|
23 avr. 2025
|
Samuel Burer
|
An Extended Validity Domain for Constraint Learning
|
|
15 avr. 2025
|
Orla A. Murphy
|
Estimating Extreme Wave Surges in the Presence of Missing Data
|
|
26 mars 2025
|
Jean-François Bégin
|
A general option pricing framework for affine fractionally integrated models
|
|
21 mars 2025
|
Bo Zeng
|
Investigating Two-Stage Robust Optimization and Distributionally Robust Optimization from the Primal Perspective: A Complete and Intuitive Solution Framework
|
|
10 mars 2025
|
Xiaofei Shi
|
A Dynamic Equilibrium Model of Liquidity Risk
|
|
21 févr. 2025
|
Genevera Allen
|
Inference for Interpretable Machine Learning: Feature Importance and Beyond
|
|
31 janv. 2025
|
Pratheepa Jeganathan
|
Robust Loss Reserve Prediction: A Comparative Analysis of Modern Statistical and Machine Learning Methods
|
|
24 janv. 2025
|
Marie Davidian
|
A Generalized Logrank-type Test for Comparison of Treatment Regimes in Sequential Multiple Assignment Randomized Trials
|
|
16 janv. 2025
|
Guillaume A. Pouliot
|
Placebo Tests Done Right
|
|
5 déc. 2024
|
Marie-Pier Côté
|
Biais de sélection et assurance : une structure de prime équitable pour un portefeuille est-elle globalement équitable sur le marché?
|
|
22 nov. 2024
|
Luke Hagar
|
Scalable Bayesian design for business innovation
|
|
11 nov. 2024
|
Sibel Alumur Alev
|
Locating Facilities for Smart and Sustainable Mobility
|
|
18 oct. 2024
|
Bart Van Parys
|
Disciplined Decisions in the Face of Uncertainty and Data
|
|
15 oct. 2024
|
André de Palma
|
Inequality in Discrete Choice Models: Applications in the Mobility Context
|
|
11 oct. 2024
|
Afzal Siddiqui
|
Transmission planning in an imperfectly competitive power sector with environmental externalities
|
|
24 sept. 2024
|
Roberto Renò
|
0DTE Option Pricing
|
|
29 août 2024
|
Luca Trapin
|
High-dimensional approximate dynamic matrix factor models: Estimation via the Kalman smoother and the EM algorithm
|
|
30 avr. 2024
|
Lucia Sbragia
|
International environmental agreements in the presence of adaptation and self-image
|
|
12 avr. 2024
|
Tim Schittekatte
|
Designing Distribution Network Tariffs Under Increased Residential End-user Electrification: Can the North America Learn Something from Europe?
|
|
11 avr. 2024
|
Michael Grabisch
|
On the design of public debate in social networks
|
|
5 avr. 2024
|
Nicholas Rivers
|
Evaluating a major home energy efficiency retrofit program
|
|
15 mars 2024
|
Daniele Durante
|
Skew-symmetric approximations of posterior distributions
|
|
23 févr. 2024
|
Veronika Ročková
|
Adaptive Bayesian predictive inference
|
|
16 févr. 2024
|
Jim Luedtke
|
Recent Advances in Methods for Solving Stochastic Integer Programming Problems
|
|
26 janv. 2024
|
Trevor Campbell
|
An exploration-agnostic characterization of the ergodicity of parallel tempering
|
|
20 déc. 2023
|
Mario Ghoussoub
|
Equilibria in Centralized Insurance Markets: Monopolistic vs. Competitive Pricing
|
|
24 nov. 2023
|
Leilei Zeng
|
State-dependent Sampling in Observational Cohort Studies
|
|
10 nov. 2023
|
Renyuan Xu
|
Learning to Simulate Tail-risk Scenarios
|
|
13 oct. 2023
|
Serge Darolles
|
Managing Hedge Fund Liquidity Risks
|
|
11 oct. 2023
|
Bahar Yetis Kara
|
Disaster Resilient Cities: An OR Approach to Disaster Management
|
|
5 oct. 2023
|
Afzal S. Siddiqui
|
Strategic Sector Coupling? Market Power in Heat and Power Markets
|
|
29 sept. 2023
|
Ryan Campbell
|
Statistical inference for multivariate extremes via a geometric approach
|
|
12 sept. 2023
|
Lambert De Monte
|
Multivariate extremes – A geometric Bayesian inference approach
|
|
19 mai 2023
|
Merve Bodur
|
Markov Chain-based Policies for Multi-stage Stochastic Integer Linear Programming
|
|
18 mai 2023
|
Tamer Başar
|
Consensus and Dissensus in Multi-population Multi-agent Systems
|
|
16 mai 2023
|
Jocelyn Martel
|
Institutional Ownership and the Resolution of Financial Distress
|
|
24 avr. 2023
|
Benjamin Shaby
|
Spatial scale-aware tail dependence modeling for high-dimensional spatial extremes
|
|
14 avr. 2023
|
Jessica Gronsbell
|
Efficient evaluation of prediction rules in semi-supervised settings under stratified sampling
|
|
17 mars 2023
|
Mohamad Elmasri
|
Predictive inference for travel time on transportation networks
|
|
24 févr. 2023
|
Gah-Yi Ban
|
Personalized Dynamic Pricing with Machine Learning: High Dimensional Features and Heterogeneous Elasticity
|
|
17 févr. 2023
|
Sébastien Laurent
|
Autoregressive conditional betas
|
|
8 févr. 2023
|
Kris Boudt
|
Court Shopping, Pro-Debtor Bias, and Bankruptcy Outcomes
|
|
3 févr. 2023
|
Katya Scheinberg
|
Overview of adaptive stochastic optimization methods.
|
|
23 janv. 2023
|
Philippe Naveau
|
Records Analysis in Climate Attribution
|
|
20 janv. 2023
|
Rosnel Sessinou
|
Precision Least Squares: Estimation and Inference in High-Dimensional Linear Regression Models
|
|
6 déc. 2022
|
Courtney Paquette
|
Stochastic Algorithms in the Large
|
|
25 nov. 2022
|
Rebecca Steorts
|
(Almost) All of Entity Resolution
|
|
11 nov. 2022
|
Roxana Dumitrescu
|
Optimal stopping mean-field games: a linear programming formulation and applications to entry-exit games in electricity markets
|
|
2 nov. 2022
|
Marie Lambert
|
Employee Views of Leveraged Buy-Out Transactions
|
|
28 oct. 2022
|
Derek Bingham
|
Computer Model Emulation Using Deep Gaussian Processes
|
|
14 oct. 2022
|
Frédéric Vrins
|
Optimal and robust combination of forecasts via constrained optimization and shrinkage
|
|
10 juin 2022
|
Leopoldo Catania
|
The Leverage Effect and Propagation
|
|
10 mai 2022
|
Tias Guns
|
Learning and reasoning with constraint solving
|
|
10 mai 2022
|
Emanuele Guidotti
|
Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices
|
|
28 avr. 2022
|
Margarida Carvalho
|
Toward social welfare and fairness in kidney exchange programs
|
|
23 mars 2022
|
Nathaniel Stevens
|
Comparative Probability Metrics: Using Posterior Probabilities to Account for Practical Equivalence in A/B tests
|
|
25 févr. 2022
|
Marco Avella Medina
|
Differentially private inference via noisy optimization
|
|
5 nov. 2021
|
Justin Johnson Kakeu
|
Size Distribution of Firms and Strategic Investments in Large Markets: A Stochastic Mean Field Game Approach
|
|
29 oct. 2021
|
Tiffany Timbers
|
Opinionated practices for teaching reproducibility: motivation, guided instruction and practice
|
|
4 oct. 2021
|
Lucy Gao
|
Selective inference on trees
|
|
18 mai 2021
|
Bethany White, Jastaranpreet Singh
|
Rethinking Introductory Statistics for Life Sciences Programs
|
|
6 mai 2021
|
Sanjiv R. Das, Daniel N. Ostrov
|
Dynamic Optimization for Multi-Goals-Based Wealth Management
|
|
7 avr. 2021
|
Régis Chevanaz
|
When does eco-efficiency rebound or backfire? An analytical model
|
|
17 mars 2021
|
Stephen P. Boyd
|
Convex Optimization
|
|
19 févr. 2021
|
Emily Hector
|
Joint integrative analysis of multiple data sources with correlated vector outcomes
|
|
22 janv. 2021
|
Emanuele Guidotti
|
Asymptotic Expansion Formulas for Diffusion Processes Based on the Perturbation Method
|
|
4 déc. 2020
|
Bruno Feunou
|
Risk-neutral moments based estimation of continuous time jump-diffusion models
|
|
27 nov. 2020
|
Ilze Kalnina
|
High-Frequency Factor Models and Regressions
|
|
5 nov. 2020
|
Joseph DeCarolis
|
Developing an Open Energy Outlook for the United States Using Tools for Energy Model Optimization and Analysis (Temoa)
|
|
23 oct. 2020
|
Madhu Kalimipalli
|
Banking networks, systemic risk, and the credit cycle in emerging markets
|
|
16 oct. 2020
|
Ozlem Ergun
|
Optimizing Post-Disruption Response Operations to Improve Resilience of Critical Infrastructure Systems
|
|
9 oct. 2020
|
Ningyuan Chen
|
The Use of Binary Choice Forests to Model and Estimate Discrete Choices
|
|
11 sept. 2020
|
Stefan Wager
|
Machine Learning for Causal Inference
|
|
5 mars 2020
|
Linda Mhalla
|
Tail risk and style dependence in the fund industry: A multivariate extreme value approach
|
|
31 janv. 2020
|
Ana-Maria Staicu
|
Longitudinal functional regression: tests of significance
|
|
9 janv. 2020
|
Mu Zhu
|
Some statistical applications of generative neural networks
|
|
29 nov. 2019
|
Ahmed Abdulla
|
Life at the (grid edge): Evaluating energy decentralization strategies in California
|
|
16 oct. 2019
|
Keven Bluteau
|
Media and the stock market: Their relationship and abnormal dynamics around earnings announcements
|
|
11 oct. 2019
|
Kris Boudt
|
Optimizing the design of textual indices: Impression management and Sentometrics
|
|
10 sept. 2019
|
Maximilian Schiffer
|
Optimal picking policies for e-commerce warehouses
|