumed to be functions of these explanatory variables. In this complex distributional regression framework, we perform the selection of the relevant covariates with a state-of-the-art penalized-likelihood estimation procedure relying on $L_{1}$-norm penalty...

  7. Understanding the Economic Determinants of the Severity of Operational Losses: A regularized Generalized Pareto Regression Approach

    Hambuckers, julien; Groll, Andreas; Kneib, Thomas
    We investigate a novel database of 10,217 extreme operational losses from the Italian bank UniCredit, covering a period of 10 years and 7 different event types. Our goal is to shed light on the dependence between the severity distribution of these losses and a set of macroeconomic, financial and firm-specific factors. To do so, we use Generalized Pareto regression techniques, where both the scale and shape parameters are assumed to be functions of these explanatory variables. In this complex distributional regression framework, we perform the selection of the relevant covariates with a state-of-the-art penalized-likelihood estimation procedure relying on $L_{1}$-norm penalty...

  8. Are your strategic buyer-supplier relationships under control?

    Faraz, Alireza; Zacharia, Zach; Gerschberger, Markus

  9. Analysis of STEM-like solutions to multi-objective programming problems

    Crama, Yves
    Peer reviewed

  10. An introduction to the ELECTRE research programme

    Crama, Yves; Hansen, Pierre
    The discrete multicriteria decision problem has attracted a large amount of attention during the last 15 years. In contrast with multi-attribute utility theory, prevailing in the U.S., a series of methods have been developped in Europe, mostly by Roy and his co-workers, under the name ELECTRE. The present paper is devoted to an overview of that research programme.

  11. Local search in combinatorial optimization

    Crama, Yves; Kolen, Anton W.J.; Pesch, Erwin
    Peer reviewed

  12. Recherche opérationnelle et gestion de la production

    Crama, Yves; Dupont, Lionel; Finke, Gerd
    Depuis leurs origines, la recherche opérationnelle et la gestion de la production entretiennent des relations privilégiées. Historiquement, la gestion de la production et les domaines connexes de la logistique industrielle ont d'ailleurs rapidement supplanté la gestion des opérations militaires comme champ d’action principal et, simultanément, comme catalyseur du développement de la recherche opérationnelle. L'article offre un très bref aperçu des applications de la recherche opérationnelle en gestion de la production. Il est organisé autour de trois thèmes principaux, à savoir: planification de la production et programmation mathématique, gestion des stocks et conception de systèmes.

  13. Structural decomposition of multipliers in input-output or social accounting matrix analysis

    Crama, Yves; Defourny, Jacques; Gazon, Jules
    Peer reviewed

  14. Variable selection in proportional hazards cure model with time-varying covariates, application to US bank failures

    Beretta, Alessandro; Heuchenne, Cédric
    From a survival analysis perspective, bank failures data exhibit heavy censoring rates, but defaults are rare events. This empirical evidence can be explained by the existence of a subpopulation of banks likely immune from bankruptcy. In this regard, we use a mixture cure model to separate the factors with an influence on the susceptibility to default from the ones affecting the survival time of susceptible banks. We extend a semi-parametric proportional hazards cure model to time-varying covariates and we propose a variable selection technique based on its penalized likelihood. By means of a simulation study, we show how this technique...

  15. Variable selection in proportional hazards cure model with time-varying covariates, application to US bank failures

    Beretta, Alessandro; Heuchenne, Cédric
    From a survival analysis perspective, bank failures data exhibit heavy censoring rates, but defaults are rare events. This empirical evidence can be explained by the existence of a subpopulation of banks likely immune from bankruptcy. In this regard, we use a mixture cure model to separate the factors with an influence on the susceptibility to default from the ones affecting the survival time of susceptible banks. We extend a semi-parametric proportional hazards cure model to time-varying covariates and we propose a variable selection technique based on its penalized likelihood. By means of a simulation study, we show how this technique...

  16. A characterization of a cone of pseudo-Boolean functions via supermodularity-type inequalities

    Crama, Yves; Hammer, Peter L.; Holzman, Ron
    Peer reviewed

  17. Upper-bounds for quadratic 0-1 maximization

    Boros, Endre; Crama, Yves; Hammer, Peter L.
    Peer reviewed

  18. Approximation algorithms for three-dimensional assignment problems with triangle inequalities

    Crama, Yves; Spieksma, Frits C.R.
    Peer reviewed

  19. Chvátal cuts and odd cycle inequalities in quadratic 0-1 optimization

    Boros, Endre; Crama, Yves; Hammer, Peter L.
    Peer reviewed

  20. Concave extensions for nonlinear 0-1 maximization problems

    Crama, Yves
    Peer reviewed

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