We consider a portfolio allocation problem where the objective function is a tail event such as probability of large portfolio losses. The dependence between assets is captured th...
The 2-class transduction problem, as formulated by Vapnik [1], involves finding a separating hyperplane for a labelled data set that is also maximally distant from a given set of...
The minimum singular value (MSV) rule is a useful tool for selecting controlled variables (CVs) from the available measurements. However, the application of the MSV rule to large-...
The Employee Timetabling Problem (ETP) is a general class of problems widely encountered in service organizations (such as call centers for instance). Given a set of activities, a ...
Sophie Demassey, Gilles Pesant, Louis-Martin Rouss...
With the rapid development of broadband applications, the capability of networks to provide quality of service (QoS) has become an important issue. Fair scheduling algorithms are ...