2020-10-27T12:58:45Zhttps://orbi.uliege.be/oai/request
oai:orbi.ulg.ac.be:2268/2016482016-09-09T04:31:29Zhdl_2268_62driverhdl_2268_71fulltextEarly detection of university students in potential difficultyHoffait, Anne-SophieSchyns, MichaelStudent attritionmachine learningpredictionBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestion2016-07info:eu-repo/semantics/conferencePaperhttps://orbi.uliege.be/handle/2268/201648en28ème conférence européenne sur la recherche opérationnelle (EURO 2016), Poznan, Pologne (du 3 juillet 2016 au 6 juillet 2016)internationalinfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2173342017-12-21T11:20:47Zhdl_2268_64hdl_2268_62hdl_2268_71fulltextMinimizing the number of tool switches on a flexible machineCrama, YvesKolen, Anton W.J.Oerlemans, Alwin G.Spieksma, Frits C.R.computational complexitysequencingtool managementBusiness & economic sciences :: Production, distribution & supply chain managementSciences économiques & de gestion :: Production, distribution & gestion de la chaîne logistiqueBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionThis article analyzes a tool switching problem arising in certain flexible manufacturing environments. A batch of jobs have to be successively processed on a single flexible machine. Each job requires a subset of tools, which have to be placed in the tool magazine of the machine before the job can be processed. The tool magazine has a limited capacity, and, in general, the number of tools needed to produce all the jobs exceeds this capacity. Hence, it is sometimes necessary to change tools between two jobs in a sequence. The problem is then to determine a job sequence and an associated sequence of loadings for the tool magazine, such that the total number of tool switches is minimized. This problem has been previously considered by several authors; it is here revisited, both from a theoretical and from a computational viewpoint. Basic results concerning the computational complexity of the problem are established. Several heuristics are proposed for its solution, and their performance is computationally assessed.Peer reviewed1994info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/217334Minimizing the number of tool switches on a flexible machine. <i>International Journal of Flexible Manufacturing Systems, 6</i>, 33-54.Springer Netherlands. (1994).eninfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/2299712020-03-25T08:02:15Zhdl_2268_62hdl_2268_150driverhdl_2268_71hdl_2268_153fulltextCompact quadratizations for pseudo-Boolean functionsBoros, EndreCrama, YvesRodriguez Heck, Elisabethnonlinear binary optimizationquadratic binary optimizationpseudo-Boolean functionsreformulation methodsBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionPhysical, chemical, mathematical & earth Sciences :: MathematicsPhysique, chimie, mathématiques & sciences de la terre :: MathématiquesThe problem of minimizing a pseudo-Boolean function, that is, a real-valued function of 0-1 variables, arises in many applications. A quadratization is a reformulation of this nonlinear problem into a quadratic one, obtained by introducing a set of auxiliary binary variables. A desirable property for a quadratization is to introduce a small number of auxiliary variables. We present upper and lower bounds on the number of auxiliary variables required to define a quadratization for several classes of specially structured functions, such as functions with many zeros, symmetric, exact k-out-of-n, at least k-out-of-n and parity functions, and monomials with a positive coefficient, also called positive monomials. Most of these bounds are logarithmic in the number of original variables, and we prove that they are best possible for several of the classes under consideration. For positive monomials and for some other symmetric functions, a logarithmic bound represents a significant improvement with respect to the best bounds previously published, which are linear in the number of original variables. Moreover, the case of positive monomials is particularly interesting: indeed, when a pseudo-Boolean function is represented by its unique multilinear polynomial expression, a quadratization can be obtained by separately quadratizing its monomials.Peer reviewedQuantOM - HEC [research center]2020info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/229971Compact quadratizations for pseudo-Boolean functions. <i>Journal of Combinatorial Optimization, 39</i>, 687-707., NetherlandsKluwer Academic Publishers. (2020).eninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2362502020-04-14T15:00:52Zhdl_2268_62driverhdl_2268_71fulltextRecovery management for a dial-a-ride system with real-time disruptionsPaquay, CéliaCrama, YvesPironet, ThierryTransportationDial-a-ridehealth-careBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionThe problem considered in this work stems from a non-profit organization in charge of door-to-door passenger transportation for medical appointments. Patients are picked up at home by a driver and are then dropped at their appointment location. They may also be driven back home at the end of their appointment. Some patients have specific requirements, e.g., they may require an accompanying person or a wheelchair. Planning such activities gives rise to a so-called dial-a-ride problem. In the present work, it is assumed that the requests assigned to the drivers have been selected, and the transportation plan has been established for the next day. However, in practice, appointment durations may vary due to unforeseen circumstances, and some transportation requests may be modified, delayed or canceled during the day. The aim of this work is to propose a reactive algorithm which can adapt the initial plan in order to manage the disruptions and to take care of as many patients as possible in real-time. The plan should be modified quickly when a perturbation is observed, without resorting to major changes which may confuse the drivers and the patients. Several recourse procedures are defined for this purpose. They allow the dispatcher to temporarily delete a request, to insert a previously deleted request, or to permanently cancel a request. Simulation techniques are used to test the approach on randomly generated scenarios. Several key performance indicators are introduced in order to measure the impact of the disruptions and the quality of the solutions.Peer reviewedWalloon Region [sponsor]HEC - QuantOM [research center]2020info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/236250Recovery management for a dial-a-ride system with real-time disruptions. <i>European Journal of Operational Research, 280</i>, 253-269., NetherlandsElsevier. (2020).eninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2173392017-12-21T12:56:56Zhdl_2268_62hdl_2268_150hdl_2268_71hdl_2268_153fulltextApproximation algorithms for three-dimensional assignment problems with triangle inequalitiesCrama, YvesSpieksma, Frits C.R.Business & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionPhysical, chemical, mathematical & earth Sciences :: MathematicsPhysique, chimie, mathématiques & sciences de la terre :: MathématiquesThe three-dimensional assignment problem (3DA) is defined as follows. Given are three disjoint n-sets of points, and nonnegative costs associated with every triangle consisting of exactly one point from each set. The problem is to find a minimum-weight collection of n triangles covering each point exactly once. We consider the special cases of 3DA where a distance (verifying the triangle inequalities) is defined on the set of points, and the cost of a triangle is either the sum of the lengths of its sides (problem TΔ ) or the sum of the lengths of its two shortest sides (problem SΔ ). We prove that TΔ and SΔ are NP-hard. For both TΔ and SΔ , we present 1/2- and 1/3-approximate algorithms, i.e. heuristics which always deliver a feasible solution whose cost is at most 3/2, resp. 4/3, of the optimal cost. Computational experiments indicate that the performance of these heuristics is excellent on randomly generated instances of TΔ and SΔ .Peer reviewed1992info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/217339Approximation algorithms for three-dimensional assignment problems with triangle inequalities. <i>European Journal of Operational Research, 60</i>, 273-279.Amsterdam, The NetherlandsElsevier Science. (1992).eninfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/1687962016-08-29T20:41:46Zhdl_2268_62hdl_2268_71Nonlinear Panel Data Model with Continuous Endogenous Regressors and General InstrumentsTiwari, Amaresh KumarBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionPeer reviewed2014-08info:eu-repo/semantics/conferencePaperhttps://orbi.uliege.be/handle/2268/168796en68th European meeting of the Econometric Society, Toulouse, France (25-8-2014 to 30-8-2014)international
oai:orbi.ulg.ac.be:2268/727142013-10-25T06:35:19Zhdl_2268_86hdl_2268_85hdl_2268_62hdl_2268_150driverhdl_2268_71hdl_2268_153hdl_2268_80fulltextBoolean Functions: Theory, Algorithms, and ApplicationsCrama, YvesHammer, Peter L.Boolean functionspropositional logicsatisfiabilitygraph theoryelectrical engineeringreliabilitysimple gamescomputational complexitycircuitspseudo-Boolean functionsartificial intelligencedualityinteger programmingcombinatorial optimizationPhysical, chemical, mathematical & earth Sciences :: MathematicsPhysique, chimie, mathématiques & sciences de la terre :: MathématiquesEngineering, computing & technology :: Computer scienceIngénierie, informatique & technologie :: Sciences informatiquesEngineering, computing & technology :: Electrical & electronics engineeringIngénierie, informatique & technologie :: Ingénierie électrique & électroniqueBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionThis monograph provides the first comprehensive presentation of the theoretical, algorithmic and applied aspects of Boolean functions, i.e., {0,1}-valued functions of a finite number of {0,1}-valued variables.
The book focuses on algebraic representations of Boolean functions, especially normal form representations. It presents the fundamental elements of the theory (Boolean equations and satisfiability problems, prime implicants and associated representations, dualization, etc.), an in-depth study of special classes of Boolean functions (quadratic, Horn, shellable, regular, threshold, read-once, etc.), and two fruitful generalizations of the concept of Boolean functions (partially defined and pseudo-Boolean functions). It features a rich bibliography of about one thousand items.
Prominent among the disciplines in which Boolean methods play a significant role are propositional logic, combinatorics, graph and hypergraph theory, complexity theory, integer programming, combinatorial optimization, game theory, reliability theory, electrical and computer engineering, artificial intelligence, etc. The book contains applications of Boolean functions in all these areas.NY, New York : Cambridge University PressQuantOM [research center]2011info:eu-repo/semantics/bookxxi, 687https://orbi.uliege.be/handle/2268/72714urn:isbn:9780521847513enEncyclopedia of Mathematics and its Applications 142info:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2012872016-08-30T08:38:36Zhdl_2268_62hdl_2268_71fulltextLARCH: A package for estimating multinomial, nested, and cross-nested logit models that account for semi-aggregate dataNewman, JeffreyLurkin, VirginieGarrow, LaurieDiscrete choice modelsMultinomial logitnested logitcross-nested logitsemi-aggregate dataairline itinerary choice modelsBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionWe present a summary of important computational issues and opportunities that arise from
the use of semi-aggregate data (where the explanatory data for choice scenarios are not necessarily unique for each decision-maker) in discrete choice models. This data feature is commonly encountered with large transactional databases that have limited consumer information, such as itinerary choice modeling. We developed a software package called Larch, written in Python and C++, to take advantage of this kind of data to greatly speed the estimation of discrete choice model parameters. Benchmarking experiments against Stata (a commonly used commercial package) and Biogeme (a commonly used freeware package) based on an industry dataset for airline itinerary choice modeling applications shows that the size of the input estimation files are 50 to 100 times larger in Stata and Biogeme, respectively. Estimation times are also much faster in Larch; e.g., for a small itinerary choice problem, a multinomial logit model estimated in Larch converged in less than one second whereas the same model took almost 15 seconds in Stata and more than three minutes in Biogeme. For more complex discrete choice models, such as the ordered generalized extreme value model, estimation times were two seconds in Larch and four to five days in Biogeme.Peer reviewed2016-08-30info:eu-repo/semantics/preprinthttps://orbi.uliege.be/handle/2268/201287enSubmitted to Journal of Statistical Softwareinfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/2100502017-10-03T08:44:34Zhdl_2268_62hdl_2268_71fulltextDe nouveaux terminaux à conteneurs en Belgique : hasard ou nécessité ?Jourquin, BartLimbourg, Sabinelocalisation optimaletransport intermodalterminaux pour conteneursBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionEn parodiant le titre d’un célèbre essai de Jacques Monod (1971), cet article tente de synthétiser un certain nombre de travaux de recherche qui, ces dernières années, ont examiné la pertinence d’ouvrir (ou non) de nouveaux terminaux à conteneurs sur le territoire belge. Ces terminaux sont des éléments essentiels dans un réseau de transport intermodal, mais ils ont un coût. Pour être rentable, le coût additionnel engendré par les transbordements doit être compensé par un gain dans les coûts de transport. Or, rien ne garantit a priori que l’opération soit rentable, alors que l’ouverture de nouveaux terminaux est très régulièrement présentée comme une opportunité incontournable dans les discours politiques préélectoraux…Peer reviewed2017info:eu-repo/semantics/bookParthttps://orbi.uliege.be/handle/2268/210050De nouveaux terminaux à conteneurs en Belgique : hasard ou nécessité ? In <i>Reflets et perspectives de la vie économique</i>. De Boeck Supérieur. (2017).frinfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/140442013-07-03T12:48:19Zhdl_2268_62driverhdl_2268_71fulltextA robust heuristic for the optimal selection of a portfolio of stocksSchyns, Michaelcombinatorial optimizationrobustnessMarkowitzMCDBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionThis paper introduces a new optimization heuristic for the robustification of critical inputs under consideration in many problems. It is shown that it allows to improve significantly the quality and the stability of the results for two classical financial problems, i.e. the Markowitz' portfolio selection problem and the computation of the financial beta.
Focus here is on the robust Minimum Covariance Determinant (MCD) estimator which can easily be substituted to the classical estimators of location and scatter. By definition, the computation of this estimator gives rise to a combinatorial optimization problem. We present a new heuristic, called 'RelaxMCD', which is based on a relaxation of the problem to the continuous space. The utility of this approach and the performance of our heuristic, with respect to other competitors, are illustrated through extensive simulations.Peer reviewedQuantOM [research center]2010info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/14044http://www.inderscience.com/browse/index.php?journalCODE=ijorInternational Journal of Operational Research, 9(3), 258-271. InderScience (2010).eninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2465752020-04-27T07:08:54Zhdl_2268_62driverhdl_2268_71hdl_2268_170fulltexthdl_2268_157SPEAKInVR : Validation d’une audience virtuelleEtienne, ElodieLeclercq, Anne-LiseRemacle, AngéliquePeters, FlorianSchyns, MichaelVirtual realityPublic speakingsoft skillstrainingSocial & behavioral sciences, psychology :: Treatment & clinical psychologySciences sociales & comportementales, psychologie :: Traitement & psychologie cliniqueBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionNowadays public speaking is one of the most important skills a person should develop. Such a skill is vital in many circumstances and in very different fields: the sales representative who presents a product to customers, the tourist guide visiting a city with a group, the manager who defends his project in front of stakeholders, the candidate during a job interview, the professor in front of students… Unfortunately, many firms complain about the too low level of this skill within their staff. The global theme of our work is to look for innovative solutions leading to an improvement of public speaking performances. The global project aims to help people to speak in public by training them in a realistic and interactive VR environment providing some feedbacks. Unity 3D engine was used to create a first basic version of the tool. 3D avatars have been designed and animated to represent some common audience postures, corresponding to different degrees of arousal and valence, and some classical situations as people typing on laptops or playing with smartphones. 3D photogrammetric versions of these avatars will soon be completed for testing increased realism. The objective of this presentation is to validate the virtual audience.HEC Liège UER Operations [research center]Unité Logopédie de la Voix [research center]Unité Logopédie clinique [research center]2020-03-12info:eu-repo/semantics/lecturehttps://orbi.uliege.be/handle/2268/246575frSemin VR (12-03-2020)nationalinfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2467452020-04-27T07:08:54Zhdl_2268_62driverhdl_2268_71hdl_2268_170fulltexthdl_2268_157
oai:orbi.ulg.ac.be:2268/2030792016-11-04T08:59:51Zhdl_2268_64hdl_2268_62hdl_2268_71fulltextModels for machine-part grouping in cellular manufacturingCrama, YvesOosten, MaartenBusiness & economic sciences :: Production, distribution & supply chain managementSciences économiques & de gestion :: Production, distribution & gestion de la chaîne logistiqueBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionFor cellular manufacturing strategies to succeed, the productive system first has to be divided into highly independent cells. This means that a partition of the machines into machine groups, a partition of the parts into part families, and a matching between the machine groups and the part families have to be simultaneously determined. Mathematically, this question can be expressed as the problem of finding a near block diagonal permutation of the machine-part incidence matrix. Research on such grouping problems has primarily concentrated on the design of heuristics. Different grouping efficiency criteria have been proposed to express the quality of the groupings proposed by these heuristics. This paper is concerned with mathematical programming approaches to the formation of production cells. Existing models are reviewed and their features are briefly discussed. An alternative model is proposed, which allows for the formulation of various constraints and grouping efficiency criteria. Finally, some test problems are used to support the claim that this model may be adequate for the solution to optimality of the cell formation problem.Peer reviewed1996info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/203079Models for machine-part grouping in cellular manufacturing. <i>International Journal of Production Research, 34</i>, 1693-1713.Taylor & Francis Ltd. (1996).eninfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/2166172018-07-02T04:46:02Zhdl_2268_62hdl_2268_134driverhdl_2268_71hdl_2268_135fulltextLe mode de gestion du service de l’eau d’irrigation : Un déterminant de l’efficacité technique des exploitations agrumicoles du périmètre de Souss-Massa au MarocMaatala, NassreddineLebailly, PhilippeEfficacité techniquePartenariat Public-Privémode de gestionEau d'irrigationBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionLife sciences :: Agriculture & agronomySciences du vivant :: Agriculture & agronomieLa région du Souss-Massa, connue par la culture agrumicole à haute valeur ajoutée, est confrontée au problème de mobilisation des ressources en eau. Depuis le début de l’année 2000, la nappe du périmètre de la région a atteint la limite de son potentiel renouvelable Cette situation a incité le gouvernement marocain à réaliser un projet de sauvegarde du périmètre El Guerdane situé dans cette région. Ce projet, lancé en 2005, a été réalisé dans le cadre du Partenariat Public-Privé avec un partenaire en charge de la conception et la construction et qui veille à l’exploitation et à la maintenance depuis la mise en eau en 2009. Pour le périmètre d’Issen, situé dans la même région, les agriculteurs souffrent du même problème de mobilisation des ressources en eau et il est toujours géré par l’Office Régional de Mise en Valeur Agricole du Souss-Massa (ORMVASM). L’objectif de cet article est d’étudier l’effet du mode de gestion du service de l’eau d’irrigation (Partenariat public-privé et gestion publique) sur l’efficacité technique des exploitations agrumicoles dans les deux périmètres. L’estimation de la frontière de production et les scores de l’efficacité technique a été réalisée à partir des données collectées sur le terrain d’un échantillon de 121 exploitations agrumicoles situées dans les deux périmètres. La variabilité de ces scores d’efficacité technique est déterminée par plusieurs facteurs notamment la participation au Programme de Partenariat Public-Privé (PPP) et l’adhésion à des coopératives agricoles. L’estimation de la frontière de production et les scores de l’efficacité technique ont été effectués par le logiciel FRONTIER 4.1, l’analyse de l’efficacité a été réalisée à l’aide du logiciel GRETL en utilisant un modèle Tobit.Peer reviewed2017-12-14info:eu-repo/semantics/conferenceObjecthttps://orbi.uliege.be/handle/2268/216617https://www.sfer.asso.fr/source/jrss2017/jrss2017-article-maatala.pdfLe mode de gestion du service de l’eau d’irrigation : Un déterminant de l’efficacité technique des exploitations agrumicoles du périmètre de Souss-Massa au Maroc. In <i>Le proceeding de la SFER relatif au séminaire</i>. (2017).fr11es Journées de Recherches en Sciences Sociales, Lyon, France (du 14 au 15 Décembre 2017)internationalinfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2239682018-05-29T07:45:30Zhdl_2268_62driverhdl_2268_71fulltextHow to include the durability, resale and losses of returnable transport items in their management?Limbourg, SabinePirotte, MyriemReturnable Transport Item (RTI)pickups and deliveriesdurability constraintsclosed-loop supply chaininventory routing problemBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionReducing environmental nuisances, related regulations and the pursuit of economic advantages are the main reasons why companies share their returnable transport items (RTIs) among the different partners of a closed-loop supply chain. However RTIs have a finite lifetime, which means that they can be used only a limited number of times. Moreover, the company has to dispose of these items and one interesting way to proceed is to resell them, hence the resale aspect which is strongly linked to the durability feature. Finally, the loss of RTIs is a frequent problem faced by companies. Both durability and losses generate the need to purchase more RTIs.Peer reviewed2018-04-12info:eu-repo/semantics/conferenceObjecthttps://orbi.uliege.be/handle/2268/223968How to include the durability, resale and losses of returnable transport items in their management? In <i>Proceedings</i>. (2018).enGOL'18 (Logistics Operations Management), le Havre, France (du 10 au 12 avril 2018)internationalinfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/1843672015-07-26T19:18:10Zhdl_2268_62hdl_2268_71Quadratization of pseudo-Boolean functionsCrama, YvesAnthony, MartinBoros, EndreGruber, Aritananinteger programmingBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionBELSPO - SPP Politique scientifique - Service Public Fédéral de Programmation Politique scientifique [sponsor]QuantOM HEC-ULiège [research center]2015-07info:eu-repo/semantics/conferencePaperhttps://orbi.uliege.be/handle/2268/184367enEURO 2015 - 27th European Conference on Operational Research, Glasgow, United Kingdom (12-15 July 2015)international
oai:orbi.ulg.ac.be:2268/2218502018-05-29T07:25:09Zhdl_2268_62hdl_2268_71Un modèle intégré d'aide à la décision pour la logistique urbaineLimbourg, SabineLogistique urbaineBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestion2018-01-30info:eu-repo/semantics/conferencePaper61https://orbi.uliege.be/handle/2268/221850frSupply chain et excellence operationnelle, Casablanca, Maroc (30 janvier 2018)international
oai:orbi.ulg.ac.be:2268/1826072018-06-12T13:21:33Zhdl_2268_62driverhdl_2268_71fulltextModèle de durée discret avec hétérogénéité non observéeLejeune, BernardModèle de durée discrethétérogénéité non observéeBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestion2014-03info:eu-repo/semantics/courseMaterial8https://orbi.uliege.be/handle/2268/182607frinfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/1192772012-05-04T07:33:54Zhdl_2268_62hdl_2268_71Testing for one-sided alternatives in nonparametric censored regressionHeuchenne, CédricPardo Fernandez, Juan CarlosBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionPeer reviewedCentre for Quantitative Methods and Operations Management (QuantOM) [research center]2011-12info:eu-repo/semantics/conferencePaperhttps://orbi.uliege.be/handle/2268/119277en4th International Conference of the ERCIM WG on COMPUTING & STATISTICS (ERCIM'11) 17-19 December 2011, Senate House, University of London, UK (du 17 décembre au 19 décembre 2011)international
oai:orbi.ulg.ac.be:2268/281662010-08-27T15:51:34Zhdl_2268_84hdl_2268_62driverhdl_2268_71hdl_2268_80fulltextSpace and time allocation in a shipyard assembly hallBay, MaudCrama, YvesLanger, YvesRigo, PhilippeSpace and time allocation problemFacility managementLocal search heuristicBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionEngineering, computing & technology :: Civil engineeringIngénierie, informatique & technologie :: Ingénierie civileWe present a space and time allocation problem that arises in assembly halls producing
large building blocks (namely, a shipyard which assembles prefabricated keel elements).
The building blocks are very large, and, once a block is placed in the hall, it cannot
be moved until all assembly operations on this block are complete. Each block must be
processed during a predetermined time window. The objective is to maximize the number
of building blocks produced in the hall.
The problem is modeled as a 3-dimensional bin packing problem (3D-BPP) and is
handled by a Guided Local Search heuristic initially developed for the 3D-BPP. Our com-
putational experiments with this heuristic demonstrate that excellent results can be found
within minutes on a workstation, and that the heuristic outperforms a standard constraint
programming approach. We also describe some additional real-life constraints arising in
the industrial application and show how these constraints can be conveniently integrated
in the model.Peer reviewedQuantOM [research center]2010-09info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/28166http://www.springerlink.com/openurl.asp?genre=article&id=doi:10.1007/s10479-008-0461-8Annals of Operations Research, 179(1), 57-76. Springer Science & Business Media B.V (2010).eninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/1845422016-01-26T22:50:21Zhdl_2268_62hdl_2268_71Characteristics of Economically Designed CUSUM and \bar{X} Control ChartsSaniga, ErwinDavis, DarwinFaraz, AlirezaMcWilliams, ThomasLucas, JamesBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionIn this paper we investigate the characteristics of economic control chart
designs for both Shewhart (¯X ) and CUSUM control charts. Authors in the past have
made some suggestions regarding the design of these charts, where design is defined
as finding the values of sample size, intersample interval and control limit (Shewhart
chart) or control parameters (k and h) for the CUSUM chart. Here, we run a large
number of experiments consisting of many configurations of the parameters and
describe and model the results in terms of the actual economic designs.Peer reviewed2013-08-22info:eu-repo/semantics/conferencePaperhttps://orbi.uliege.be/handle/2268/184542Characteristics of Economically Designed CUSUM and \bar{X} Control Charts. In <i>Frontiers in Statistical Quality Control 11</i>. (2013).enXIth International Workshop on Intelligent Statistical Quality Control, Sydney, Australia (August 20 – 23, 2013)international
oai:orbi.ulg.ac.be:2268/1192832012-05-04T08:12:10Zhdl_2268_62driverhdl_2268_71fulltextSome Applications of Mathematical Statistics in ManagementHeuchenne, CédricBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionCentre for Quantitative Methods and Operations Management (QuantOM) [research center]2012-03info:eu-repo/semantics/lecturehttps://orbi.uliege.be/handle/2268/119283enSome Applications of Mathematical Statistics in Management, Shanghai, Chine (23 mars 2012)info:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/1469712013-10-25T06:52:48Zhdl_2268_62driverhdl_2268_71fulltextAutomatic Aircraft Cargo Load Planning with Pick-up and DeliveryLurkin, VirginieSchyns, MichaelAssignment ProblemPick-up and deliveriesweight and balance problemBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionThis 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.Peer reviewedF.R.S.-FNRS - Fonds de la Recherche Scientifique [sponsor]Quantom [research center]2013-03-15info:eu-repo/semantics/conferencePaper2https://orbi.uliege.be/handle/2268/146971en[1] William S. Swelbar (2010). The Future Economics of the Airline Industry, A Changing
Vernacular. MIT International Center for Air Transportation.
[2] Heidelberg, K.R., Parnell, G.S. and Ames, J.E. (1998). Automated Air Load Planning.
Naval Research Logistics, Vol. 45, pp.751–768.
[3] Mongeau, M. and Bès, C. (2003). Optimization of Aircraft Container Loading, IEEE Transactions
on Aerospace and Electronic Systems, Vol. 39, pp. 140–150.
[4] Limbourg, S., Schyns, M., and Laporte, G. (2011). Automatic Aircraft Cargo Load Planning.
Journal of the Operational Research Society
[5] Souffriau, W., Demeester, P. and Vanden Berghe, G. and De Causmaecker,P. (2008). The
Aircraft Weight and Balance Problem. Proceedings of ORBEL 22, Brussels, pp. 44–45.
[6] Bonnet C. (2009). Optimum CG position, What is the best CG position for an aircraft ?
Proceedings of the 16th Performance and Operations conference, Paris.
[7] International Air Transport Association (IATA) (2004). Getting to grips with fuel economy
(Airbus report).
[8] Fok, K. and Chun A. (2004). Optimizing Air Cargo Load Planning and Analysis. Proceedings
of the International Conference on Computing, Communications and Control Technologies,
Austin, Texas, USA.
[9] Ng, K.Y.K. (1992). A multicriteria optimization approach to aircraft loading. IEEE Transactions
on Aerospace and Electronic Systems, Vol. 39, pp. 140–150.
[10] Abdelghany, A. and Abdelghany, K. (2009). Modeling Applications in the Airline Industry.
Ashgate Publishing, Ltd.14ème conférence ROADEF de la Société Française de Recherche Opérationnelle et Aide à la Décision, Troyes, France (du 13 février 2013 au 15 février 2013)internationalinfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2508222020-09-11T05:37:15Zhdl_2268_62hdl_2268_71fulltextThe guaranteed adaptive c-charts with estimated parameterVakilian, F.Amiri, A.Faraz, AlirezaControl chartsFlowchartingGraphic methodsStatistical process controlAdjusted average time to signalsAverage numbersBootstrap approachC chartTime to signalsParameter estimationBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionThe performance of control charts with estimated parameters in Phase II depends on the accuracy of parameter estimation in Phase I. Estimation accuracy depends on the amount of data. Simulation results show that no realistic number of Phase I samples is available to ensure that the in-control performance of control charts with estimated parameters is close to cases where the parameters are known. In this paper, the bootstrapping method is applied to adjust the control and warning limits of c-charts with adaptive sampling schemes, such as variable sample size, variable sampling intervals, and variable parameters. The adjusted charts guarantee that the in-control average adjusted time to signal is more than a certain amount with a predefined probability. In addition, the performance of the adjusted adaptive c-charts is compared with the commonly used approach to design adaptive c-charts. © 2018 John Wiley & Sons, Ltd.Peer reviewed2018info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/250822The guaranteed adaptive c-charts with estimated parameter. <i>Quality and Reliability Engineering International, 34</i>(8), 1575-1589.John Wiley and Sons Ltd. (2018).eninfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/1974412016-05-27T07:29:57Zhdl_2268_62hdl_2268_71Accounting for price endogeneity in airline itinerary choice modelsLurkin, VirginieAir travelitinerary choice modelsendogeneityBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionThis study formulates an itinerary choice model that is consistent with those used by industry and corrects for price endogeneity using a control function that uses several types of instrumental variables. We estimate our models using database of more than 3 million tickets provided by the Airlines Reporting Corporation. Results based on Continental U.S. markets for May 2013 departures show that models that fail to account for price endogeneity overestimate customers' value of time and result in biased price estimates and incorrect pricing recommendations. Extensions to advanced discrete choice models show the importance of accounting for inter-alternative substitution for products that share similar departure times.F.R.S.-FNRS - Fonds de la Recherche Scientifique [sponsor]QuantOM [research center]2016-05-26info:eu-repo/semantics/lecturehttps://orbi.uliege.be/handle/2268/197441enSeminars EPFL - TRANSP-OR, Lausanne, Suisse (May 26, 2016)
oai:orbi.ulg.ac.be:2268/2266162018-07-17T07:54:24Zhdl_2268_62driverhdl_2268_71fulltextAssessing and predicting review helpfulnessHoffait, Anne-SophieIttoo, Ashwinreview helpfulnesspredictiononline customer reviewmachine learningBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionOnline customer reviews represent one of the most popular and accessible source of product/service information. E-commerce platforms enable users to vote for review for their helpfulness, which act as indicator of the review’s reliability for other readers. While numerous scientific publications have focused on the topic of predicting review helpfulness, several questions are yet to be addressed. Moreover, the current literature is highly heterogeneous, leading to inconsistent and contradictory results. Our aim with this study is to synthesize and critically assess the state of the art in research on what makes a review helpful and on predicting review helpfulness. Our primary findings reveal the use of highly varying datasets; a huge plethora of distinct features, including some which are counter-intuitive, as the count of n-letters words or of line breaks; the lack of benchmarks for comparing and assessing algorithms’ performance in predicting review helpfulness or the application of machine learning techniques overlooking the statistical characteristics of the data resulting in flawed results. We propose several research directions to overcome these gaps and advance the state of the art, such as a standard features set and algorithms to be used as benchmark for assessing future research. We also propose new approaches based on recent innovations in argumentation mining and deep learning as well as more advanced statistic techniques, such as lasso/ridge regression.2018-07info:eu-repo/semantics/conferencePaperhttps://orbi.uliege.be/handle/2268/226616en29ème conférence européenne sur la recherche opérationnelle (EURO2018), Valence, Espagne (du 8 au 11 juillet 2018)internationalinfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2022352016-10-03T11:45:19Zhdl_2268_62driverhdl_2268_71fulltextA Bilevel Design and Pricing Model for an Intermodal Service NetworkTawfik, Christine Maher FouadLimbourg, SabineBilevel programmingIntermodal pricingService network designBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionThis work addresses the problem of jointly designing and pricing intermodal freight services during a medium-term planning horizon. Given the innate hierarchy in the problem, a bilevel program is considered where, at the upper level, an intermodal service provider seeks to maximize his profit through selecting the frequencies of his services and their associated prices, while at the lower level, target shipper firms choose to send their demands among the offered intermodal itineraries and the always available trucking competition.2016-09-09info:eu-repo/semantics/lecturehttps://orbi.uliege.be/handle/2268/202235en7th International Conference on Computational Logistics (ICCL’16), Lisbon, Portugal (07-09-2016 to 09-09-2016)internationalinfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2252122018-06-14T11:41:24Zhdl_2268_62driverhdl_2268_71fulltextThe Public-Private Partnership in Irrigation: What is the Impact on the Technical Efficiency of Citrus Farms in the Souss-Massa Region?Maatala, NassreddineLebailly, PhilippePublic-Private PartnershipIrrigationTechnical efficiencyBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionThe Public-Private Partnership (PPP) is a cooperative arrangement that allows the Government to entrust to a private company some public facilities or incorporeal investments from conception to management for a specific period. In the irrigation sector, this type of partnership appeared in 2005 and concerned the El Guerdane project in the Souss-Massa area. Since then, the Government has continued to implement other projects all over the country. However, the existing literature consulted allowed us to identify a significant deficit in the evaluation and the impact of such projects on farm performance as well as the use of water resources. The aim of this research is to evaluate the impact of two irrigation modes related to water service management on the technical performance of citrus farms, which are in our case the PPP mode adopted in the El Guerdane project and the conventional mode whose management is entrusted to a public institution. The selected sample includes 120 farms located in the two perimeters of El Guerdane and Issen. Apart from the fact that Issen perimeter is managed by the Regional Office for Agricultural Development of Souss-Mass, the two perimeters have similar pedo-climatic conditions of production mainly because of their proximity. In addition, the citrus growers in both areas adopt the same production technology. The farms in our sample were selected using the propensity score matching method, and the estimation of efficiency scores was performed using the parametric stochastic frontier approach to the production by the Frontier 4.1 software. The results revealed that technical efficiency scores range from 16% to 92% for all farms selected in our sample. The average technical efficiency is 68%. Basically, this result demonstrates that there is still room for increased production without additional input from factors of production including irrigation water. Furthermore, the determinants analysis shows that El Guerdane’s farms are relatively more technically efficient than Issen’s farms. Also, It has been found that membership of professional organizations contributes to the improvement of technical efficiency. In view of these results, it is recommended that the agricultural council structures intensify their support by targeting the least efficient farms. Keywords : Public-Private Partnership, Irrigation, Technical efficiency, El Guerdane project.Peer reviewed2018-05-10info:eu-repo/semantics/conferenceObjecthttps://orbi.uliege.be/handle/2268/225212The Public-Private Partnership in Irrigation: What is the Impact on the Technical Efficiency of Citrus Farms in the Souss-Massa Region? In <i>Proceeding of The Fourth International American Moroccan Agricultural Sciences Conference AMAS Conference IV</i>. (2018).enThe Fourth International American Moroccan Agricultural Sciences Conference AMAS Conference IV, Meknès, Morocco (May 9-11, 2018)internationalinfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2040612017-12-21T11:52:20Zhdl_2268_85hdl_2268_64hdl_2268_62hdl_2268_71hdl_2268_80fulltextA column generation approach to job grouping for flexible manufacturing systemsCrama, YvesOerlemans, Alwin G.Flexible manufacturing systemsManufacturing industriesHeuristicsInteger programmingBusiness & economic sciences :: Production, distribution & supply chain managementSciences économiques & de gestion :: Production, distribution & gestion de la chaîne logistiqueBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionEngineering, computing & technology :: Computer scienceIngénierie, informatique & technologie :: Sciences informatiquesA flexible manufacturing system consists of a number of NC-machines, linked by automated material handling devices, that perform the various operations required to manufacture parts. Each operation requires different tools. These tools are stored in a limited capacity tool magazine attached to each machine. When it becomes necessary to add or remove tools from the tool magazine, the machine may have to be shut down for a setup. In this paper, we study a model which aims at minimizing the number of setups. We assume that N jobs must be processed on a machine. Each job requires a certain set of tools, which have to be present in the tool magazine of the machine when the job is executed. The magazine has a total capacity of C tools. We say that a group (subset, batch) of jobs is feasible if, together, these jobs do not require more than C tools. The job grouping problem is to partition the jobs into a minimum number of feasible groups. The problem can be formulated as a set covering problem. We solve the linear relaxation of this formulation in order to obtain tight lower bounds. Since the number of variables is potentially huge, we use a column generation approach. The column generation subproblem turns out to be NP-hard; we solve it by enumeration. We also describe some fast and simple heuristics for the job grouping problem. The result of our computational experiments is that the lower bound is extremely strong. The quality of the heuristic solutions is in general very good too. We also investigate a more general multiple-machine model in which each tool may occupy several slots in the tool magazines.Peer reviewed1994info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/204061A column generation approach to job grouping for flexible manufacturing systems. <i>European Journal of Operational Research, 78</i>, 58-80.Amsterdam, The NetherlandsElsevier Science. (1994).eninfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/1436152013-02-22T14:50:25Zhdl_2268_62hdl_2268_71Automatic Aircraft Cargo Load Planning with Pick-up and DeliveryLurkin, VirginieSchyns, MichaelAssignment ProblemPick-up and deliveriesweight and balance problemBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionThis 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.F.R.S.-FNRS - Fonds de la Recherche Scientifique [sponsor]Quantom [research center]2013-02-07info:eu-repo/semantics/conferencePaper2https://orbi.uliege.be/handle/2268/143615en[1] William S. Swelbar (2010). The Future Economics of the Airline Industry, A Changing
Vernacular. MIT International Center for Air Transportation.
[2] Heidelberg, K.R., Parnell, G.S. and Ames, J.E. (1998). Automated Air Load Planning.
Naval Research Logistics, Vol. 45, pp.751–768.
[3] Mongeau, M. and Bès, C. (2003). Optimization of Aircraft Container Loading, IEEE Transactions
on Aerospace and Electronic Systems, Vol. 39, pp. 140–150.
[4] Limbourg, S., Schyns, M., and Laporte, G. (2011). Automatic Aircraft Cargo Load Planning.
Journal of the Operational Research Society
[5] Souffriau, W., Demeester, P. and Vanden Berghe, G. and De Causmaecker,P. (2008). The
Aircraft Weight and Balance Problem. Proceedings of ORBEL 22, Brussels, pp. 44–45.
[6] Bonnet C. (2009). Optimum CG position, What is the best CG position for an aircraft ?
Proceedings of the 16th Performance and Operations conference, Paris.
[7] International Air Transport Association (IATA) (2004). Getting to grips with fuel economy
(Airbus report).
[8] Fok, K. and Chun A. (2004). Optimizing Air Cargo Load Planning and Analysis. Proceedings
of the International Conference on Computing, Communications and Control Technologies,
Austin, Texas, USA.
[9] Ng, K.Y.K. (1992). A multicriteria optimization approach to aircraft loading. IEEE Transactions
on Aerospace and Electronic Systems, Vol. 39, pp. 140–150.
[10] Abdelghany, A. and Abdelghany, K. (2009). Modeling Applications in the Airline Industry.
Ashgate Publishing, Ltd.27th Annual Conference of the Belgian Operational Research Society, Kortrijk, Belgium (February 7-8, 2013)national
oai:orbi.ulg.ac.be:2268/1817932015-09-10T14:53:34Zhdl_2268_62driverhdl_2268_71fulltextExact and Heuristic Solution Methods for a VRP with Time Windows and Variable Service Start TimeMichelini, StefanoArda, YaseminCrama, YvesKüçükaydin, HandeVRPBranch-and-PricemetaheuristicBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionWe 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.Peer reviewed2015-02-05info:eu-repo/semantics/conferencePaperhttps://orbi.uliege.be/handle/2268/181793enORBEL29 - 29th meeting of the Belgian Operational Research Society (February 5 - 6, 2015)internationalinfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2173352017-12-21T11:32:42Zhdl_2268_62hdl_2268_150hdl_2268_71hdl_2268_153fulltextConcave extensions for nonlinear 0-1 maximization problemsCrama, YvesNonlinear 0-1 optimizationconcave extensionconcave envelopelinearizationbalanced matricesPhysical, chemical, mathematical & earth Sciences :: MathematicsPhysique, chimie, mathématiques & sciences de la terre :: MathématiquesBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionA well-known linearization technique for nonlinear 0-1 maximization problems can be viewed as
extending any polynomial in 0-1 variables to a concave function defined on [0, 1]. Some properties of this "standard" concave extension are investigated. Polynomials for which the standard extension coincides with the concave envelope are characterized in terms of integrality of a certain polyhedron or balancedness of a certain matrix. The standard extension is proved to be identical to another type of concave extension, defined as the lower envelope of a class of affine functions majorizing the given polynomial.Peer reviewed1993info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/217335Concave extensions for nonlinear 0-1 maximization problems. <i>Mathematical Programming, 61</i>, 53-60.Springer. (1993).eninfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/1403592013-01-23T18:16:12Zhdl_2268_73hdl_2268_62hdl_2268_71fulltextThe evaluation of Fair Trade as a Development Project– Methodological ConsiderationsPaul, ElisabethEvaluationFair tradeBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionBusiness & economic sciences :: International economicsSciences économiques & de gestion :: Economie internationaleThis 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 needs and means, while still retaining an overarching logic. The article illustrates its use by reference to evaluations undertaken in Costa Rica, Ghana, Nicaragua, and Tanzania. The approach allows for a comprehensive understanding of Fair Trade programmes and enables these to be compared with conventional development projects.Peer reviewedSSTC - Services Fédéraux des Affaires Scientifiques, Techniques et Culturelles [sponsor]Pôle-Sud [research center]2005info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/140359Development in Practice, 15(2), 134-150. Routledge (2005).eninfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/2034142016-11-14T19:42:43Zhdl_2268_62hdl_2268_71fulltextValid inequalities and facets for a hypergraph model of the nonlinear knapsack and FMS part-selection problemsCrama, YvesMazzola, Joseph B.facetsnonlinear knapsack problemflexible manufacturing systemBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionThis paper defines the dense subhypergraph problem (DSP), which provides a modelling framework for the nonlinear knapsack problem and other well-known problems arising in areas such as capital budgeting, flexible manufacturing system production planning, repair-kit selection, and compiler construction. We define several families of valid inequalities and state conditions under which these inequalities are facet-defining for DSP. We also explore the polyhedral structure of the cardinality-constrained DSP. Finally, we examine a special case of this problem that arises, for example, within the context of Lagrangian decomposition. For this case, we present a complete description of the convex hull of the feasible region.Peer reviewed1995info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/203414Valid inequalities and facets for a hypergraph model of the nonlinear knapsack and FMS part-selection problems. <i>Annals of Operations Research, 58</i>, 99-128.Springer Science & Business Media B.V. (1995).eninfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/2009832019-11-27T09:09:55Zhdl_2268_62driverhdl_2268_71fulltextOptimal returnable transport items managementLimbourg, SabineMartin, AdelinePaquay, CéliaReturnable transport itemClosed-loop supply chainSurveyEmpirical researchBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionReducing environmental impact, related regulations and potential for operational benefits are the main reasons why companies share their returnable transport items (RTIs) among the different partners of a closed-loop supply chain. Face-to-face interviews with senior executives from seven companies involved in RTIs were conducted to gain a thorough understanding of how they manage the flow of RTIs as well as how they determine the number of RTIs needed in a fleet. Results indicate that RTIs managements are quite diverse, that some common beliefs about RTIs do not apply to all RTI types, and that research efforts are needed in the areas of RTI acquisition; warehouse layout, inventory routing problem; production planning and control; tracking and scheduling.Peer reviewedBELSPO - SPP Politique scientifique - Service Public Fédéral de Programmation Politique scientifique [sponsor]QuantOM [research center]2016-07-11info:eu-repo/semantics/conferencePaperhttps://orbi.uliege.be/handle/2268/200983en14th World Conference on Transport Research, Shanghai, Chine (du 10 juillet 2016 au 15 juillet 2016)internationalinfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2023572016-10-05T12:19:43Zhdl_2268_62driverhdl_2268_71fulltextColumn Generation Based Algorithms for a VRP with Time Windows and Variable Departure TimesMichelini, StefanoArda, YaseminKüçükaydin, HandeVRPColumn GenerationBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionWe investigate a solution methodology for a variant of the VRP with time windows. In the examined variant, the departure time of each vehicle from the depot can be determined by the decision-maker, who aims at minimizing the overall duration of the routes, including waiting times, while respecting the maximum allowed working duration of each vehicle. In order to solve this problem with a branch-and-price methodology, we address the associated pricing problem as an elementary shortest path problem with resource constraints (ESPPRC). We propose an adapted bidirectional dynamic programming algorithm for the studied ESPPRC. The decremental state space relaxation (DSSR) technique is also implemented as an acceleration technique both to obtain ng-routes and elementary routes. Several implementation and integration strategies are considered for the DSSR and ng-route relaxation techniques. The ng-route pricing and the elementary route pricing algorithms are compared inside a column generation procedure. For both column generation procedures, the algorithmic choices are made and the values of the numerical parameters are determined using an automatic algorithm configuration tool, the irace package. Finally, we discuss how these column generation procedures can be included as a component in the development of a matheuristic.Peer reviewed2016-07-05info:eu-repo/semantics/conferencePaperhttps://orbi.uliege.be/handle/2268/202357enEURO 2016 - 28th European Conference on Operational Research, Poznan, Poland (from 3-7-2016 to 6-7-2016)internationalinfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/1843762015-07-27T13:29:25Zhdl_2268_62driverhdl_2268_71fulltextBRAIN TRAINS: Intermodal rail freight transport and hinterland connections A SWOT analysis to assess the Belgian rail practiceTroch, FrankVanelslander, ThierryBelboom, SandraLéonard, AngéliqueLimbourg, SabineMerchan Arribas, AngelMostert, MartinePauwels, TomVidar, StevensSys, ChristaTawfik, Christine Maher FouadVerhoest, Koenintermodalityrail freightvalue addedsustainabilityregulationgovernanceBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionThis paper focuses on transversal research of the role and influences of rail freight transport, as a part of intermodal transport in Belgium. A SWOT analysis of the current situation is conducted, starting from the actual weak usage of this mode of transport. Five different fields have been identified, impacting the economy and society. Each field indicates critical internal strengths and weaknesses for intermodal rail transportation in Belgium, and identifies possible future developments and setbacks. A Delphi-like approach is used, including a heterogeneous panel of experts, discussing and validating the SWOT results. To prioritize the characteristics, a survey on the different SWOT elements is performed, asking the experts to rate each statement on its influence and likelihood of happening, indicating the level of uncertainty.BELSPO - SPP Politique scientifique - Service Public Fédéral de Programmation Politique scientifique [sponsor]2015-05info:eu-repo/semantics/lecture13https://orbi.uliege.be/handle/2268/184376enBIVEC/GIBET Transport Research Day 2015, EINDHOVEN, Netherlands (28-29 May 2015)internationalinfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2026342017-12-21T11:55:01Zhdl_2268_62hdl_2268_150driverhdl_2268_71hdl_2268_153fulltextVariable and term removal from Boolean formulaeCrama, YvesEkin, OyaHammer, Peter L.Business & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionPhysical, chemical, mathematical & earth Sciences :: MathematicsPhysique, chimie, mathématiques & sciences de la terre :: MathématiquesGiven a Boolean formula in disjunctive normal form, the variable deletion control set problem consists in finding a minimum cardinality set of variables whose deletion from the formula results in a DNF satisfying some prescribed property. Similar problems can be defined with respect to the fixation of variables or the deletion of terms in a DNF. In this paper, we investigate the complexity of such problems for a broad class of DNF properties.Peer reviewed1997info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/202634Variable and term removal from Boolean formulae. <i>Discrete Applied Mathematics, 75</i>, 217-230.Amsterdam, The NetherlandsElsevier Science. (1997).eninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2249112018-06-12T13:06:57Zhdl_2268_62hdl_2268_71Variable selection in proportional hazards cure model with time-varying covariates, application to US bank failuresBeretta, Alessandrobank failuressurvival analysismixture cure modeltime-varying covariatespenalized likelihoodSCADBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionFrom a survival analysis perspective, bank failure data are often characterised by small default rates and heavy censoring. 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 penalized-likelihood variable selection technique. By means of a simulation study, we show how this technique performs reasonably well. Finally, we illustrate an application to commercial bank failures in the United States over the period 2006-2016.2018-05-22info:eu-repo/semantics/lecturehttps://orbi.uliege.be/handle/2268/224911enSeminar at University of Salerno, Salerno, Italy (22-05-2018)national
oai:orbi.ulg.ac.be:2268/2034152016-11-14T19:50:23Zhdl_2268_62hdl_2268_71fulltextComplexity of product positioning and ball intersection problemsCrama, YvesHansen, PierreJaumard, Brigitteproduct positioninglocation theoryball intersectionintersection graphBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionThe product positioning problem consists in choosing the attributes of a new product in such a way as to maximize its market share, i.e., to attract a maximum number of customers. Mathematically, the problem can be formulated as follows: given a set of balls (with respect to some norm) and a weight associated to each ball, find a point which maximizes the sum of the weights of the balls containing it. The complexity of this problem is investigated in the case of the L∞ and of the Euclidean norms. In both cases, the problem is proved to be NP-hard, but to be polynomially solvable when the dimension of the space is fixed.Peer reviewed1995info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/203415http://www.jstor.org/stable/3690364Complexity of product positioning and ball intersection problems. <i>Mathematics of Operations Research, 20</i>, 885-894.Institute for Operations Research (INFORMS). (1995).eninfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/707132011-11-06T20:53:54Zhdl_2268_62driverhdl_2268_71fulltextA Meta Model to Optimal Design the VSI T2 ChartFaraz, AlirezaHeuchenne, CédricSaniga, E.Business & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionQuantom [research center]2010info:eu-repo/semantics/reporthttps://orbi.uliege.be/handle/2268/70713eninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2173382017-12-21T12:45:44Zhdl_2268_62hdl_2268_150hdl_2268_71hdl_2268_153fulltextChvátal cuts and odd cycle inequalities in quadratic 0-1 optimizationBoros, EndreCrama, YvesHammer, Peter L.unconstrained quadratic 0-1 programmingpseudo-Boolean functionsweighted 2-SATmaximul cut problemChvátal cutChvátal closurePhysical, chemical, mathematical & earth Sciences :: MathematicsPhysique, chimie, mathématiques & sciences de la terre :: MathématiquesBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionIn this paper a new lower bound for unconstrained quadratic 0-1 minimization is investigated. It is shown that this bound can be computed by solving a linear programming problem of polynomial size in the number of variables; and it is shown that the polyhedron S[3], defined by the constraints of this LP formulation is precisely the first Chvátal closure of the polyhedron associated with standard linearization procedures. By rewriting the quadratic minimization problem as a balancing problem in a weighted signed graph, it can be seen that the polyhedron defined by the odd cycle inequalities is equivalent, in a certain sense, with S[3]. As a corollary, a compact linear programming formulation is presented for the maximum cut problem for the case of weakly bipartite graphs.Peer reviewed1992info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/217338Chvátal cuts and odd cycle inequalities in quadratic 0-1 optimization. <i>SIAM Journal on Discrete Mathematics, 5</i>, 163-177.Society for Industrial & Applied Mathematics. (1992).eninfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/1923792016-01-26T23:37:30Zhdl_2268_62hdl_2268_71Monitoring distribution networks in supply chainsFaraz, Alirezacontrol chartsprofile monitoringDistribution NetworksBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionThis paper presents a new control chart for monitoring the post optimality of a designed distribution network in a supply chain. The proposed control chart alarms as soon as neither the location nor the capacity nor the number of the current distribution centers are not optimal any longer. The control chart ensures the distribution network satisfies the customers' demands at minimum total costs over time. In fact, it monitors the optimality of the solution today for the problem tomorrow.Peer reviewedF.R.S.-FNRS - Fonds de la Recherche Scientifique [sponsor]2013-05-17info:eu-repo/semantics/conferencePaperhttps://orbi.uliege.be/handle/2268/192379enInternational Conference on Supply Chain Management, Bangalore, India (16-05-2013 to 17-05-2013)international
oai:orbi.ulg.ac.be:2268/1673632014-05-12T14:37:07Zhdl_2268_62hdl_2268_71Compact quadratizations of nonlinear binary optimization problemsCrama, YvesRodriguez Heck, Elisabethinteger programmingquadratic optimizationBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionBELSPO - SPP Politique scientifique - Service Public Fédéral de Programmation Politique scientifique [sponsor]QuantOM - HEC-ULiège [research center]2014-03-25info:eu-repo/semantics/conferencePaperhttps://orbi.uliege.be/handle/2268/167363enBelgian Mathematical Programming Workshop, Belgique (24-25 mars 2014)national
oai:orbi.ulg.ac.be:2268/1673642014-05-12T14:41:03Zhdl_2268_62hdl_2268_150hdl_2268_71hdl_2268_153About almost periodic sequences of integers and related conceptsCrama, YvescombinatoricsschedulingalgorithmsBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionPhysical, chemical, mathematical & earth Sciences :: MathematicsPhysique, chimie, mathématiques & sciences de la terre :: Mathématiques2014-05-07info:eu-repo/semantics/lecturehttps://orbi.uliege.be/handle/2268/167364enDiscrete Mathematics Seminar, Liège (7 mai 2014)national
oai:orbi.ulg.ac.be:2268/2034172016-11-14T20:05:41Zhdl_2268_62driverhdl_2268_71fulltextApproximation algorithms for integer covering problems via greedy column generationCrama, YvesVan de Klundert, Jorisinteger programmingcovering problemgreedy heuristicapproximation algorithmscolumn generationBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionMany combinatorial optimization problems can be formulated as covering problems. In some cases, this covering formulation is not polynomial in the input size of the original problem. In order to solve the problem approximately one can apply the greedy algorithm to the covering formulation. In this case, the column generation subproblem is to determine which column the greedy algorithm chooses. This problem might be NP-hard in itself. We propose a modification of the greedy algorithm in which the column generation subproblem is solved approximately, within a factor α. We derive upper bounds for the worst case ratio of this algorithm and related polynomial approximation algorithms.Peer reviewed1994info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/203417http://www.numdam.org/item?id=RO_1994__28_3_283_0Approximation algorithms for integer covering problems via greedy column generation. <i>RAIRO : Operations Research = Recherche Opérationnelle, 28</i>, 283-302.ParisEDP Sciences. (1994).eninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2026362020-03-23T16:01:34Zhdl_2268_62hdl_2268_150driverhdl_2268_71hdl_2268_153fulltextHitting or avoiding balls in Euclidean spaceCrama, YvesIbaraki, ToshihidePhysical, chemical, mathematical & earth Sciences :: MathematicsPhysique, chimie, mathématiques & sciences de la terre :: MathématiquesBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionWe investigate the algorithmic complexity of several geometric problems of the following type: given a "feasible" box and a collection of balls in Euclidean space, find a feasible point which is covered by as few or, respectively, by as many balls as possible. We establish that all these problems are NP-hard in their most general version. We derive tight lower and upper bounds on the complexity of their one-dimensional versions. Finally, we show that all these problems can be solved in polynomial time when the dimension of the space is fixed.Peer reviewed1997info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/202636Hitting or avoiding balls in Euclidean space. <i>Annals of Operations Research, 69</i>, 47-64.Springer Science & Business Media B.V. (1997).eninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2024232016-10-07T15:20:18Zhdl_2268_62driverhdl_2268_71fulltextCorporate control concentration measurement and firm performanceCrama, YvesLeruth, LucRenneboog, LucUrbain, Jean-Pierrecorporate governancevoting rightsshareholder coalitionscorporate performanceBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionTraditionally share price returns and their variance have been explained by factors linked to the operations of the company such as systematic risk, corporate size and P/E ratios or by factors related to the influence of the macro-economic environment. In these models, the institutional environment in terms of concentration and nature of voting rights, bank debt dependence and corporate and legal mechanisms to change control have rarely been included. In this paper we have a dual objective. We first highlight the large discrepancies among
corporate governance environments. We conclude that there is a need for a theoretically well-grounded measure of corporate control applicable to all systems and we define such a measure. Secondly, the impact of ownership structure on the share price performance and corporate risk is empirically analysed for companies listed on the London Stock Exchange. Within Europe, the UK corporate landscape is particularly interesting because of its widely-held nature and the liquidity of the market for controlling rights. Our results point to the fact that voting power, as measured by Z-indices, is tightly correlated to both share price performance and risk. The negative relation between the largest Z-index and corporate share price performance is explained by the fact that the voting power held by executive directors measures the degree of insider entrenchment which has a negative impact on performance. This negative relation is compensated when outside shareholders (e.g. industrial companies, individuals or families) own substantial voting power and may actively monitor the firm. This is because with a counterbalancing pole of control, the largest shareholder is forced to compromise and maximize firm’s profits rather than his or her own utility function. The risk regressions show that entrenched insider as well as large shareholders my seek higher levels
of systematic risk. It may be that these shareholders prefer risky high growth strategies which are providing higher levels of private benefits for these types of shareholders at the expense of small shareholders. We also conclude that the classic Herfindahl indices
inaccurately measure control, which is reflected in the weaker relationship with performance.Peer reviewed2003info:eu-repo/semantics/bookParthttps://orbi.uliege.be/handle/2268/202423Corporate control concentration measurement and firm performance. In J. A., Batten (Ed.) & T. A., Fetherston (Ed.)<i>Social Responsibility: Corporate Governance Issues</i> (pp. 123-149). Elsevier. (2003).eninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/977822012-05-05T12:00:57Zhdl_2268_62driverhdl_2268_71fulltextColoring Graphs Using Two Colors while Avoiding Monochromatic CyclesTalla Nobibon, FabriceHurkens, Cor A. J.Leus, RoelSpieksma, Fritsdirected graphundirected graphbipartite graphacyclic graphphase transitionNP-completeBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionWe consider the problem of deciding whether a given directed graph can be vertex partitioned into two acyclic subgraphs. Applications of this problem include testing rationality of collective consumption behavior, a subject in microeconomics. We prove that the problem is NP-complete even for oriented graphs and argue that the existence of a constant-factor approximation algorithm is unlikely for an optimization version that maximizes the number of vertices that can be colored using two colors while avoiding monochromatic cycles. We present three exact algorithms—namely, an integer-programming algorithm based on cycle identification,
a backtracking algorithm, and a branch-and-check algorithm. We compare these three algorithms both on real-life instances and on randomly generated graphs. We find that for the latter set of graphs, every algorithm solves instances of considerable size within a few seconds; however, the CPU time of the integer-programming algorithm increases with the number of vertices in the graph more clearly than the CPU time of the two other
procedures. For real-life instances, the integer-programming algorithm solves the largest instance in about a half hour, whereas the branch-and-check algorithm takes approximately 10 minutes and the backtracking algorithm less than 5 minutes. Finally, for every algorithm, we also study empirically the transition from a high to a low probability of a YES answer as a function of the number of arcs divided by the number of vertices.Peer reviewed2011info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/97782INFORMS Journal on Computing. INFORMS: Institute for Operations Research (2011).eninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/1973782016-05-27T10:10:35Zhdl_2268_62hdl_2268_150hdl_2268_71hdl_2268_153Mathématique pour économistes et gestionnairesEsch, LouisPhysical, chemical, mathematical & earth Sciences :: MathematicsPhysique, chimie, mathématiques & sciences de la terre :: MathématiquesBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestion3ème éd.De Boeck Université2006info:eu-repo/semantics/book628 + compléments sur Internethttps://orbi.uliege.be/handle/2268/197378urn:isbn:978-2-8041-5196-6frOuvertures économiques
oai:orbi.ulg.ac.be:2268/2026582016-10-18T08:37:34Zhdl_2268_64hdl_2268_62driverhdl_2268_71fulltextCombinatorial optimization models for production scheduling in automated manufacturing systemsCrama, YvesScheduling theoryFlexible manufacturing systemsTool managementRobotic cellsBusiness & economic sciences :: Production, distribution & supply chain managementSciences économiques & de gestion :: Production, distribution & gestion de la chaîne logistiqueBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionProduction planning and scheduling models arising in automated manufacturing environments exhibit several features not encountered in models developed for traditional production systems. For instance, models of automated facilities typically include tooling constraints which reflect the possibility for a machine to use different tools in order to perform successive operations, within limits imposed by the size of the tool magazine. Also, these models often account for the existence of flexible material handling systems whose activities must be synchronized with the machining operations in order to optimize system utilization. In this paper, we describe a few interesting combinatorial optimization problems proposed in this framework, we point to their relationships with models investigated in seemingly remote areas, and we identify a number of
challenging open problems.Peer reviewed1997info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/202658Combinatorial optimization models for production scheduling in automated manufacturing systems. <i>European Journal of Operational Research, 99</i>, 136-153.Amsterdam, The NetherlandsElsevier Science. (1997).eninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/1646492014-03-27T11:11:30Zhdl_2268_62driverhdl_2268_71fulltextÇa plane pour moi: un transport plus économique, plus écologique.Lurkin, VirginieChargement des avionsConsommation de carburantBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestion2014-03-26info:eu-repo/semantics/lectureVirginiehttps://orbi.uliege.be/handle/2268/164649frFinale publique ULG du concours: "Ma thèse en 180 secondes", Liège, Belgiquenationalinfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/955372011-07-12T20:10:01Zhdl_2268_62hdl_2268_71Control and Voting Power in Complex Shareholding NetworksCrama, YvesLeruth, LucSu WangBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionQuantOM [research center]2011-06info:eu-repo/semantics/conferencePaperhttps://orbi.uliege.be/handle/2268/95537enTenth Cologne-Twente workshop on graphs and combinatorial optimization, Frascati, Italy (June 14-16, 2011)international
oai:orbi.ulg.ac.be:2268/1826082018-06-12T13:23:39Zhdl_2268_62driverhdl_2268_71fulltextModèle discret de type 'Timing of Events'Lejeune, BernardModèle de durée discretTiming of EventsBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestion2013-10info:eu-repo/semantics/preprint22https://orbi.uliege.be/handle/2268/182608frinfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2024442016-10-10T15:31:16Zhdl_2268_64hdl_2268_62driverhdl_2268_71fulltextCyclic scheduling in robotic flowshopsCrama, YvesKats, VladimirVan de Klundert, JorisLevner, EugeneBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionBusiness & economic sciences :: Production, distribution & supply chain managementSciences économiques & de gestion :: Production, distribution & gestion de la chaîne logistiqueFully automated production cells consisting of flexible machines and a material handling robot have become commonplace in contemporary manufacturing systems. Much research on scheduling problems arising in such cells, in particular, in flowshop-like production cells has been reported recently. Although there are many differences between the models, they all explicitly incorporate the interaction between the materials handling and the classical job processing decisions, since this interaction determines the efficiency of the cell. This paper surveys cyclic scheduling problems in robotic flowshops, models for such problems, and the complexity of solving these problems, thereby bringing together several streams of research that have by and large ignored one another, and describing and establishing links with other scheduling problems and combinatorial topics.Peer reviewed2000info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/202444Cyclic scheduling in robotic flowshops. <i>Annals of Operations Research, 96</i>, 97-124.Springer Science & Business Media B.V. (2000).eninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/1659872014-04-24T08:50:57Zhdl_2268_62driverhdl_2268_71fulltextDesign and dimensioning of hydrogen transmission pipeline networksde Wolf, DanielBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionPeer reviewed2013-08info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/165987European Journal of Operational Research, 229(1), 239-251. (2013).eninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2024702016-10-11T06:38:17Zhdl_2268_64hdl_2268_62driverhdl_2268_71fulltextWorst-case performance of approximation algorithms for tool management problemsCrama, YvesVan de Klundert, JorisBusiness & economic sciences :: Production, distribution & supply chain managementSciences économiques & de gestion :: Production, distribution & gestion de la chaîne logistiqueBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionSince the introduction of flexible manufacturing systems, researchers have investigated various planning and scheduling problems faced by the users of such systems. Several of these problems are not encountered in more classical production settings, and so-called tool management problems appear to be among the more fundamental ones of these problems. Most tool management problems are hard to solve, so that numerous approximate solution techniques have been proposed to tackle them. In this paper, we investigate the quality of such algorithms by means of worst-case analysis. We consider several polynomial-time approximation algorithms described in the literature, and we show that all these algorithms exhibit rather poor worst-case behavior. We also study the complexity of solving tool management problems approximately. In this respect, we investigate the interrelationships among tool management problems, as well as their relationships with other well-known combinatorial problems such as the maximum clique problem or the set covering problem, and we prove several negative results on the approximability of various tool management problemsPeer reviewed1999info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/202470http://onlinelibrary.wiley.com/doi/10.1002/(SICI)1520-6750(199908)46:5%3C445::AID-NAV1%3E3.0.CO;2-R/abstractWorst-case performance of approximation algorithms for tool management problems. <i>Naval Research Logistics, 46</i>, 445-462.Wiley. (1999).eninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/731132019-06-16T07:31:42Zhdl_2268_62hdl_2268_71How to Portray Customers Using Collaborative Database Profiling: Applications to Age and Political Partisanship EstimationsDe Bruyn, ArnaudTramonte, Nathaliedatabase profilingcustomersBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionPeer reviewed2008-06info:eu-repo/semantics/conferencePaper30https://orbi.uliege.be/handle/2268/73113enINFORMS Marketing Science Conference, Vancouver, Canada (Thursday, June 12, 2008 - Saturday, June 14, 2008)international
oai:orbi.ulg.ac.be:2268/2394802019-09-17T10:47:07Zhdl_2268_62hdl_2268_71fulltextMachine learning for management decision support systemsApprentissage automatique pour la gestion des systèmes d'aide à la décisionHoffait, Anne-Sophiemachine learningeducationreview helpfulnessBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionIn the last decades, data generation and collection has never stopped improving, leading to an explosion in the volume of data. Information can be extracted from such data and would be valuable for companies and institutions, especially for decision support systems. In this context, machine learning (ML) emerged.
The main goal of this thesis is to assess whether ML techniques can efficiently perform classification and which one achieves best performance. To this end, performances of ML techniques will be analyzed when facing two datasets with different characteristics, including dataset size, number of features and data type (structured vs unstructured).
The first dataset is concerned by education. The intent is to develop a new means of identifying freshmen’s profiles likely to face major difficulties to complete their first academic year. We focus on early detection using student data available at registration with a view to timely and efficient remediation and/or study reorientation. We adapt different ML methods and design algorithms to increase the accuracy of the prediction when some classes are of major interest.
The second dataset is about online reviews. In current literature, we noted significant confusion on which features and approaches achieved best performance in predicting review helpfulness. Therefore, we propose to refine the set of features that were found to be most promising in past research using feature selection mechanisms. Especially, we rely on lasso and elastic-net. Several ML methods are also compared to determine state-of-the-art methods in classifying reviews. Finally, we examine whether the classifier performance is improved by considering only a small set of high quality features, selected by shrinkage methods.Université de Liège, Liège, BelgiqueSchyns, Michael [superviser]Ittoo, Ashwin [superviser]Haesbroeck, Gentiane [president of the jury]Dehon, Catherine [member of the jury]Nguyen, Le Minh [member of the jury]2019-09-12info:eu-repo/semantics/doctoralThesis233https://orbi.uliege.be/handle/2268/239480eninfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/1796262017-09-01T12:29:32Zhdl_2268_65hdl_2268_62hdl_2268_71fulltextA cyclical square-root model for the term structure of interest ratesPlatania, FedericoMoreno, ManuelSquare-root processInterest ratesContinuous-time modelHarmonic wavesMartingaleBusiness & economic sciences :: FinanceSciences économiques & de gestion :: FinanceBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionThis paper presents a cyclical square-root model for the term structure of interest rates assuming that
the spot rate converges to a certain time-dependent long-term level. This model incorporates the fact that the interest rate volatility depends on the interest rate level and specifies the mean reversion level and the interest rate volatility using harmonic oscillators. In this way, we incorporate a good deal of flexibility and provide a high analytical tractability. Under these assumptions, we compute closed-form expressions for the values of different fixed income and interest rate derivatives. Finally, we analyse the empirical performance of the cyclical model versus that proposed in Cox et al. (1985) and show that it outperforms this benchmark, providing a better fitting to market data.Peer reviewed2015info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/179626A cyclical square-root model for the term structure of interest rates. <i>European Journal of Operational Research</i>.Amsterdam, The NetherlandsElsevier Science. (2015).eninfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/1853642015-08-30T18:12:01Zhdl_2268_62hdl_2268_71Estimation of Airline Itinerary Choice Models Using Disaggregate Ticket DataLurkin, VirginieGarrow, Laurie A.Higgins, Matthew J.Schyns, MichaelAirlinesDiscrete choice modelsendogeneityBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionAirline itinerary choice models support many multi-million dollar decisions, i.e., they are used to evaluate potential route schedules. Classic models suffer from major limitations, most notably they use average fare information but to not correct for price endogeneity. We use a novel database of airline tickets to estimate itinerary choice models using detailed fare data and compare these to classic itinerary choice models that use aggregate fare information but correct for price endogeneity.Peer reviewedF.R.S.-FNRS - Fonds de la Recherche Scientifique [sponsor]QuantOM [research center]2015-08-29info:eu-repo/semantics/conferenceObjecthttps://orbi.uliege.be/handle/2268/185364Estimation of Airline Itinerary Choice Models Using Disaggregate Ticket Data. In <i>55th AGIFORS Annual Proceedings 2015</i> (pp. 1). (2015).enAGIFORS Annual Symposium, Washington, DC, United States (24-28 August 2015)international
oai:orbi.ulg.ac.be:2268/1923802016-01-26T23:49:30Zhdl_2268_62hdl_2268_71Monitoring Delivery Networks in supply chainsFaraz, AlirezaSupply chainNetworksControl ChartsBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionPeer reviewedF.R.S.-FNRS - Fonds de la Recherche Scientifique [sponsor]2014-03-14info:eu-repo/semantics/conferencePaperhttps://orbi.uliege.be/handle/2268/192380enInternational Conference on Supply Chain Management, Rajasthan, India (14th to 15th March 2014)international
oai:orbi.ulg.ac.be:2268/1689032014-06-10T11:23:55Zhdl_2268_62hdl_2268_71fulltextDynamic accelerated failure time model with endogeneity and heterogeneity: a control function appoachTiwari, Amaresh KumarHeuchenne, CédricBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestion2013info:eu-repo/semantics/preprinthttps://orbi.uliege.be/handle/2268/168903eninfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/1720302015-08-30T18:14:09Zhdl_2268_62driverhdl_2268_71fulltextThe Airline Container Loading Problem with Pickup and DeliveryLurkin, VirginieSchyns, MichaelOR in airlinesAssignment problemFuel ConsumptionWeight and balance problemSequencing problemBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionThe present paper looks into the problem of optimizing the loading of a set of containers and pallets into cargo aircraft serving multiple airports. Due to the pickup and delivery operations occurring at intermediate airports, this problem is simultaneously a weight and balance problem and a sequencing problem. Our objective is to minimize fuel and handling operations costs. This problem is shown to be NP-hard. We resort to a mixed integer linear program. On the basis of a professional partner's real-world data, TNT Airways, we perform numerical experiments using a standard B&C library. This approach yields better solutions than traditional manual planning, which results in substantial cost savings.Peer reviewedFonds de la Recherche Scientifique (Communauté française de Belgique) - F.R.S.-FNRS, AGIFORS [sponsor]QuantOM [research center]2014-10-19info:eu-repo/semantics/conferenceObjecthttps://orbi.uliege.be/handle/2268/172030The Airline Container Loading Problem with Pickup and Delivery. In Airline Group of the Intl Federation of Operational Research Soc ( AGIFORS ) (Ed.)<i>54th AGIFORS Annual Proceedings 2014</i> (pp. 1-63). (2014).en54th AGIFORS Annual Proceedings 2014: Annual Symposium and Study Group Meeting, Dubai, Emirats arabes unis (18-22 October 2014)internationalinfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/1825242015-08-30T18:14:09Zhdl_2268_62driverhdl_2268_71fulltext
oai:orbi.ulg.ac.be:2268/2326302019-09-19T16:26:43Zhdl_2268_62driverhdl_2268_71fulltextEstimating Value-at-Risk for the g-and-h distribution: an indirect inference approachBee, MarcoHambuckers, JulienTrapinValue-at-Riskg-and-h distributionindirect inferenceloss modelBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionThe g-and-h distribution is a flexible model with desirable theoretical properties. Especially, it is able to handle well the complex behavior of loss data. However, parameter estimation is difficult, because the density cannot be written in closed form. In this paper we develop an indirect inference method using the skewed-t distribution as instrumental model. We show that the skewed-t is a well suited auxiliary model and study the numerical issues related to its implementation. A Monte Carlo analysis and an application to operational losses suggest that the indirect inference estimators of the parameters and of the VaR outperform the quantile-based estimators.Peer reviewedDFG - Deutsche Forschungsgemeinschaft [sponsor]2019info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/232630Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach. <i>Quantitative Finance</i>., United KingdomTaylor & Francis. (2019).eninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2267342018-07-25T03:58:37Zhdl_2268_62driverhdl_2268_71fulltextA bilevel model with a solution algorithm for the network design and pricing problemTawfik, Christine Maher FouadLimbourg, SabineBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestion2018-07info:eu-repo/semantics/lecturehttps://orbi.uliege.be/handle/2268/226734en29th European Conference on Operational Research, Valencia, Spain (from 08-07-2018 to 11-07-2018)internationalinfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2267352018-07-25T03:59:06Zhdl_2268_62driverhdl_2268_71fulltextHeuristic Algorithms for a Bilevel Service Network Design and Pricing ModelTawfik, Christine Maher FouadLimbourg, SabineBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestion2018-06info:eu-repo/semantics/lecturehttps://orbi.uliege.be/handle/2268/226735en2nd International Workshop on Bilevel Programming, Lille, France (from 18-06-2018 to 22-06-2018)internationalinfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2418842020-06-10T07:04:09Zhdl_2268_62hdl_2268_71CUSUM control charts for the Coefficient of Variation with Measurement ErrorsTran, Phuong HanhHeuchenne, CédricSPCMeasurement ErrorsCUSUM Control chartsBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionDue to several applications in applied statistics, there is an increasing attention to
the coefficient of variation (CV) in quality control. In this paper, we propose investigating the
effect of measurement errors on the performance of one-sided cumulative sum (CUSUM) control
charts monitoring the CV. According to the simulated results, the precision and accuracy errors
have considerable influence on the performance of the CUSUM control charts. It is also shown
that increasing the number of times measuring an item in the linear covariate error model
insignificantly improves the proposed chart performancePeer reviewed2019-08info:eu-repo/semantics/conferenceObjecthttps://orbi.uliege.be/handle/2268/241884https://www.sciencedirect.com/science/article/pii/S2405896319314612?fbclid=IwAR3tI0K1nNCAwdBMBpd7T7cy_1oxp04lIfdpwIv-M0sgY24AwIjbmoHBheICUSUM control charts for the Coefficient of Variation with Measurement Errors. In A., Dolgui (Ed.), D., Ivanov (Ed.), & F., Yalaoui (Ed.)<i>Proceedings of the 9th IFAC Conference Manufacturing Modelling, Management and Control MIM 2019</i>. IFAC-PapersOnLine series (Elsevier). (2019).en9th IFAC Conference on Manufacturing Modelling, Management and Control, (MIM 2019), August 28-30, 2019, Berlin, Germany, Berlin, Germany (from 28-08-2019 to 30-08-2019)international
oai:orbi.ulg.ac.be:2268/2514992020-10-14T11:37:00Zhdl_2268_62hdl_2268_71hdl_2268_171fulltexthdl_2268_157P-splines based clustering as a general framework: Some applications using different clustering algorithmsIorio, CarmelaFrasso, GianlucaD’Ambrosio, AntonioSiciliano, RobertaMola, F.Conversano, C.Vichi, M.ClusteringP-splineTime course dataUnsupervised learningCluster analysisBased clusteringClustering methodsDimensional vectorsHierarchical clustering algorithmsP-splinesTime course datumClustering algorithmsBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionSocial & behavioral sciences, psychology :: Multidisciplinary, general & othersSciences sociales & comportementales, psychologie :: Multidisciplinaire, généralités & autresA parsimonious clustering method suitable for time course data applications has been recently introduced. The idea behind this proposal is quite simple but efficient. Each series is first summarized by lower dimensional vectors of P-spline coefficients and then, the P-spline coefficients are partitioned by means of a suitable clustering algorithm. In this paper, we investigate the performance of this proposal through several applications showing examples within both hierarchical and non-hierarchical clustering algorithms. © Springer International Publishing AG 2018.Peer reviewed2018info:eu-repo/semantics/conferenceObjecthttps://orbi.uliege.be/handle/2268/251499P-splines based clustering as a general framework: Some applications using different clustering algorithms. In F., Mola (Ed.), C., Conversano (Ed.), & M., Vichi (Ed.)<i>Classification, (Big) Data Analysis and Statistical Learning</i> (pp. 183-190). Springer Berlin Heidelberg. (2018).en10th Scientific Meeting of the Classification and Data Analysis Group of the Italian Statistical Society, CLADAG 2015 (8 October 2015 through 10 October 2015)internationalinfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/1032262011-11-16T06:26:32Zhdl_2268_62driverhdl_2268_71fulltextNonparametric regression with parametric selection biasHeuchenne, CédricLaurent, GéraldineBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestion2011-06info:eu-repo/semantics/conferenceObjecthttps://orbi.uliege.be/handle/2268/103226Proceedings of the 14th Conference of the ASMDA International Society (ASMDA2011). (2011).enThe 14th Conference of the Applied Stochastic Models and Data Analysis International Society (ASMDA2011), Rome, Italy (7-10 June 2011)internationalinfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/1683542017-06-30T14:34:20Zhdl_2268_62driverhdl_2268_71fulltextA Statistically adaptive sampling policy to the Hotelling's T2 Control Chart: Markov Chain ApproachSeif, A.Faraz, AlirezaHeuchenne, CédricSaniga, E.Business & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionPeer reviewedQuantOM [research center]2016info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/168354A Statistically adaptive sampling policy to the Hotelling's T2 Control Chart: Markov Chain Approach. <i>Communications in Statistics : Theory and Methods</i>.Taylor & Francis. (2016).eninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2169712017-12-14T09:19:29Zhdl_2268_62hdl_2268_71A semiparametric model for Generalized Pareto regressions, based on a dimension reduction assumption,Hambuckers, juliensemiparametricgeneralized Paretosingle-indexBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionPeer reviewed2016-08info:eu-repo/semantics/conferencePaperhttps://orbi.uliege.be/handle/2268/216971enCOMPSTAT 2016, Oviedo, Spain (du 23 au 26 août 2016)international
oai:orbi.ulg.ac.be:2268/2239672018-07-27T09:03:58Zhdl_2268_62hdl_2268_71fulltextOperational assessment of intermodality future in Belgium: Best - case scenarioTawfik, Christine Maher FouadLimbourg, Sabineintermodal transportscenario analysisbilevel programmingStackelberg gamesjoint design and pricingBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionFrom the perspective of stimulating intermodal transport as an ecological and economically promising freight transport scheme in the EU, this paper is devoted to assess its future position with respect to crucial and plausible operational factors that were selected a priori. The study is conducted in the context of a best-case scenario development, within a rational and optimal decision making framework. We address this goal by designing a realistic medium-term network design and pricing model, from the economic perspective of a typical intermodal operator, fitted to the sequential mathematical structure of bilevel programming. Based on real-life sized data, in and through Belgium, the results underline the costly position of rail transport and a clear correlation between the competitiveness of intermodal transport on one side, and the market size and the trucking competition's price on the other. It is additionally suggested that intermodal transport can benefit from small rail subsidies in the early market covering stages.Peer reviewedFederal Science Policy according to the contract n. BR/132/A4/BRAIN-TRAINS. [sponsor]QuantOM [research center]2018-04-10info:eu-repo/semantics/conferenceObjecthttps://orbi.uliege.be/handle/2268/223967Operational assessment of intermodality future in Belgium: Best - case scenario. In <i>Proceedings</i>. (2018).enGOL'18 (Logistics Operations Management), le Havre, France (du 10 au 12 avril 2018)internationalinfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/2514952020-10-13T07:22:16Zhdl_2268_65hdl_2268_62hdl_2268_71hdl_2268_167fulltexthdl_2268_157A P-spline based clustering approach for portfolio selectionIorio, C.Frasso, GianlucaD'Ambrosio, A.Siciliano, R.Cluster analysisP-splinePortfolio selectionTime seriesFinanceInvestmentsClustering approachClustering methodsClustering techniquesFinancial portfolioFinancial practitionersInvestment decisionsP-splinesTime series analysisBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionSocial & behavioral sciences, psychology :: Sociology & social sciencesSciences sociales & comportementales, psychologie :: Sociologie & sciences socialesBusiness & economic sciences :: FinanceSciences économiques & de gestion :: FinanceIn the last years, many clustering techniques dealing with time course data have been proposed due to recent interests in studying phenomena that change over time. A new clustering method suitable for time series applications has been recently proposed by exploiting the properties of the P-splines approach. This semi-parametric tool has several advantages, i.e. it facilitates the removal of noise from time series and it ensures a computational time saving. In this paper, we propose to use this clustering approach on financial data with the aim of building a financial portfolio. Our proposal works directly on time series without any pre-processing, except for the computation of the spline coefficients and, eventually, normalizing the series. We show that our strategy is useful to support the investment decisions of financial practitioners. © 2017 Elsevier LtdPeer reviewed2018info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/251495A P-spline based clustering approach for portfolio selection. <i>Expert Systems with Applications, 95</i>, 88-103.Oxford, United KingdomElsevier. (2018).eninfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/2486342020-06-18T08:57:27Zhdl_2268_62hdl_2268_71fulltextAdvances in survival analysis methods and applications to the banking industryBeretta, Alessandrosurvival analysiscensoringbank failuresbank acquisitionsproportional-hazardscure modelcompeting risksgoodness-of-fitBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionThe structure of the commercial bank industry in the United States changed considerably over the last four decades. The number of institutions insured by the Federal Deposit Insurance Corporation (FDIC) shrunk by almost two-thirds due to failures and mergers & acquisitions occurred during the Savings and Loan and the subprime mortgage crises. Since bankruptcies may have severe consequences on the whole financial sector and the real economy, it is important for regulators to identify which factors lead banks into financial distress and to estimate their default risk.
In this thesis, we present methodological advances in survival analysis, i.e. the statistical analysis of time-to-event data. First, we consider a location-scale regression model and we propose goodness-of-fit tests for the conditional mean and variance. Then, we focus on a more complex semi-parametric cure model, which allows researchers to handle situations where a portion of the population under investigation is likely to be immune to the event of interest. We extend it to time-varying covariates and we provide a variable selection technique based on its penalized-likelihood. To this effect we developed the penPHcure R package, which latest release is available on CRAN. Finally, we propose the use of Generalized Extreme Value regression to model the incidence distributions in a competing risks framework.
In support of further research, we believe that these methods could be applied beyond the field of management science. For example, in medicine, to address the current Coronavirus outbreak, spawning novel scientific collaborations to help mitigate the worldwide blow from COVID-19.Université de Liège, Liège, BelgiqueHeuchenne, Cédric [superviser]Van Caillie, Didier [president of the jury]Amendola, Alessandra [member of the jury]Hambuckers, Julien [member of the jury]Wilson, Paul [member of the jury]Quantitative Methods and Operations Management (QuantOM) [research center]2020-06-17info:eu-repo/semantics/doctoralThesishttps://orbi.uliege.be/handle/2268/248634eninfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/2027582019-05-09T12:52:43Zhdl_2268_62hdl_2268_150hdl_2268_71hdl_2268_153The polytope of block diagonal matrices and complete bipartite partitioningsCrama, YvesOosten, MaartenPhysical, chemical, mathematical & earth Sciences :: MathematicsPhysique, chimie, mathématiques & sciences de la terre :: MathématiquesBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionMotivated by a fundamental clustering problem arising in several areas (production management, marketing, numerical analysis, etc.), we investigate the facial structure of the polytope whose extreme points are all 0–1 block diagonal matrices. For this polytope, general properties of facet-defining inequalities are investigated and specific families of facets are identified. Various techniques for lifting or combining facet-defining inequalities into new ones are also presented. Throughout the paper, a block diagonal matrix is regarded as the adjacency matrix of a disjoint union of complete bipartite graphs. The presentation and the derivation of the results heavily rely on this graph-theoretic interpretation.Peer reviewed1997info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/202758The polytope of block diagonal matrices and complete bipartite partitionings. <i>Networks, 30</i>, 263-282.Wiley. (1997).en
oai:orbi.ulg.ac.be:2268/2027572016-10-21T07:39:08Zhdl_2268_64hdl_2268_62driverhdl_2268_71fulltextThe assembly of printed circuit boards: A case with multiple machines and multiple board typesCrama, YvesFlippo, Olaf E.Van de Klundert, JorisSpieksma, Frits C.R.PCBassemblyfeeder rackBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionBusiness & economic sciences :: Production, distribution & supply chain managementSciences économiques & de gestion :: Production, distribution & gestion de la chaîne logistiqueIn this paper a typical situation arising in the assembly of printed circuit boards is investigated. The planning problem we face is how to assemble boards of different types using a single line of placement machines. From a practical viewpoint, the multiplicity of board types adds significantly to the complexity of the problem, which is already very hard to solve in the case of a single board type. In addition, relatively few studies deal with the multiple board type case. We propose a solution procedure based on a hierarchical decomposition of the planning problem. An important subproblem in this decomposition is the so-called feeder rack assignment problem. By taking into account as much as possible the individual board type characteristics (as well as the machine characteristics) we heuristically solve this problem. The remaining subproblems are solved using constructive heuristics and local search methods. The solution procedure is tested on real-life instances. It turns out that, in terms of the makespan, we can substantially improve the current solutions.Peer reviewed1997info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/202757The assembly of printed circuit boards: A case with multiple machines and multiple board types. <i>European Journal of Operational Research, 98</i>, 457-472.Amsterdam, The NetherlandsElsevier Science. (1997).eninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2027602020-03-23T16:01:04Zhdl_2268_64hdl_2268_62hdl_2268_150hdl_2268_71hdl_2268_153Production Planning in Automated ManufacturingCrama, YvesOerlemans, Alwin G.Spieksma, Frits C.R.Physical, chemical, mathematical & earth Sciences :: MathematicsPhysique, chimie, mathématiques & sciences de la terre :: MathématiquesBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionBusiness & economic sciences :: Production, distribution & supply chain managementSciences économiques & de gestion :: Production, distribution & gestion de la chaîne logistiqueSecond, revised and enlarged edition. (First edition: 1994)Springer Science & Business Media B.V.1996info:eu-repo/semantics/book239 + xhttps://orbi.uliege.be/handle/2268/202760urn:isbn:978-3-642-80272-0en
oai:orbi.ulg.ac.be:2268/2132432019-09-20T21:45:17Zhdl_2268_64hdl_2268_62driverhdl_2268_71fulltextStochastic Inventory Routing for Perishable ProductsCrama, YvesRezaei Sadrabadi, MahmoodSavelsbergh, MartinVan Woensel, Tominventory routing problemperishable inventory systemperishable inventory routingstochastic inventory routingBusiness & economic sciences :: Production, distribution & supply chain managementSciences économiques & de gestion :: Production, distribution & gestion de la chaîne logistiqueBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionDifferent solution methods are developed to solve an inventory routing problem for a perishable product with stochastic demands. The solution methods are compared empirically in terms of average profit, service level, and actual freshness. The benefits of explicitly considering demand uncertainty are quantified. The computational study highlights that in certain situations a simple ordering policy can already reach a very good performance, but that statistically and economically significant improvements are achieved when using more advanced solution methods. Managerial insights concerning the impact of shelf life and store capacity on profit are also obtained.Peer reviewedBELSPO - SPP Politique scientifique - Service Public Fédéral de Programmation Politique scientifique [sponsor]QuantOM - HEC [research center]2018info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/213243Stochastic Inventory Routing for Perishable Products. <i>Transportation Science, 52</i>(3), 526-546.INFORMS: Institute for Operations Research. (2018).eninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/1438962013-02-27T11:37:02Zhdl_2268_62hdl_2268_165hdl_2268_71fulltexthdl_2268_157Objectivation des besoins fonciers et immobiliers des entreprises en Wallonie. Discussion méthodologiqueVandermeer, Marie-CarolineSocial & behavioral sciences, psychology :: Regional & inter-regional studiesSciences sociales & comportementales, psychologie :: Etudes régionales & interrégionalesBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionLepur : Centre de Recherche en Sciences de la Ville, du Territoire et du Milieu rural [research center]2013-02-26info:eu-repo/semantics/lecturehttps://orbi.uliege.be/handle/2268/143896frSéminaire de doctorants en développement territorial de l'ULg, Liège, Belgique (mensuellement)info:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/760902011-08-05T11:03:36Zhdl_2268_62hdl_2268_71fulltextIdentification of the linear parts of nonlinear systems for fuzzy modelingRezaei Sadrabadi, MahmoodFuzzy clusteringfuzzy modelingstructure identificationnonlinear functionsBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionIn direct approach to fuzzy modeling, structure identification is one of the most critical tasks. In modeling the nonlinear system, this fact is more crucial. In this paper, a new hybrid method is proposed to cluster the data located in the linear parts on the nonlinear systems. The proposed method can partition the input–output data in two groups: data located in the linear parts and data in the extrema. It is shown that the first group of data is suitable to be clustered by Fuzzy C-Regression Model (FCRM) clustering algorithm and the second group by Fuzzy C-Means (FCM). Then, based on the above findings, a new hybrid clustering algorithm is proposed. Finally, the proposed approach is tested and validated by several numerical examples of nonlinear functions.Peer reviewed2011-01info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/76090Applied Soft Computing, 11, 807-819. (2011).eninfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/764072011-08-05T11:03:36Zhdl_2268_62hdl_2268_71fulltext
oai:orbi.ulg.ac.be:2268/764092011-08-05T11:03:36Zhdl_2268_62hdl_2268_71fulltext
oai:orbi.ulg.ac.be:2268/1845382015-08-04T15:06:32Zhdl_2268_62hdl_2268_71fulltextThe np- Control Charts with the Guaranteed In-Control PerformanceFaraz, AlirezaHeuchenne, Cédricnp-charts, Bootstrap; Average of ARL (AARL); Average run length (ARL); Effect of estimation error; Standard deviation of ARL (SDARL)Business & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionIn this paper, we evaluate the in-control performance of np-control charts with estimated parameters. We then apply the bootstrap method to adjust the control charts’ limits to guarantee the desired in-control average run length (ARL0) value in monitoring stage. The adjusted limits ensure that ARL0 would take a value greater than the desired value (say, B) with a certain specified probability, that is Pr(ARL_0>B)=1-ρ. We finally provide users with tables which with practitioners do not need to do bootstrapping Phase I data set to obtain the control limit thresholds.Peer reviewedF.R.S.-FNRS - Fonds de la Recherche Scientifique [sponsor]2016-08-04info:eu-repo/semantics/preprinthttps://orbi.uliege.be/handle/2268/184538eninfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/1845402015-08-04T15:28:06Zhdl_2268_62hdl_2268_71The applications of Genetic Algorithms in NP-hard optimization problemsFaraz, AlirezaGenetic AlgorithmNP-hard problemsBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestion2009-05-21info:eu-repo/semantics/lecturehttps://orbi.uliege.be/handle/2268/184540ennational
oai:orbi.ulg.ac.be:2268/1845412015-11-20T13:36:15Zhdl_2268_62hdl_2268_71Characteristics of Economically Designed CUSUM and \bar{X} Control ChartsSaniga, ErwinDavis, DarwinFaraz, AlirezaMcWilliams, ThomasLucas, JamesControl charts, economic design, CUSUM charts, Shewhart ¯X chartsBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionIn this paper we investigate the characteristics of economic control chart
designs for both Shewhart (¯X ) and CUSUM control charts. Authors in the past have
made some suggestions regarding the design of these charts, where design is defined
as finding the values of sample size, intersample interval and control limit (Shewhart
chart) or control parameters (k and h) for the CUSUM chart. Here, we run a large
number of experiments consisting of many configurations of the parameters and
describe and model the results in terms of the actual economic designs.Peer reviewed2015-01-01info:eu-repo/semantics/bookParthttps://orbi.uliege.be/handle/2268/184541Characteristics of Economically Designed CUSUM and \bar{X} Control Charts. In S., Knoth (Ed.) & W., Schmid (Ed.)<i>Frontiers in Statistical Quality Control 11</i> (pp. 201 - 217). Springer International Publishing. (2015).en
oai:orbi.ulg.ac.be:2268/1515432015-08-04T17:30:20Zhdl_2268_62hdl_2268_71fulltextControl Charts monitoring product’s loss to societyTaguchi Control ChartsCelano, GiovanniFaraz, AlirezaSaniga, ErwinTaguchi Loss Function,quality cost,target costingBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionTaguchi introduced a new philosophy in quality control that accounts for the economic loss associated to process variation measured by deviations from the target value of a product quality characteristic. The Taguchi loss function has been considered in the design of control charts only for the computation of costs associated with nonconformities. This paper considers sample statistics based on the Taguchi loss function as a means to implement Shewhart control charts monitoring both the deviation from the target and dispersion of normally distributed quality characteristics. The aim of this proposed control chart is to perform on-line quality control of a process by monitoring its quality loss cost performance over time. To compute the quality loss performance, we consider a nominal-the-best quality characteristic. The statistical performance of the proposed control charts has been evaluated and compared with that of widely used control charts. Implementing target costing philosophy by means of one of the proposed charts is also discussed. An example illustrates the Taguchi control chart in a practical implementation.Peer reviewedFonds de la Recherche Scientifique (Communauté française de Belgique) - F.R.S.-FNRS; IAP research network grant nr. P7/06 of the Belgian government (Belgian Science Policy). [sponsor]2014-12info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/151543Control Charts monitoring product’s loss to society. <i>Quality and Reliability Engineering International, 30</i>(8), 1393-1407.John Wiley & Sons, Inc. - Engineering. (2014).eninfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/1535202015-08-04T17:30:20Zhdl_2268_62hdl_2268_71fulltext
oai:orbi.ulg.ac.be:2268/1032172015-08-04T17:03:01Zhdl_2268_62hdl_2268_71fulltextThe variable parameters T2 chart with run rulesFaraz, AlirezaCelano, GiovanniHeuchenne, CédricSaniga, ErwinFichera, S.Hotelling’s T2 Control chart; Variable parameters (VP); Run rules; Markov chain; Genetic algorithms (GA)Business & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionThe Hotelling’s T2 control chart with variable parameters (VP T2) has been shown to have better statistical performance than other adaptive control schemes in detecting small to moderate process mean shifts. In this paper, we investigate the statistical performance of the VP T2 control chart coupled with run rules. We consider two well-known run rules schemes. Statistical performance is evaluated by using a Markov chain modeling the random shock mechanism of the monitored process. The in-control time interval of the process is assumed to follow an exponential distribution. A Genetic Algorithm has been designed to select the optimal chart design parameters. We provide an extensive numerical analysis indicating that the VP T2 control chart with run rules outperforms other charts for small sizes of the mean shift expressed through the Mahalanobis distance.Peer reviewedF.R.S.-FNRS - Fonds de la Recherche Scientifique [sponsor]IAP research network grant nr. P7/06 of the Belgian government (Belgian Science Policy) [sponsor]2014-06info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/103217http://link.springer.com/article/10.1007%2Fs00362-013-0537-7The variable parameters T2 chart with run rules. <i>Statistical Papers, 55</i>(4), 933-950.Springer Science & Business Media B.V. (2014).eninfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/1509512015-08-04T17:03:01Zhdl_2268_62hdl_2268_71fulltext
oai:orbi.ulg.ac.be:2268/1518262015-08-04T17:21:51Zhdl_2268_62hdl_2268_71fulltextStatistical performance of a control chart monitoring the ratio of two normal variablesCelano, GiovanniCASTAGLIOLA, PhilippeFaraz, AlirezaFichera, S.Statistical Process Control, Shewhart control chart, Ratio, Standardization, Average Run LengthBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionOn-line Statistical Process Control (SPC) monitoring the ratio Z of two normal variables X and Y has surprisingly received too little attention in the quality control literature. Several potential applications dealing with monitoring the ratio Z can be found in the industrial sector, when quality control of products consisting of several raw materials calls for monitoring the stability of the proportions (ratios) of different components within a product. Tables about the sensitivity of these charts in the detection of one or more assignable causes are still not available. This paper investigates the statistical performance of Phase II Shewhart control charts monitoring the ratio of two normal variables in the case of individual observations. The obtained results show that the performance of the proposed charts is a function of the distribution parameters of the two normal variables. In particular, the Shewhart chart monitoring the ratio Z outperforms the (p=2) multivariate control chart when a process shift affects the in-control mean of X or, alternatively, of Y and the correlation among X and Y is high and when the in-control means of X and Y shift contemporarily to opposite directions. The sensitivity of the proposed chart to a shift of the in-control dispersion has been investigated, too. We also show that the standardization of the two variables before computing their ratio is not a good practice due to a significant loss in the chart’s statistical sensitivity. An illustrative example from the food industry is detailed to show the implementation of these control charts.Peer reviewed2014-12info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/151826Statistical performance of a control chart monitoring the ratio of two normal variables. <i>Quality and Reliability Engineering International, 30</i>(8), 1361-1377.John Wiley & Sons, Inc. - Engineering. (2014).eninfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/1845432015-08-04T18:39:23Zhdl_2268_62hdl_2268_71Economic Design of Control Charts In Presence of Censored DataFaraz, AlirezaHeuchenne, CédricBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionwe present Shewhart type Z ̅ and S2 control charts for monitoring individual or joint shifts in the scale and shape parameters of a Weibull distributed process. The advantage of this method is its ease of use and flexibility for the case where the process distribution is Weibull, although the method can be applied to any distribution. We illustrate the performance of our method through simulation and the application through the use of an actual data set. Our results indicate that Z ̅ and S2 control charts perform well in detecting shifts in the scale and shape parameters. We also provide a guide that would enable a user to interpret out-of-control signals.2011-12info:eu-repo/semantics/lecturehttps://orbi.uliege.be/handle/2268/184543enAcademic Meetings and a Visit to University of Delaware, Delaware, USA (3-10 Dec, 2011)international
oai:orbi.ulg.ac.be:2268/1013902015-08-04T18:32:48Zhdl_2268_62hdl_2268_71fulltextMULTIOBJECTIVE DESIGN OF CONTROL CHARTSFaraz, AlirezaHeuchenne, CédricBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionPeer reviewed2011-09-24info:eu-repo/semantics/conferencePaperhttps://orbi.uliege.be/handle/2268/101390http://conferences.nib.si/AS2011/International Conference on Applied Statistics 2011 : Ljubljana 24-29 September 2011. (2011).enInternational Conference on Applied Statistics, BLED, SLOVENIA (24-29 SEPT 2011)internationalinfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/1528992019-12-31T13:59:27Zhdl_2268_77hdl_2268_62driverhdl_2268_71fulltextThe determinants of charitable giving in BelgiumMernier, AmélieDufays, FrédéricDal Fior, CatherineCharitable givingBelgiumBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionBusiness & economic sciences :: Social economicsSciences économiques & de gestion :: Economie socialeCharitable giving is a research topic that has largely been addressed in the U.S.-context. However, there exist only very few studies on Belgian donating behavior. This paper aims to fill this gap using a combination of fiscal, demographic and political data. OLS regressions and Fixed effects regressions are performed and show a positive effect of age and income on the probability to donate. In addition, age and income increase the average donation amount, whereas gender and declaring jointly tend to decrease it. Further, the region and the political party to which belongs the mayor of the municipality in which one lives also affect the likelihood of charitable giving and the donated amount. This paper has implications both for researchers and charity practitioners. The latter are likely to pay attention to the factors that increase the probability to donate and the average donated amount, especially in times of economic crises as charities may rely less and less on the state to cover their financial resource needs.Peer reviewedBELSPO - SPP Politique scientifique - Service Public Fédéral de Programmation Politique scientifique [sponsor]Centre d'Économie Sociale - CES [research center]2013-07info:eu-repo/semantics/conferencePaperhttps://orbi.uliege.be/handle/2268/152899en4th EMES International Research Conference on Social Enterprise, Liège, Belgium (du 1 juillet 2013 au 4 juillet 2013)internationalinfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2368132019-06-20T06:32:23Zhdl_2268_62hdl_2268_71Operational risk, uncertainty, and the economy: a smooth transition extreme value approachHambuckers, JulienKneib, Thomasoperational risksmooth transitionnon-stationaryBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionPeer reviewed2019-05-26info:eu-repo/semantics/conferencePaperhttps://orbi.uliege.be/handle/2268/236813enNordic Econometrics Meeting 2019, Sweden (from 23-05-2019 to 26-05-2019)international
oai:orbi.ulg.ac.be:2268/1677292014-05-16T17:53:51Zhdl_2268_62hdl_2268_71A 'price balance statistic' for optimizing pricing strategies: a better estimation of elasticities and cross-elasticitiesLurkin, VirginieSchyns, MichaelGarrow, Laurie A.Jacobs, Timothy L.Revenue ManagementOptimizationair travel demandBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionDemand forecasting, price optimization and capacity controls form three major tools of revenue management. Over the past few decades, each discipline has generated a great deal of research but has typically been studied separately from the others. Yet, better understanding their relationship gives an airline the opportunity to increase its profitability. In prior work, Tim Jacobs and colleagues introduced a macro-level metric known as the ‘Price Balance Statistic (PBS)’ for evaluating the quality of a given pricing strategy and guiding a search algorithm to identify an optimal alignment between pricing structure, scheduled capacity and RM controls using marginal revenue principles. The aim of our work is to incorporate additional modeling improvements to the PBS. The current model formulation uses price elasticity as input parameters and assumes perfect independency between the different fare classes. However, in reality, a passenger demand fluctuates between classes based on differences in prices. We propose to use instrumented variable linear regression methods to obtain parameter estimates for price elasticities and cross-elasticities. This modification incorporates accurate price elasticities but also the impact of a change in one fare class on another through the cross-elasticities.F.R.S.-FNRS - Fonds de la Recherche Scientifique [sponsor]QuantOM [research center]2014-05-16info:eu-repo/semantics/conferencePaperhttps://orbi.uliege.be/handle/2268/167729enPricing and Revenue Management Workshop, Buenos Aires, Argentina (May 16 and 17,2014)international
oai:orbi.ulg.ac.be:2268/1845812015-08-06T10:24:04Zhdl_2268_62hdl_2268_71Strengthening linear reformulations of pseudo-Boolean optimization problemsRodriguez Heck, ElisabethCrama, Yvesbinary optimizationnonlinear programminglinearizationBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestion2015-07-13info:eu-repo/semantics/conferencePaperhttps://orbi.uliege.be/handle/2268/184581en27th European Conference on Operational Research, Glasgow, UK (du 12 juillet 2015 au 15 juillet 2015)international
oai:orbi.ulg.ac.be:2268/2024992016-10-11T20:02:57Zhdl_2268_64hdl_2268_62driverhdl_2268_71fulltextRobotic flowshop scheduling is strongly NP-completeCrama, YvesVan de Klundert, JorisBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionBusiness & economic sciences :: Production, distribution & supply chain managementSciences économiques & de gestion :: Production, distribution & gestion de la chaîne logistiqueWe consider a robotic flowshop model in which a single robot is responsible for the transportation of parts between machines and the amount of time that a part spends on a machine must be comprised in some predefined interval. The objective is to find a feasible schedule with minimal cycle time. Many researchers have proposed nonpolynomial solution methods for a variety of closely related robotic flowshop scheduling problems. This paper provides a proof that a basic version of this problem is strongly NP-Complete.Peer reviewed1997info:eu-repo/semantics/bookParthttps://orbi.uliege.be/handle/2268/202499Robotic flowshop scheduling is strongly NP-complete. In W. K., Klein Haneveld (Ed.), O. J., Vrieze (Ed.), & L. C. M., Kallenberg (Ed.)<i>Ten Years LNMB</i> (pp. 277-286). Amsterdam, The NetherlandsCWI. (1997).eninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/1552392016-11-17T16:06:15Zhdl_2268_62driverhdl_2268_71fulltextRevealed preference tests of collectively rational consumption behavior: formulations and algorithmsTalla Nobibon, FabriceCherchye, LaurensCrama, YvesDemuynck, ThomasDe Rock, BramSpieksma, Frits C.R.revealed preference axiomsrationalitymixed-integer programmingglobal optimizationsimulated annealingBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionThis paper focuses on revealed preference tests of the collective model of household consumption. We start by showing that the decision problems corresponding to testing collective rationality are {\sc np}-complete. This makes the application of these tests problematic for (increasingly available) large(r) scale data sets. We then present two approaches to overcome this negative result. First, we introduce exact algorithms based on mixed-integer programming ({\sc mip}) formulations of the collective rationality tests, which can be usefully applied to medium sized data sets. Next, we propose simulated annealing heuristics, which allow for efficient testing of the collective model in the case of large data sets. We illustrate our methods by a number of computational experiments based on Dutch labor supply data.Peer reviewedBELSPO - SPP Politique scientifique - Service Public Fédéral de Programmation Politique scientifique [sponsor]QuantOM HEC-ULiège [research center]2016-11info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/155239Revealed preference tests of collectively rational consumption behavior: formulations and algorithms. <i>Operations Research, 64</i>(6), 1197–1216.Baltimore, MDOperations Research Society of America. (2016).eninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2421202020-07-08T13:59:22Zhdl_2268_62hdl_2268_71One-Sided Run Rules control charts for Coefficient of Variation with Measurement ErrorsTran, Phuong HanhHeuchenne, CédricNguyen, Huu DuRun Rules chartsCoefficient of VariationMeasurement errorsBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionWe investigate in this paper the effect of measurement
errors on the performance of Run Rules control charts monitoring
the coefficient of variation (CV) squared. The previous
Run Rules - CV in literature is improved slightly by monitoring
the CV squared instead of the CV itself. The numerical results
show that this improvement gives better performance for Run
Rules charts. Moreover, we will show through simulation that
the precision and accuracy errors do have negative effect on the
performance Run Rules charts. We also find out that multiple
measurements per item does not high efficiency in reducing these
negative effects.Peer reviewed2019-07info:eu-repo/semantics/conferenceObjecthttps://orbi.uliege.be/handle/2268/242120One-Sided Run Rules control charts for Coefficient of Variation with Measurement Errors. In <i>Proceedings of ISSAT International Conference on Data Science in Business, Finance and Industry (DSBFI 2019)</i> (pp. 31-35). (2019).enISSAT International Conference on Data Science in Business, Finance and Industry (DSBFI 2019) (from 03-07-2019 to 05-07-2019)international
oai:orbi.ulg.ac.be:2268/1973792016-05-27T10:08:19Zhdl_2268_62hdl_2268_150hdl_2268_71hdl_2268_153Mathématique pour économistes et gestionnairesEsch, LouisBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionPhysical, chemical, mathematical & earth Sciences :: MathematicsPhysique, chimie, mathématiques & sciences de la terre :: Mathématiques4ème éd.De Boeck Université2010info:eu-repo/semantics/book638 + compléments sur Internethttps://orbi.uliege.be/handle/2268/197379urn:isbn:978-2-8041-2774-9frOuvertures économiques
oai:orbi.ulg.ac.be:2268/1460402013-04-03T08:35:18Zhdl_2268_62hdl_2268_71fulltextError distribution estimation in nonparametric regression with right censored selection biased dataLaurent, GéraldineHeuchenne, CédricNonparametric regressionSelection biasRight censoringBootstrapBandwidth selectionBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionIn 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 developed to solve the critical problem of
the smoothing parameter choice. The performance of the proposed estimator is investigated
through simulations. Finally, a data set based on the mortality of diabetics is analyzed.2012-10-25info:eu-repo/semantics/conferencePaperhttps://orbi.uliege.be/handle/2268/146040en20th annual meeting of the Belgian Statistical Society, Liège, Belgium (October 24-26)nationalinfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/1973772016-05-27T10:13:10Zhdl_2268_62hdl_2268_150hdl_2268_71hdl_2268_153Mathématique pour économistes et gestionnairesEsch, LouisPhysical, chemical, mathematical & earth Sciences :: MathematicsPhysique, chimie, mathématiques & sciences de la terre :: MathématiquesBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestion2ème éd.De Boeck Université1999info:eu-repo/semantics/book811https://orbi.uliege.be/handle/2268/197377urn:isbn:2-8041-3290-0frOuvertures économiques
oai:orbi.ulg.ac.be:2268/2498012020-07-28T08:49:55Zhdl_2268_62driverhdl_2268_71fulltextDesigning unmanned aerial vehicle networks for biological material transportation - The case of BrusselsDhote, jeremyLimbourg, SabineUnmanned aerial vehicleDroneLocation-allocation problemsNetwork designBiologisticsBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionUnmanned Aerial Vehicles (UAVs) may solve, or at least reduce, the negative impacts of road transport such as accidents, pollution and congestion. The objective of this paper is to design UAV networks for biomedical material transportation in line with the Drone4Care project. Political, Economic, Social, Technological, Environmental, Legal (PESTEL) analysis provides an overview of the macro-environmental factors that should be considered. To identify the internal and external factors that are favourable and unfavourable to achieve this objective, Strengths, Weaknesses, Opportunities and Threats (SWOT) analysis is also performed. The raised issues are translated into a number of quantifiable scenario elements containing the most plausible up-coming events that may impact the future of UAV networks. Four location models are developed and applied to the city of Brussels and its periphery with respect to the associated market in terms of biomedical product flows (blood units or medical samples that are transported between hospitals, laboratories, and blood transfusion centres). In the context of separate case studies of scenario-based analysis, the experiments show that the use of charging stations is useful to extend the mission ranges and to gain market share. The results also show the possibility of gradually implementing the bases without requiring any major changes such as closing a base.Peer reviewed2020info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/249801Designing unmanned aerial vehicle networks for biological material transportation - The case of Brussels. <i>Computers & Industrial Engineering</i>.elsevier. (2020).eninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/769672010-11-28T19:40:23Zhdl_2268_62hdl_2268_71fulltextOptimal selection of a portfolio of options under Value-at-Risk constraints: a scenario approachSchyns, MichaelCrama, YvesHübner, GeorgesValue-at-RiskOptionsOperations ResearchBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionThis paper introduces a multiperiod model for the optimal selection of a financial portfolio of options linked to a single index. The objective of the model is to maximize the expected return of the portfolio under constraints limiting its Value-at-Risk. We rely on scenarios to represent future security prices. The model contains several interesting features, like the consideration of transaction costs, bid-ask spreads, arbitrage-free option pricing, and the possibility to rebalance the portfolio with options introduced at the start of each period. The resulting mixed integer programming model is applied to realistic test instances involving options on the S&P500 index. In spite of the large size and of the numerical difficulty of this model, near-optimal solutions can be computed by a standard branch-and-cut solver or by a specialized heuristic. The structure and the financial features of the selected portfolios are also investigated.Peer reviewedQuantOM [research center]2010info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/76967Annals of Operations Research, 181, 683-708. Springer Science & Business Media B.V (2010).enThe original publication is available at www.springerlink.cominfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/2038682016-11-29T13:36:58Zhdl_2268_62hdl_2268_71La compétitivité du transport intermodalLimbourg, SabineTransportintermodalcompétitivitéBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestion2016-11-02info:eu-repo/semantics/conferencePaperhttps://orbi.uliege.be/handle/2268/203868frMarport, Cotonou, Bénin (2-4 Novembre 2016)international
oai:orbi.ulg.ac.be:2268/2038692016-11-29T13:39:50Zhdl_2268_62hdl_2268_71Les problèmes “riches” de tournées de véhiculesLimbourg, SabineVRPtournéericheBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestion2016-11-03info:eu-repo/semantics/conferencePaperhttps://orbi.uliege.be/handle/2268/203869enMarport, Cotonou, Bénin (2-4 Novembre 2016)international
oai:orbi.ulg.ac.be:2268/1973762016-05-27T10:14:56Zhdl_2268_62hdl_2268_150hdl_2268_71hdl_2268_153Mathématique pour économistes et gestionnairesEsch, LouisPhysical, chemical, mathematical & earth Sciences :: MathematicsPhysique, chimie, mathématiques & sciences de la terre :: MathématiquesBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestion1ère éd.De Boeck Université1992info:eu-repo/semantics/book697https://orbi.uliege.be/handle/2268/197376urn:isbn:2-8041-1474-0frOuvertures économiques
oai:orbi.ulg.ac.be:2268/2277742019-09-20T03:12:45Zhdl_2268_62hdl_2268_71fulltextModeling competition among airline itinerariesLurkin, VirginieGarrow, Laurie A.Higgins, Matthew J.Newman, Jeffrey PSchyns, MichaelAir travel behaviorItinerary choiceNested logitBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionDiscrete choice models are commonly used to forecast the probability an airline passenger chooses a specific itinerary. In a prior study, we estimated an itinerary choice model based on a multinomial logit specification that corrected for price endogeneity. In this paper, we extend the analysis to include inter-itinerary competition along three dimensions: nonstop versus connecting level of service, carrier, and time of day using nested logit (NL) and ordered generalized extreme value (OGEV) models. To the best of our knowledge, these are the first NL and OGEV itinerary choice models to correct for price endogeneity. Despite the many structural changes that have occurred in the airline industry, our results are strikingly similar to models estimated more than a decade ago. These results are important because it suggests that customer preferences, on average, have been stable over time and are similar across distribution channels. The stability in inter-itinerary competition patterns provides an important practical implication for airlines, namely it reduces the need to frequently update the parameter estimates for these models.Peer reviewedQuantOM [research center]2018-07info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/227774Modeling competition among airline itineraries. <i>Transportation Research. Part A, Policy and Practice, 113</i>, 157-172., United KingdomElsevier. (2018).eninfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/1541862013-08-08T13:57:20Zhdl_2268_64hdl_2268_62hdl_2268_150hdl_2268_71hdl_2268_153Approximation Algorithms for Multi-Dimensional Vector Assignment ProblemsCrama, YvesPhysical, chemical, mathematical & earth Sciences :: MathematicsPhysique, chimie, mathématiques & sciences de la terre :: MathématiquesBusiness & economic sciences :: Production, distribution & supply chain managementSciences économiques & de gestion :: Production, distribution & gestion de la chaîne logistiqueBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionBELSPO - SPP Politique scientifique - Service Public Fédéral de Programmation Politique scientifique [sponsor]QuantOM [research center]2013-07-04info:eu-repo/semantics/conferencePaperhttps://orbi.uliege.be/handle/2268/154186enEURO INFORMS 2013 - 26th European Conference on Operational Research, Rome, Italie (July 1-4 2013)international
oai:orbi.ulg.ac.be:2268/2309102019-01-08T08:42:09Zhdl_2268_62hdl_2268_71Variable selection in proportional hazards cure model with time-varying covariates, application to US bank failuresBeretta, AlessandroHeuchenne, CédricBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestion2018-12-16info:eu-repo/semantics/conferencePaperhttps://orbi.uliege.be/handle/2268/230910en11th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2018), Italy (14-16 December 2018)international
oai:orbi.ulg.ac.be:2268/2169682019-09-20T02:16:59Zhdl_2268_62driverhdl_2268_71fulltextA Markov-switching Generalized additive model for compound Poisson processes, with applications to operational losses modelsHambuckers, julienKneib, ThomasLangrock, RolandSilbersdorff, AlexanderGAMLSSHidden Markov modeloperational lossesgeneralized Pareto distributioncompound Poisson processdistributional regressionBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionThis paper is concerned with modeling the behavior of random sums over time. Such models are particularly useful to describe the dynamics of operational losses, and to correctly estimate tail-related risk indicators. However, time-varying dependence structures make it a difficult task. To tackle these issues, we formulate a new Markov-switching generalized additive compound process combining Poisson and generalized Pareto distributions. This flexible model takes into account two important features: on the one hand, we allow all parameters of the compound loss distribution to depend on economic covariates in a flexible way. On the other hand, we allow this dependence to vary over time, via a hidden state process. A simulation study indicates that, even in the case of a short time series, this model is easily and well estimated with a standard maximum likelihood procedure. Relying on this approach, we analyze a novel dataset of 819 losses resulting from frauds at the Italian bank UniCredit. We show that our model improves the estimation of the total loss distribution over time, compared to standard alternatives. In particular, this model provides estimations of the 99.9% quantile that are never exceeded by the historical total losses, a feature
particularly desirable for banking regulators.Peer reviewedDFG - Deutsche Forschungsgemeinschaft [sponsor]Chair of Statistics and Econometrics, Faculty of Economics [research center]2018info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/216968A Markov-switching Generalized additive model for compound Poisson processes, with applications to operational losses models. <i>Quantitative Finance, 18</i>(10), 1679-1698.Routledge. (2018).eninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/1678642019-10-25T07:45:02Zhdl_2268_62hdl_2268_71fulltextLogistics hub: the case of LiègeLimbourg, SabineMostert, MartinePaquay, CéliaInland freight hubslogistics hubsSWOTBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionA logistics hub can be defined as a specific area where all the activities relating to transport, logistics and goods distribution are carried out. With its central location in Europe, highly developed infrastructures, airport and inland terminals, the region of Liège claims to be a logistics hub. This paper applies a strategic decision model based on seven relevant criteria (infrastructure, proximity to market, land availability, government and industry support, labour supply, origin/destination distances and congestion) to assess the efficiency of the logistics hub of the region of Liège. Two SWOT analyses are performed in parallel to evaluate the positions of Liège Airport and of the inland freight hub, Trilogiport, in relation to their own performances and the competition. The two main development factors of inland freight hubs are considered: the possibility of modal shift from road transport to more environmentally friendly transportation modes and the avoidance of the congestion of the two seaport areas of Antwerp and Rotterdam. This article concludes by highlighting that the bid of the region of Liège and its characteristics should contribute to a more efficient intermodal transport in Europe, helping to boost the distribution of products, and at the same time, encourage the reduction of greenhouse gas emissions. However, the development of Liège as an inland freight hub depends on its ability to generate a critical mass, notably thanks to the local businesses, in order to realise economies of scale.QuantOM [research center]2014-04-24info:eu-repo/semantics/conferencePaperhttps://orbi.uliege.be/handle/2268/167864enNECTAR Cluster 1 – Networks "Efficient European Multimodal Networks", Liège, Belgique (24-25 Avril 2014)internationalinfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/2040602020-03-23T16:02:35Zhdl_2268_85hdl_2268_62hdl_2268_150hdl_2268_71hdl_2268_153hdl_2268_80fulltextOn the strength of relaxations of multidimensional knapsack problemsCrama, YvesMazzola, Joseph B.Multidimensional knapsackLagrangian relaxationSurrogate relaxationcomposite relaxationBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionEngineering, computing & technology :: Computer scienceIngénierie, informatique & technologie :: Sciences informatiquesPhysical, chemical, mathematical & earth Sciences :: MathematicsPhysique, chimie, mathématiques & sciences de la terre :: MathématiquesBranch-and-bound algorithms for integer programming problems typically employ bounds derived from well-known relaxations, such as the Lagrangian, surrogate, or composite relaxations. Although the bounds derived from these relaxations are stronger than the bound obtained from the linear programming relaxation (LPR), in the case of multidimensional knapsack problems, i.e., integer programming problems with nonnegative objective-function and constraint coefficients, the improvement in the bound that can be realized using these relaxations is limited. In particular, we show that the improvement in the quality of the bound using any of these relaxations cannot exceed the magnitude of the largest coefficient in the objective function, nor can it exceed one-half of the optimal objective-function value of LPR. This implies, for example, that for those problem classes in which all of the objective-function coefficients are equal to 1, the bound derived from the surrogate relaxation cannot be better than the bound obtained by simply rounding the LPR bound. Awareness of these properties is important in the development of algorithms, since this class of problems subsumes many well-known integer programming problems.Peer reviewed1994info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/204060On the strength of relaxations of multidimensional knapsack problems. <i>INFOR, 32</i>, 219-225.Montreal, CanadaUniversity of Toronto Press. (1994).eninfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/2288162019-09-20T13:45:46Zhdl_2268_62hdl_2268_71fulltextMalmquist productivity index for multi-output producers: An application to electricity generation plantsWalheer, BarnabéBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionPeer reviewed2019info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/228816Malmquist productivity index for multi-output producers: An application to electricity generation plants. <i>Socio-Economic Planning Sciences, 65</i>, 76-88., United KingdomElsevier. (2019).eninfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/1033622012-04-15T08:35:51Zhdl_2268_62driverhdl_2268_71fulltextBoolean methods in operations research and related areasCrama, YvesBoolean functionsBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionThese are the slides of the "IFORS Distinguished Lecture" that I delivered at the INFORMS Annual meeting in November 2011. The title of the lecture is the title of a monograph co-authored by Peter L. Hammer and Sergiu Rudeanu, which appeared in 1968. Their pioneering work has stimulated a large amount of research and has been very frequently cited. Over the last year, the late Peter Hammer and myself have published two distant follow-ups to this classical book: a monograph entitled Boolean Functions: Theory, Algorithms, and Applications (700 pages, Cambridge University Press, 2011), and a collection of survey papers on Boolean Models and Methods in Mathematics, Computer Science and Engineering (780 pages, Cambridge University Press, 2010). The size of these two volumes and of their bibliographic sections are witnesses of the vitality of the field and of its impressive development. Boolean functions are actually among the most fundamental objects investigated in mathematics, and provide the basic building blocks for many models arising in operations research, computer science, artificial intelligence, economics, engineering, cryptography, biology, and other fields of application.
In this lecture, I propose a brief overview of some fundamental Boolean models, I discuss applications in corporate governance (modeling of shareholders’ power) and in classification (Logical Analysis of Data), and I mention a few challenging research problems.QuantOM [research center]2011-11info:eu-repo/semantics/conferencePaperhttps://orbi.uliege.be/handle/2268/103362enINFORMS Annual Meeting, Charlotte, NC, USA (13-16 November 2011)internationalinfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2441222020-09-04T14:54:41Zhdl_2268_62driverhdl_2268_71fulltextMonitoring process variation using modified EWMASaghir, AamirAslam, MuhammadFaraz, AlirezaAhmad, LiaquatHeuchenne, CédricMonte Carlo simulationFlowchartingGraphic methodsIntelligent systemsMonte Carlo methodsExponentially weighted moving average control chartsMonitoring processProcess varianceProcess VariationRun lengthSample sizesSmoothing constantStandard deviationControl chartsBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionA new control chart, namely, modified exponentially weighted moving average (EWMA) control chart, for monitoring the process variance is introduced in this work by following the recommendations of Khan et al.15 The proposed control chart deduces the existing charts to be its special cases. The necessary coefficients, which are required for the construction of modified EWMA chart, are determined for various choices of sample sizes and smoothing constants. The performance of the proposed modified EWMA is evaluated in terms of its run length (RL) characteristics such as average RL and standard deviation of RL. The efficiency of the modified EWMA chart is investigated and compared with some existing control charts. The comparison reveals the superiority of proposal as compared with other control charts in terms of early detection of shift in process variation. The application of the proposal is also demonstrated using a real-life dataset. © 2019 John Wiley & Sons, Ltd.Peer reviewed2020info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/244122Monitoring process variation using modified EWMA. <i>Quality and Reliability Engineering International, 36</i>(1), 328-339.John Wiley and Sons Ltd. (2020).eninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2184232019-09-19T19:20:51Zhdl_2268_62driverhdl_2268_71fulltextUnderstanding the Economic Determinants of the Severity of Operational Losses: A regularized Generalized Pareto Regression ApproachHambuckers, julienGroll, AndreasKneib, ThomasGeneralized Pareto distributionoperational lossesmodel selectionpenalized likelihoodcompound processVIXBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionWe 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 terms of the coefficients. A simulation study indicates that this approach efficiently selects covariates of interest and tackles spurious regression issues encountered when dealing with integrated time series. The results of our empirical analysis have important implications in terms of risk management and regulatory policy. In particular, we found that high Italian unemployment rate and low GDP growth rate in the European Union are associated with smaller probabilities of extreme severities, whereas high values of the VIX and high growth rates of housing prices are associated with more extreme losses. Looking at firm-specific factors, low leverage ratio and high deposit growth rate are associated with a higher likelihood of extreme losses. Lastly, we illustrate the impact of different economic scenarios on the requested capital for operational risk. We find important discrepancies across event types and scenarios.Peer reviewed2018info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/218423Understanding the Economic Determinants of the Severity of Operational Losses: A regularized Generalized Pareto Regression Approach. <i>Journal of Applied Econometrics, 33</i>(6), 898-935.Hoboken, United StatesJohn Wiley & Sons. (2018).eninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2507762020-09-10T06:24:37Zhdl_2268_62hdl_2268_71fulltextMonitoring coefficient of variation using one-sided run rules control charts in the presence of measurement errorsTran, Phuong HanhHeuchenne, CédricNguyen, Huu DuMarie, HélèneRun rules chartMarkov chaincoefficient of variationmeasurement errorsanomaly detectionBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionWe investigate, in this paper, the effect of the measurement error (ME) on the performance of Run Rules control charts monitoring the coefficient of variation (CV) squared. The previous Run Rules CV chart in the literature is improved slightly by monitoring the CV squared using two one-sided Run Rules charts instead of monitoring the CV itself using a two-sided chart. The numerical results show that this improvement gives better performance in detecting process shifts. Moreover, we will show through simulation that the precision and accuracy errors do have a negative effect on the performance of the proposed Run Rules charts. We also find out that taking multiple measurements per item is not an effective way to reduce these negative effects. The proposed Run Rules control charts can be applied in the anomaly detection area.Peer reviewed2020info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/250776Monitoring coefficient of variation using one-sided run rules control charts in the presence of measurement errors. <i>Journal of Applied Statistics</i>, 1 - 27., United KingdomRoutledge. (2020).eninfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/2289682018-10-30T07:52:12Zhdl_2268_62hdl_2268_71fulltextL'intégration des réseaux logistiques pour réduire l'empreinte carboneLimbourg, SabineGIECréseaux logistiquesempreinte carboneBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionBelgique : Plateforme Wallonne pour le GIECPlateforme Wallonne pour le GIEC [commanditer]2018-10info:eu-repo/semantics/reporthttps://orbi.uliege.be/handle/2268/228968https://plateforme-wallonne-giec.be/assets/documents/P_Wallonne-GIEC_Lettre11.pdffrinfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/1719552014-09-11T10:04:39Zhdl_2268_62hdl_2268_71Integrating axle weight restrictions in a two-dimensional vehicle routing problem with sequence based loadingPollaris, HanneBraekers, KrisCaris, AnJanssens, GerritLimbourg, SabineBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionA mixed integer linear programming model for a two-dimensional capacitated vehicle routing problem (2L-CVRP) with sequence based loading and axle weight restrictions is provided. To the authors’ knowledge, it is the first time that axle weight restrictions are incorporated in a VRP. Axle weight limits impose a great challenge for transportation companies. Trucks with overloaded axles represent a significant threat for traffic safety and may cause serious damage to the road surface. Transporters face high fines when violating these limits. The problem is based on a real-world problem from a Belgian logistics service provider. The demand of the customers consists of europallets. Pallets can be placed in two horizontal rows inside the vehicle. No vertical stacking is allowed. The center of gravity of the pallets inside the vehicle is calculated to determine the axle weights. Results of the model are compared to results of a 2L-CVRP with sequence based loading without axle weight restrictions. Numerical experiments demonstrate that the model performs adequately and that the integration of axle weight constraints in vehicle routing models is necessary for a feasible route planning.2014-06info:eu-repo/semantics/lecturehttps://orbi.uliege.be/handle/2268/171955http://hdl.handle.net/1942/17050enVerolog 2014, Oslo, Norway (22-25 June, 2014)international
oai:orbi.ulg.ac.be:2268/2040592019-09-21T03:43:52Zhdl_2268_62hdl_2268_150driverhdl_2268_71hdl_2268_153fulltextBerge-acyclic multilinear 0-1 optimization problemsBuchheim, ChristophCrama, YvesRodriguez Heck, Elisabethmultilinear 0-1 optimizationstandard linearizationBerge cyclebalanced matrixsigned hypergraphPhysical, chemical, mathematical & earth Sciences :: MathematicsPhysique, chimie, mathématiques & sciences de la terre :: MathématiquesBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionThe problem of optimizing a multilinear polynomial f in 0–1 variables arises in applications from many different areas. We are interested in resolution methods based on reformulating the polynomial problem into an equivalent linear one, an approach that attempts to draw benefit from the extensive literature in integer linear programming. More precisely, we characterize instances for which the classical standard linearization procedure guarantees integer optimal solutions. We show that the standard linearization polytope P_H is integer if and only if the hypergraph H defined by the higher-degree monomials of f is Berge-acyclic, or equivalently, when the matrix defining P_H is balanced. This characterization follows from more general conditions that guarantee integral optimal vertices for a relaxed formulation depending on the sign pattern of the monomials of f.Peer reviewedHEC - QuantOM [research center]2019info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/204059Berge-acyclic multilinear 0-1 optimization problems. <i>European Journal of Operational Research, 273</i>, 102-107., NetherlandsElsevier. (2019).eninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2404822020-09-13T09:02:13Zhdl_2268_62hdl_2268_71fulltextTransferts de fonds des migrants et sécurité alimentaire dans les pays de l’Afrique de l’OuestRemittances and food security in the West Africa countriesYao Namé, Juste MichelClimateRemittancesFood SecurityPovertyWest AfricaBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionThis study aims to better understand the conditions for a possible positive impact of migrant remittances in the light of migratory flows, on food security and the fight against poverty after a climate shock suffered on a regional scale. To do this, we used a specified VAR (vector autoregressive) model on panel data from seven (07) countries of Economic and Monetary Union West-Africa (EMUWA), over the period 1990-2010. The results show a direct and positive impact of remittances on the prevalence of undernourishment and poverty reduction in low-rainfall countries, with an agricultural sector dominated by food crops and international migrants mostly from rural areas.Cette étude vise à mieux comprendre les conditions de l’impact supposé positif des transferts de fonds des migrants à l’aune des flux migratoires, sur la sécurité alimentaire et la réduction de la pauvreté suite à un choc climatique simultanément subi à une échelle régionale. Elle utilise pour ce faire, un modèle spécifié en VAR (à Vecteur Autorégressif) sur des données de panel comprenant sept (07) pays de l’Union Economique et Monétaire Ouest Africaine (UEMOA), collectées sur la période 1990-2010. Les résultats obtenus font ressortir un effet direct et positif des transferts de fonds sur la réduction de la prévalence de la sous-alimentation et des écarts de pauvreté dans les pays moins pourvus en quantités de pluie, avec un secteur agricole dépendant des cultures vivrières et des émigrés internationaux majoritairement d’origine rurale.Peer reviewed2019-10-22info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/240482http://regionetdeveloppement.univ-tln.fr/wp-content/uploads/5-Name.pdfTransferts de fonds des migrants et sécurité alimentaire dans les pays de l’Afrique de l’Ouest. <i>Région et Développement, 49</i>(2019), 81-108.Paris, FranceL'Harmattan. (2019).frinfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/2511372020-09-28T09:31:31Zec_fundedresourceshdl_2268_62driverhdl_2268_71fulltextDiscrete choice experiments in the analysis of consumers’ preferences for finfish products: A systematic literature reviewCantillo Acosta, Javier ArturoMartín, Juan CarlosRomán, ConcepciónFinfishConsumers’ preferencesDiscrete choice experimentsDCESystematic literature reviewBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionDiscrete choice experiments (DCEs) have become an important tool for assessing the preferences of consumers for finfish seafood products. This investigation presents a systematic literature review of studies performed in the last 20 years (2000–2019) that use DCEs to analyse consumers’ preferences for finfish products, with the purpose to identify the main insights of consumer behaviour towards these products, the most used attributes for this type of experiments and to discuss and compare some willingness to pay estimations. We found that origin was the most used attribute for this kind of experiments, while other important factors were the harvest method, a specific certification label and the species or products considered. The WTP estimates evidenced that consumers are willing to pay premiums for domestic products, while similarly, wild products were preferred over farmed products. Also, there were higher WTP estimates for certified products, in which specific certification labels were better options rather than just claiming that the product was certified or not. All claims and labels related to sustainability, nutritional, health and safety information provided premiums that consumers were willing to pay, however, the importance differed depending on the type of label or claim, the country and species. Future research should consider the influence of being or not the main purchaser in the household, as it might affect the WTP values. Also, given the importance, future research extensions using DCEs are needed on the Chinese and Asian finfish marketPeer reviewedEuropean Union’s Horizon 2020 research and innovation programme under the Marie Skłodowska-Curie grant agreement No. 766347 [sponsor]2020-09info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/251137Discrete choice experiments in the analysis of consumers’ preferences for finfish products: A systematic literature review. <i>Food Quality and Preference, 84</i>., United KingdomElsevier. (2020).eninfo:eu-repo/grantAgreement/EC/H2020/766347info:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2346772019-05-02T14:27:46Zhdl_2268_62hdl_2268_71How can Food Loss and Waste management achieve the Sustainable Development Goals?Lemaire, AnaïsLimbourg, SabineBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionFood Loss and Waste occur at all stages of the Supply Chain. We reviewed the literature to identify the causes and classify the proposed solutions in order to reach the number 12.3 Sustainable Development Goal: ''2030, halve per capita global food waste at the retail and consumer levels and reduce food losses along production and supply chains, including post-harvest losses''. In our ongoing research, we focus on food waste and related single use packaging waste in the healthcare sector.2019-02-07info:eu-repo/semantics/conferencePaperhttps://orbi.uliege.be/handle/2268/234677enORBEL33, Hasselt, Belgium (from 07-02-2019 to 08-02-2019)national
oai:orbi.ulg.ac.be:2268/2346622019-04-23T06:35:05Zhdl_2268_62driverhdl_2268_71fulltextLa logistique collaborativeLimbourg, SabineLogistique collaborativeLogistique urbainesustainablilityBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionL'objectif d’une logistique collaborative et coopérative est de générer conjointement un profit en mettant en commun les ressources, en partageant et en tirant parti des forces et des capacités spécifiques des entreprises participantes.CCBLM [sponsor]2019-04-11info:eu-repo/semantics/lecture6https://orbi.uliege.be/handle/2268/234662frSalon Logismed, Casablanca, Maroc (11/04/2019)internationalinfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/1541852013-08-08T13:53:00Zhdl_2268_62hdl_2268_150hdl_2268_71hdl_2268_153Quadratic reformulations of nonlinear binary optimization problemsCrama, Yvesinteger programmingPhysical, chemical, mathematical & earth Sciences :: MathematicsPhysique, chimie, mathématiques & sciences de la terre :: MathématiquesBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionWe consider the problem of minimizing a pseudo-Boolean function f(x), i.e., a real-valued function of 0-1 variables. Several authors have recently proposed to reduce this problem to the quadratic case by expressing f(x) as min{g(x,y): y in {0,1}}, where g is a quadratic function of x and of additional binary variables y. We establish lower and upper bounds on the number of additional y-variables needed in such a reformulation, both for the general case and for the special case of symmetricfunctions like positive or negative monomials, k-out-of-n majority functions, or parity functions.BELSPO - SPP Politique scientifique - Service Public Fédéral de Programmation Politique scientifique [sponsor]QuantOM [research center]2013-07-01info:eu-repo/semantics/conferencePaperhttps://orbi.uliege.be/handle/2268/154185enEURO INFORMS 2013 - 26th European Conference on Operational Research, Rome, Italie (July 1-4 2013)international
oai:orbi.ulg.ac.be:2268/2288142019-09-20T13:45:04Zhdl_2268_62hdl_2268_71fulltextMulti-output proﬁt efﬁciency and directional distance functionsWalheer, BarnabéCherchye, LaurensDe Rock, BramBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionPeer reviewed2016info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/228814Multi-output proﬁt efﬁciency and directional distance functions. <i>Omega : the International Journal of Management Science, 61</i>, 100-109., United KingdomElsevier. (2016).eninfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/2288132019-09-20T13:42:58Zhdl_2268_62hdl_2268_71fulltextDisaggregation of the cost Malmquist productivity index with joint and output-speciﬁc inputsWalheer, BarnabéBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionPeer reviewed2018info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/228813Disaggregation of the cost Malmquist productivity index with joint and output-speciﬁc inputs. <i>Omega : the International Journal of Management Science, 75</i>, 1-12., United KingdomElsevier. (2018).eninfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/1870792015-10-21T16:24:07Zhdl_2268_62hdl_2268_150hdl_2268_71hdl_2268_153Quadratizations of pseudo-Boolean functionsCrama, YvesBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionPhysical, chemical, mathematical & earth Sciences :: MathematicsPhysique, chimie, mathématiques & sciences de la terre :: MathématiquesA pseudo-Boolean function is a real-valued function of 0-1 variables. Every pseudo-Boolean function can be represented by various analytical expressions, e.g., as a polynomial in its variables, or as a polynomial in its variables and in their Boolean complements, or as a disjunctive form, or as pointwise minimum of a family of affine functions, and so forth.
Motivated by the problem of minimizing pseudo-Boolean functions, we consider yet another class of representations. Namely, we say that g(x,y) is a quadratization of the pseudo-Boolean function f(x) if g(x,y) is a quadratic pseudo-Boolean function of x and of m auxiliary binary variables y such that, for all x, f(x) = min g(x,y), where the minimum is taken over all possible values of the y-variables.
It can be shown that every pseudo-Boolean function has at least one, and usually, many quadratizations. In recent years, several authors have proposed to reduce the problem of minimizing an arbitrary function f(x) (say, expressed as a high-degree polynomial) to the (presumably easier) problem of minimizing one of its quadratizations.
In this talk, we discuss the size of ``small'' quadratizations, that is, the number of auxiliary variables required in any quadratization. We provide lower and upper bounds on the number of auxiliary variables for the case of an arbitrary function f(x), as well as for the special case where f(x) is a symmetric function of its variables.BELSPO - SPP Politique scientifique - Service Public Fédéral de Programmation Politique scientifique [sponsor]QuantOM HEC Ecole de gestion [research center]2015-10-23info:eu-repo/semantics/conferencePaperhttps://orbi.uliege.be/handle/2268/187079enOrdered Structures in Games and Decisions, Paris, France (21 octobre 2015)international
oai:orbi.ulg.ac.be:2268/1870802015-10-21T16:23:02Zhdl_2268_62hdl_2268_71Revealed preference tests of collectively rational consumption behaviorCrama, YvesBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionTo verify the empirical adequacy of a particular household consumption model, it is important to develop efficient tests did can be applied to real-world data. These tests check whether the observed household behavior is "rational" in the sense that it is consistent with the predictions of the model. In this talk, we present different approaches based on revealed preferences to test collective models of household consumption. Testing collective rationality is computationally difficult (NP-hard). In order to overcome this negative result, we introduce mixed-integer programming formulations which can be used for medium-sized datasets. Next, we propose simulated annealing heuristics, which allow for efficient testing of the collective model on large datasets. We present the results of computational experiments with our approaches.
Joint work with: Fabrice Talla Nobibon, Laurens Cherchye, Thomas Demuynck, Bram De Rock and Frits CR Spieksma.BELSPO - SPP Politique scientifique - Service Public Fédéral de Programmation Politique scientifique [sponsor]QuantOM HEC Ecole de gestion [research center]2015-10-29info:eu-repo/semantics/lecturehttps://orbi.uliege.be/handle/2268/187080enCOMEX Seminars, ULB, Belgique (29 octobre 2015)national
oai:orbi.ulg.ac.be:2268/596512019-09-20T11:10:41Zhdl_2268_62driverhdl_2268_71fulltextTesting for one-sided alternatives in nonparametric censored regressionHeuchenne, CédricPardo Fernandez, Juan-CarlosBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionPeer reviewedQuantom [research center]2012info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/59651Testing for one-sided alternatives in nonparametric censored regression. <i>TEST, 21</i>(3), 498-518. (2012).eninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/1168392015-11-24T13:15:42Zhdl_2268_62driverhdl_2268_71fulltextA capacity game in transportation managementAmand, GuillaumeArda, YaseminStackelberg gameTransportation managementBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionQuantOM, Center for Quantitative Methods an Operations Management [research center]2012info:eu-repo/semantics/preprinthttps://orbi.uliege.be/handle/2268/116839eninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/1541822013-08-08T13:43:20Zhdl_2268_62hdl_2268_150hdl_2268_71hdl_2268_153Quadratization of pseudo-Boolean functionsCrama, YvesBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionPhysical, chemical, mathematical & earth Sciences :: MathematicsPhysique, chimie, mathématiques & sciences de la terre :: MathématiquesQuantOM [research center]2013-06-20info:eu-repo/semantics/lecturehttps://orbi.uliege.be/handle/2268/154182enLSE Discrete Maths and Game Theory Seminar, Londres, UK (Juin 2013)national
oai:orbi.ulg.ac.be:2268/1570432013-10-12T09:51:12Zhdl_2268_62driverhdl_2268_71fulltextOptimization model for empty container repositioningSalmon, FrédéricLimbourg, SabineIntermodalContainerRepositioningBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionEmpty container management is a transportation issue relating to the imbalance of container demand and supply in various parts of the world. Hence the necessity for shippers to move empty containers to supply areas. The purpose of this research is to develop a decision support tool applying to intermodal freight transport. This project aims at minimizing the overall cost of empty container management in the hinterlands of the ports of Antwerp and Rotterdam. The proposed model is a two-stage stochastic network model which takes account of transit time between ports and terminals, shipping cost, the carrying capacity of the various modes of transport, the stochastic demand and supply of each terminal and port as well as other parameters such as substitution or holding costs. In addition, the proposed model considers the possibility of intermodality with road transportation. Along with the optimal solution, our experimental data should yield an understanding of the impact of costs on the repartition of ows and inventoriesPeer reviewedQuantOM [research center]2013-02-07info:eu-repo/semantics/conferencePaper2https://orbi.uliege.be/handle/2268/157043enORBEL 27, Kortrijk, Belgique (du 07 au 08 février 2013)nationalinfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2510542020-09-23T09:33:25Zhdl_2268_62driverhdl_2268_71fulltextSPEAKinVR: validation of a virtual audienceEtienne, ElodieLeclercq, Anne-LiseRemacle, AngéliquePeters, FlorianSchyns, MichaelVirtual realitypublic speakingsoft skillstrainingBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionThe main goal of this paper is to validate a virtual reality environment for public speaking training. Following Slater’s terminology (2003), there are two important concepts in VR: “immersion which stands for what the technology delivers from an objective point of view” and presence which is “the human reaction to immersion”, i.e., the participant’s subjective sense of being in the virtual place.
The reactions of the audience can have a significant impact on the speaker’s emotions and performance. At a first level, our hypothesis is that interactivity has a positive impact on the presence feeling. At a higher level, as already shown by Chollet et al. (2015), interactivity in VR is also a major ingredient in the training process. It is therefore essential to know if the users perceive the interactions in the virtual environment as representative of the reality and how each one is interpreted. There are two main dimensions in the context of emotion and affect: arousal and valence. As defined by Chollet and Scherer (2017), “arousal can be understood as an audience member’s level of alertness, and valence corresponds to how positively or negatively the person feels toward the speaker or the presentation”. In their paper, they tried to understand how users perceive virtual audience based on the nonverbal behavior of audience members. Our first question is to investigate which attitudes the characters must display and how people perceive the individual members of the audience in terms of their states of arousal and valence.
A second related question is linked to the level of reality used to represent the public. The characters in virtual environments, i.e. avatars, are most often synthetic images. In some cases, photorealistic representations are used but the level of animation is then generally extremely limited. In this context, our second research question investigates whether the use of fully rigged 3D photogrammetric models, i.e. with a skeleton we can animate, can significantly improve the user’s presence.Peer reviewed2020-04-30info:eu-repo/semantics/conferencePaper3https://orbi.uliege.be/handle/2268/251054en6th International AR VR Conference (30-04-2020)internationalinfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2510532020-09-23T09:25:54Zhdl_2268_62driverhdl_2268_71fulltextImproving e-commerce logistics with Augmented Reality and Machine Learning: The case of the 3D bin packing problemPeters, FlorianSchyns, Michaele-commercelogisticsaugmented realitymachine learningreinforcement learning3D bin packingBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionPeer reviewed2020-04-30info:eu-repo/semantics/conferencePaper4https://orbi.uliege.be/handle/2268/251053en6th International AR VR Conference (30 Avril 2020)internationalinfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/1705572014-07-15T11:33:29Zhdl_2268_62hdl_2268_71Approximation algorithms for multi-dimensional vector assignment problemsCrama, Yvesmutli-dimensional assignmentwafer-to-waferapproximabilityBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionF.R.S.-FNRS - Fonds de la Recherche Scientifique [sponsor]QuantOM [research center]2014-07-09info:eu-repo/semantics/conferencePaperhttps://orbi.uliege.be/handle/2268/170557enGO IX - Graphs and Optimization, Sirmione, Italie (7 - 10 juillet 2014)international
oai:orbi.ulg.ac.be:2268/2510922020-09-25T11:10:23Zhdl_2268_62hdl_2268_71fulltextPredictive Maintenance of Technical Faults Using Machine Learning : A Case Study in Air TransportPeters, FlorianAerts, StéphanieSchyns, Michaelpredictive maintenancemachine learningoperations researchair transportindustry 4.0Business & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestion2020info:eu-repo/semantics/preprinthttps://orbi.uliege.be/handle/2268/251092eninfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/2004302019-08-20T16:42:41Zhdl_2268_62hdl_2268_71fulltextLa distribution par des véhicules électriquesBay, MaudLimbourg, SabineVéhicules électriquesminimisation de l’énergiedistribution durablegestion de la batterieproblème du voyageur de commerceBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionThe objective of vehicle routing problems is to design a set of efficient vehicle routes to provide goods from a depot to a set of customers satisfying specific constraints. Classical variants of these problems consider that routes are performed by internal combustion engine vehicles. These vehicles have a long and easy-to-restore driving range. However, due to the short driving range, long battery recharging times and the limited availability of charging infrastructure, routing algorithms for EV need to be developped. Maximizing the driving range of the vehicle leads to an examination of the main factors in energy consumption which are: the mass of the vehicle and its payload, engine efficiency, vehicle speed, the drive pattern, road grade,
and vehicle recharge ability while driving. Results from this research will provide an optimal management of urban logistics where night delivery, through the use of those silent vehicles, remains one of the main benefits.L’objectif des problèmes de tournées de véhicules est la conception d’itinéraires efficaces pour fournir des biens d’un dépôt à un ensemble de clients satisfaisant des contraintes spécifiques. Les variantes classiques de ces problèmes considèrent que les routes sont effectuées par des véhicules alimentés par des moteurs à combustion interne. Ces véhicules ont une grande
autonomie, le réseau d’approvisionnement est dense et le temps nécessaire au ravitaillement peut être négligé. En revanche, en raison d’une plus petite autonomie, du temps nécessaire pour recharger la batterie des véhicules électriques (VE) et de la disponibilité limitée des infrastructures de recharge, les algorithmes de tournées de VE doivent être développés. Maximiser l’autonomie entre deux recharges conduit à examiner les principaux facteurs de consommation d’énergie qui sont : le poids du véhicule et sa charge, l’efficacité du moteur, la vitesse, la conduite, la pente de la route et les possibilités de recharge du véhicule pendant la conduite. Les résultats de cette recherche permettront la gestion optimale de la logistique urbaine où la livraison de nuit, rendue possible par l’usage de ces véhicules silencieux, reste un des grands intérêts.BELSPO - SPP Politique scientifique - Service Public Fédéral de Programmation Politique scientifique [sponsor]QuantOM [research center]2016-05-25info:eu-repo/semantics/lecture7https://orbi.uliege.be/handle/2268/200430frRencontres Universitaires de G enie Civil, Liège, Belgique (25-27 Mai 2016)internationalinfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/2397052019-09-25T13:55:27Zhdl_2268_62driverhdl_2268_71fulltextTransversal assessment of new intermodal strategies : D 2.1 –6.1 Methodology proposalTroch, FrankVanelslander, ThierrySys, ChristaStevens, VidarVerhoest, KoenMostert, MartineTawfik, Christine Maher FouadLimbourg, SabineMerchan Arribas, AngelBelboom, SandraLéonard, AngéliqueBrain-TrainsBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionBelspo2016info:eu-repo/semantics/reporthttps://orbi.uliege.be/handle/2268/239705https://www.uantwerpen.be/images/uantwerpen/container30458/files/BRAIN-TRAINS%20-%20METHODOLOGY%20PROPOSAL.pdfeninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2396662020-06-15T11:20:31Zhdl_2268_62driverhdl_2268_71fulltextTransversal assessment of new intermodal strategies : deliverable D 7.2, synthesis and recommendationsTroch, FrankVanelslander, ThierrySys, ChristaVerhoest, KoenTawfik, Christine Maher FouadLimbourg, SabineMerchan, AngelLéonard, AngéliqueintermodalrailBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionBelspoBELSPO - SPP Politique scientifique - Service Public Fédéral de Programmation Politique scientifique [sponsor]Belspo [commanditer]2018info:eu-repo/semantics/report38https://orbi.uliege.be/handle/2268/239666https://repository.uantwerpen.be/docman/irua/02d1d4/154386.pdfeninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2397022019-09-25T12:44:35Zhdl_2268_62driverhdl_2268_71fulltextBRAIN-TRAINS : macro-economic impact of rail freight in Belgium : what can be the future added value?Troch, FrankVanelslander, ThierrySys, ChristaTawfik, ChristineMostert, MartineLimbourg, SabineMerchan, AngelBelboom, SandraLéonard, AngéliqueStevens, VidarVerhoest, KoenBrain-Trainsintermodalrail freightblueprintBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionThe BRAIN-TRAINS project deals with the possible development of rail freight
intermodality in Belgium. The main goal of the project is to develop a blueprint
establishing the detailed criteria and conditions for developing an innovative intermodal
network in and through Belgium, as part of the Trans-European Transport Network and
related to different market, society and policy-making challenges. The project will develop
an operational framework in which effective intermodal transport can be successfully
established in Belgium, with attention to beneficial participation and commitment of all
different stakeholders.
The present deliverable,Peer reviewed2016info:eu-repo/semantics/conferenceObjecthttps://orbi.uliege.be/handle/2268/239702BRAIN-TRAINS : macro-economic impact of rail freight in Belgium : what can be the future added value? In <i>Proceedings</i>. (2016).en44th European Transport Conference, Barcelona, Spain (05-07 October, 2016)internationalinfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/1999702016-07-08T11:26:21Zhdl_2268_65hdl_2268_62hdl_2268_71Value at RiskEsch, LouisLopez, ThierryRisk Management financierValue at RiskBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionBusiness & economic sciences :: FinanceSciences économiques & de gestion :: Finance1997-11info:eu-repo/semantics/lecturehttps://orbi.uliege.be/handle/2268/199970frRisk Management financier, Bruxelles, Belgique (18 novembre 1997)national
oai:orbi.ulg.ac.be:2268/2396872019-09-25T08:59:42Zhdl_2268_62driverhdl_2268_71fulltextTransversal assessment of new intermodal strategies. Deliverable D2.2Scenario1: Best-case, WP2: Optimal corridor and hub developmentTawfik, Christine Maher FouadMostert, MartineLimbourg, SabineBrain-TrainsBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionBelspo2017info:eu-repo/semantics/report18https://orbi.uliege.be/handle/2268/239687https://www.uantwerpen.be/images/uantwerpen/container30458/files/BRAIN-TRAINS%20-%20D%202_2%20-%20Scenario%201%20-%20Optimal%20corridor%20and%20hub%20development.pdfeninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2397072019-09-25T13:56:03Zhdl_2268_62driverhdl_2268_71fulltextBRAIN-TRAINS : transversal assessment of new intermodal strategies: deliverable D1.1-1.2, SWOT analysisVanelslander, ThierryTroch, FrankDotsenko, VyacheslavPauwels, TomSys, ChristaTawfik, ChristineMostert, MartineLimbourg, SabineStevens, VidarVerhoest, KoenMerchan Arribas, AngelBelboom, SandraLéonard, AngéliqueBrain-TrainsBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionBelspoBelspo [commanditer]2015info:eu-repo/semantics/report2016https://orbi.uliege.be/handle/2268/239707https://repository.uantwerpen.be/docman/irua/1fb721/7b48325d.pdfeninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2397062019-09-25T13:55:54Zhdl_2268_62driverhdl_2268_71fulltextBRAIN-TRAINS : transversal assessment of new intermodal strategies : deliverable D1.3 : scenario developmentTroch, FrankVanelslander, ThierrySys, ChristaStevens, VidarVerhoest, KoenMostert, MartineTawfik, Christine Maher FouadLimbourg, SabineMerchan Arribas, AngelBelboom, SandraLéonard, AngéliqueBrain-TrainsBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionBelspo2015info:eu-repo/semantics/report50https://orbi.uliege.be/handle/2268/239706https://repository.uantwerpen.be/docman/irua/ffbd99/127900.pdfeninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2396842019-09-25T08:56:27Zhdl_2268_62driverhdl_2268_71fulltextTransversal assessment of new intermodal strategies. Deliverable D2.4. Scenario3: Medium-case. WP2: Optimal corridor and hub developmentTawfik, Christine Maher FouadLimbourg, SabineBrain-TrainsBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionBelspo2017info:eu-repo/semantics/report16https://orbi.uliege.be/handle/2268/239684https://www.uantwerpen.be/images/uantwerpen/container30458/files/BRAIN-TRAINS%20-%20D%202_4%20-%20Scenario%203%20-%20Optimal%20corridor%20and%20hub%20development.pdfeninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2512372020-10-01T10:09:16Zec_fundedresourceshdl_2268_62driverhdl_2268_71fulltextDeterminants of fishery and aquaculture products consumption at home in the EU28Cantillo Acosta, Javier ArturoMartín, Juan CarlosRomán, ConcepciónFishery and aquaculture productsEuropean residents’ consuming behaviourFrequency of consumption at homeHeteroscedastic Ordered Probit ModelFood policyBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionThe European Union (EU) is the world’s largest market for fishery and aquaculture products (FAPs) in nominal terms. Given the importance of these products, EU authorities and policy-makers are continuously monitoring consumer preferences and attitudes, analysing whether or not the implementation of EU policies and regulations improves the market conditions. For example, the Eurobarometer (European Union, 2018a) surveyed 27,732 EU residents including a specific module to analyse the fishery and aquaculture EU market. In this study, the dataset is used to estimate Ordered Probit models using effects coding and their marginal effects to identify the main determinants of the frequency of FAPs at-home consumption. Results indicate that the highest probability to consume more frequently FAPs is related to considering that one of the main reasons for buying or eating fishery and aquaculture products is because they are healthy, while the highest probability to consume less frequently FAPs is related to consumers who do not understand at all the information accompanying the products. Similarly, other important reasons for consuming FAPs more frequently are their good taste and low relative price. Also, results indicate a higher frequency of consumption of FAPs for those consumers who are over 55 years of age, are wealthy, have a wild product preference, live in a household of 3 persons or more and are very satisfied with their lives. To our best knowledge, there is not a similar approach in the current literature that considers such an extensive sample which is representative of all the countries that conform the EU28. Results provide valuable information especially for producers and authorities in terms of marketing and policy analysisPeer reviewedEuropean Union’s Horizon 2020 research and innovation programme under the Marie Skłodowska-Curie grant agreement No. 766347 [sponsor]2021-03info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/251237Determinants of fishery and aquaculture products consumption at home in the EU28. <i>Food Quality and Preference, 88</i>., United KingdomElsevier. (2021).eninfo:eu-repo/grantAgreement/EC/H2020/766347info:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2511352020-09-30T15:11:58Zec_fundedresourceshdl_2268_62driverhdl_2268_71fulltextA hybrid-fuzzy TOPSIS method to analyze the consumption and buying behavior of fishery and aquaculture products (FAPs) in the EU28Consumption and buying behavior of FAPs in EU28Cantillo Acosta, Javier ArturoMartín, Juan CarlosRomán, ConcepciónFuzzy logicTriangular fuzzy numbersTOPSISFishery and aquaculture productsFAPsResidents’ consuming and buying behaviorEU28Business & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionPurpose – The purpose of this investigation is to develop a hybrid fuzzy TOPSIS methodology in order to understand in a practical and integrated way, the consuming and buying behavior of EU residents towards Fishery and Aquaculture Products (FAPs), with an emphasis in the consumption and buying frequency.
Design/methodology/approach – Data were obtained from the Special Eurobarometer Survey (European Union, 2018b), which is a survey of 27,732 EU residents with different socio-demographic characteristics that represent the 28 EU countries. A hybrid fuzzy TOPSIS methodology that synthesizes the consuming and buying behavior of the EU residents toward FAPs was developed.
Findings – The results show that among the countries, Spain has the highest consumption and buying patterns of FAPs, while among the generations it corresponds to the residents born between 1928 and 1945. In addition, there are important differences that depend on the country of residence as well as the generation of the residents. The elasticity analysis evidenced that marketing strategies would have the biggest impact in the countries located in the Central-Eastern zone of the EU and on the generation formed by the people born after 1980.
Originality/value – Although in the literature there are many studies that aimed to understand the
behavior of consumers for FAPs, few investigations have focused on analyzing and integrating both the consumption and buying behavior, and to our best knowledge, there are no studies providing a
methodology that allow making comparisons between different countries regarding the consumption and buying behavior of FAPs.Peer reviewedEuropean Union’s Horizon 2020 research and innovation programme under the Marie Skłodowska-Curie grant agreement No. 766347 [sponsor]2020-03info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/251135A hybrid-fuzzy TOPSIS method to analyze the consumption and buying behavior of fishery and aquaculture products (FAPs) in the EU28. <i>British Food Journal</i>.Bingley, United KingdomEmerald. (2020).eninfo:eu-repo/grantAgreement/EC/H2020/766347info:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/1722812014-09-26T07:41:43Zhdl_2268_62hdl_2268_71The Airline Container Loading Problem with Pickup and DeliveryLurkin, VirginieSchyns, MichaelOR in airlinesAssignment problemFuel ConsumptionWeight and balance problemMILPBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionWe address the problem of allocating containers into predefined positions of a carrier, in this case aircraft, under several realistic structural and safety constraints. The originality of our approach is to allow multi-trips with pickup and delivery at some intermediate locations. The objective is to minimize the economic and environmental costs including the impact of the intermediate operations. We resort to an integer linear model. Numerical experiments have been performed using a standard B\&C library. Heuristics are developed to speed up the process.Peer reviewedF.R.S.-FNRS - Fonds de la Recherche Scientifique [sponsor]QuantOM [research center]2014-11-09info:eu-repo/semantics/conferencePaperhttps://orbi.uliege.be/handle/2268/172281en2014 INFORMS Annual Meeting, San Francisco, United States (November 9-12, 2014)international
oai:orbi.ulg.ac.be:2268/2291752018-11-09T13:30:18Zhdl_2268_62driverhdl_2268_71fulltextBelgian Research Action through Interdisciplinary Networks – TRanversal Assessment of Intermodal New Strategies 2012-2017Limbourg, Sabinefreight transportintermodalProjet de rechercheBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionBELSPO - SPP Politique scientifique - Service Public Fédéral de Programmation Politique scientifique [sponsor]2018-11-06info:eu-repo/semantics/lecturehttps://orbi.uliege.be/handle/2268/229175Belgian Research Action through Interdisciplinary Networks – TRanversal Assessment of Intermodal New Strategies 2012-2017. <i>Site d'HEC</i>. (2018).ennationalinfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/1999652016-07-08T10:59:44Zhdl_2268_62hdl_2268_71fulltextLe passage de la prime pure à la prime technique : comment structurer une tarification efficace ?Esch, LouisAssurancesmodèles de tarificationBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestion2016info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/199965Le passage de la prime pure à la prime technique : comment structurer une tarification efficace ? <i>Tangente, HS 57</i>, 72-77.Paris, FrancePOLE. (2016).frinfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/2396862019-09-25T08:58:12Zhdl_2268_62driverhdl_2268_71fulltextBRAIN-TRAINS : transversal assessment of new intermodal strategies. Deliverable D 2.3 Scenario2: Worst-case. WP2: Optimal corridor and hub developmentMostert, MartineTawfik, Christine Maher FouadLimbourg, SabineBrain-TrainsBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionbelspo2017info:eu-repo/semantics/report16https://orbi.uliege.be/handle/2268/239686https://www.uantwerpen.be/images/uantwerpen/container30458/files/BRAIN-TRAINS%20-%20D%202_3%20-%20Scenario%202%20(worst)%20-%20Optimal%20corridor%20and%20hub%20development.pdfeninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2396672020-06-15T11:20:45Zhdl_2268_62driverhdl_2268_71fulltextTransversal assessment of new intermodal strategies : deliverable D 7.1, synopsisTroch, FrankVanelslander, ThierrySys, ChristaVerhoest, KoenTawfik, ChristineLimbourg, SabineMerchan Arribas, AngelLéonard, AngéliqueintermodalrailBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionBelspoBELSPO - SPP Politique scientifique - Service Public Fédéral de Programmation Politique scientifique [sponsor]Belspo [commanditer]2018info:eu-repo/semantics/report48https://orbi.uliege.be/handle/2268/239667https://repository.uantwerpen.be/docman/irua/ceced9/154387.pdfeninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/1204292012-05-09T13:51:39Zhdl_2268_62driverhdl_2268_71fulltextChargement de marchandises dans un avion cargo: le cas des marchandises nécessitant des précautions particulièresSchyns, MichaelLimbourg, SabineKleyntssens, Thomaschargement avionproduits dangereuxweight and balanceoptimisationMIPBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionD'une part, les entreprises de transport aérien ont acheminé en 2010 plus d’un tiers de la valeur des exportations mondiales. D'autre part, le chargement des avions est une opération complexe soumise à de nombreuses contraintes et peu d'outils sont disponibles pour aider les loadmasters à trouver la meilleure disposition des conteneurs dans les avions. Limbourg, Schyns et Laporte (2011) ont proposé un modèle à variables entières pour traiter les problèmes élémentaires. Notre travail est une extension de ces travaux. Nous considérons des chargements spéciaux qui impliquent des précautions particulières (produits dangereux, animaux, produits réfrigérés, aliments périssables, ...) ainsi que le transport de marchandises de plus grande taille. L’ajout de ces deux types de contraintes se justifie par la grande fréquence de ces situations dans des problèmes réels rencontrés par nos partenaires industriels. Le problème résultant est très complexe et nous proposons un outil pour le résoudre.Peer reviewedQuantOM [research center]2012-04info:eu-repo/semantics/conferencePaperhttps://orbi.uliege.be/handle/2268/120429http://roadef2012.ima.uco.fr/fr13ème Congrès de la Société française de Recherche Opérationnelle et d'Aide à la Décision (ROADEF), Angers, France (du 11 avril au 13 avril 2012)internationalinfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/1170422012-05-23T07:37:02Zhdl_2268_62driverhdl_2268_71fulltextOptimisation 3D du chargement de conteneurs pour le transport aérienPaquay, CéliaLimbourg, SabineSchyns, MichaelBin packingULDair cargoBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionDe nos jours, décider comment remplir des conteneurs avec des colis est une activité courante
aussi bien dans le domaine du transport routier qu’aérien. Ce type de question est apparentée
aux problèmes de Bin-Packing(BPP) en recherche opérationnelle. En termes économiques,
ces opérations doivent mener à une solution qui satisfait de nombreuses contraintes physiques,
être réalisées rapidement et de sorte à maximiser certains critères. Typiquement, on tentera de
charger un maximum de colis dans un minimum de conteneurs pour réduire les coûts.Peer reviewedQuantOM [research center]2012-04-11info:eu-repo/semantics/conferenceObjecthttps://orbi.uliege.be/handle/2268/117042In LigéRO (Ed.), Proceedings ROADEF 2013 (LigéRO - Université d'Angers). Angers, France (2012).fr13e congrès annuel de la Société française de Recherche Opérationnelle et d’Aide à la Décision, Angers, France (du 11 au 13 avril 2012)internationalinfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/1203472012-05-23T07:37:02Zhdl_2268_62driverhdl_2268_71fulltext
oai:orbi.ulg.ac.be:2268/967262011-08-06T16:19:33Zhdl_2268_62driverhdl_2268_71fulltextComplexity results and exact algorithms for robust knapsack problemsTalla Nobibon, FabriceLeus, Roelknapsack problemcomplexityscenario-relaxation algorithmBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestion2011-03-04info:eu-repo/semantics/lecture2https://orbi.uliege.be/handle/2268/96726enROADEF, Saint-Etiènne, France (du 2 au 4 mars 2011)internationalinfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/907212013-06-21T14:26:47Zhdl_2268_62hdl_2268_71fulltextThe Economic and Statistical Designs of Control charts for Censored and Non-Normal DataFaraz, AlirezaHeuchenne, CédricDavis, Darwin, EdwardSaniga, ErwinCensored DataControl chartsEconomic and statistical designBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionIn this research, we are dealing with constructing the statistical design (SD) and economic statistical design (ESD) of Shewhart and CUSUM control charts for reliability data which are right censored. This is the case which happens more frequently in the field.2011-12info:eu-repo/semantics/lecturehttps://orbi.uliege.be/handle/2268/90721e Journal de la Recherche sur l'Intervention en Éducation Physique et Sport. Besançon, France: Institut Universitaire de formation des Maîtres de l'Université Franche-Comté (2014).enUniversity of Delaware Scientific meeting, USA (Dec, 2011)nationalinfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/2310002019-01-10T08:27:06Zhdl_2268_62hdl_2268_71Cost Malmquist productivity index: from output to groupWalheer, BarnabéBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestion2018-07info:eu-repo/semantics/lecturehttps://orbi.uliege.be/handle/2268/231000enAsia Pacific Productivity Conference, Seoul, Korea (from 04-07-2018 to 06-07-2018)international
oai:orbi.ulg.ac.be:2268/2310042019-01-10T08:28:21Zhdl_2268_62hdl_2268_71How cost efficient are European countries while aiming at the EU’s 2020 objectives?Walheer, BarnabéBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestion2012-06info:eu-repo/semantics/lecturehttps://orbi.uliege.be/handle/2268/231004enNorth American Productivity Workshop VII, Houston, Texas, United States (from 06-06-2012 to 09-06-2012)
oai:orbi.ulg.ac.be:2268/1874562015-10-30T14:48:12Zhdl_2268_62driverhdl_2268_71fulltextSeveral constructive heuristics for the three dimensional Multiple Bin Size Bin Packing Problem with air transportation constraintsPaquay, CéliaLimbourg, SabineOliveira, José FernandoSchyns, MichaelBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestion2015-03info:eu-repo/semantics/conferencePaperhttps://orbi.uliege.be/handle/2268/187456en12th ESICUP Meeting (29-31 mars 2015)internationalinfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2135042019-10-15T09:55:02Zhdl_2268_62driverhdl_2268_71fulltextRevealed preference theory: An algorithmic outlookSmeulders, BartCrama, YvesSpieksma, Frits C.R.revealed preferencerationality axiomsutility theorypreference learningcomputational complexityBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionRevealed preference theory is a domain within economics that studies rationalizability of behavior by (certain types of) utility functions. Given observed behavior in the form of choice data, testing whether certain conditions are satisfied gives rise to a variety of computational problems that can be analyzed using operations research techniques. In this survey, we provide an overview of these problems, their theoretical complexity, and available algorithms for tackling them. We focus on consumer choice settings, in particular individual choice, collective choice and stochastic choice settings.Peer reviewedBELSPO - SPP Politique scientifique - Service Public Fédéral de Programmation Politique scientifique [sponsor]F.R.S.-FNRS - Fonds de la Recherche Scientifique [sponsor]HEC - QuantOM [research center]2019info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/213504Revealed preference theory: An algorithmic outlook. <i>European Journal of Operational Research, 272</i>, 803-815., NetherlandsElsevier. (2019).eninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/1999552016-07-08T10:03:06Zhdl_2268_65hdl_2268_62hdl_2268_150hdl_2268_71hdl_2268_153fulltextModèles probabilistes en finance et assurancesEsch, LouisThéorie des probabilitésFinanceAssurancesPhysical, chemical, mathematical & earth Sciences :: MathematicsPhysique, chimie, mathématiques & sciences de la terre :: MathématiquesBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionBusiness & economic sciences :: FinanceSciences économiques & de gestion :: Finance2004info:eu-repo/semantics/bookParthttps://orbi.uliege.be/handle/2268/199955Modèles probabilistes en finance et assurances. In J., Bair (Ed.) & V., Henry (Ed.)<i>Regards croisés sur les méthodes quantitatives de gestion</i> (pp. 169-197). Editions de l'ULg. (2004).frinfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/1874552015-10-30T14:47:43Zhdl_2268_62driverhdl_2268_71fulltextA best fit decreasing algorithm for the three dimensional bin packing problemPaquay, CéliaSchyns, MichaelLimbourg, SabineBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestion2015-07info:eu-repo/semantics/conferencePaperhttps://orbi.uliege.be/handle/2268/187455enXI International Workshop on Cutting and Packing problems and Related Topics, Portugal (29-31 juillet 2015)internationalinfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/1706492014-07-18T09:18:04Zhdl_2268_62driverhdl_2268_71fulltextShort Prime Quadratizations of Cubic Negative MonomialsCrama, YvesRodriguez Heck, Elisabethinteger programmingquadratic optimizationBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionPseudo-Boolean functions naturally model problems in a number of different areas such as computer science, statistics, economics, operations research or computer vision, among others. Pseudo-Boolean optimization (PBO) is NP-hard, even for quadratic polynomial objective functions. However, much progress has been done in finding exact and heuristic algorithms for the quadratic case. Quadratizations are techniques aimed at reducing a general PBO problem to a quadratic polynomial one. Quadratizing single monomials is particularly interesting because it allows quadratizing any pseudo-Boolean function by termwise quadratization. A characterization of short quadratizations for negative monomials has been provided. In this report we present a proof of this characterization for the case of cubic monomials, which requires a different analysis than the case of higher degree.Belgium, Liège : HEC ULgBELSPO - SPP Politique scientifique - Service Public Fédéral de Programmation Politique scientifique [sponsor]QuantOM - HEC - ULiège [research center]2014-07-18info:eu-repo/semantics/preprinthttps://orbi.uliege.be/handle/2268/170649eninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/1789562015-03-05T17:00:44Zhdl_2268_62driverhdl_2268_71fulltextQuand les maths nous transportent...Crama, Yvesrecherche opérationnelletransportlogistiqueBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionVoici trois siècles, il se racontait dans la ville prussienne de Königsberg qu’un promeneur ne pouvait pas traverser successivement les sept ponts reliant les différentes parties de la cité sans emprunter deux fois le même pont. Leonhard Euler apporta en 1736 une démonstration élégante de cette affirmation. Il produisit ainsi l’une des premières applications des mathématiques à la construction d’itinéraires optimisés.
Aujourd’hui, la modélisation mathématique est devenue un outil indispensable pour les décideurs dans le monde du transport et, plus généralement, pour la gestion et la planification des activités logistiques. Qu’il s’agisse de calculer l’itinéraire le plus rapide de Liège à Marbella, d’optimiser les tournées de livraison d’une chaîne de grande distribution, de charger des navires ou des avions en assurant leur stabilité, de réduire les stocks excédentaires d’une entreprise pharmaceutique, de fixer le prix de billets de TGV en fonction des places disponibles, dans chaque cas, les mathématiques, alliées à l’informatique, permettent de formuler de façon précise le problème rencontré et d’y apporter des réponses pertinentes.
Cet exposé présentera quelques applications typiques des mathématiques dans le domaine de la logistique et fournira un aperçu des méthodes qui y sont mises en œuvre.QuantOM [research center]2014-11info:eu-repo/semantics/lecturehttps://orbi.uliege.be/handle/2268/178956frMatinée scientifique, Liègenationalinfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/906702013-06-21T14:17:54Zhdl_2268_62hdl_2268_71fulltextMonitoring delivery chains in a supply chain using multivariate control chartsFaraz, AlirezaHeuchenne, CédricSaniga, ErwinFoster, EarnestDelivery Chains, Multivariate Control Charts, Economic Statistical Design and Genetic Algorithms.Business & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionThe theory of the delivery chain considers the delivery of goods and services to
customers within a specific time interval. Nowadays, organizations are focusing to satisfy
their customers’ demands not only to meet the expectations for products quality but also
in delivery times through managing delivery chains. Obviously it is desirable that a
company has minimum delivery time of goods and services to its customers. Therefore,
establishing economic and reliable control charts for monitoring the key characteristics of
delivery chain is of great importance especially for managers to improve the whole
delivery chains performance. On the other hand, as we shall see in the present paper, the
performance of a delivery chain is multivariate in nature because customers do not
evaluate a delivery performance with a univariate mindset and also there are usually
several production and delivery sites, and variety of different methods of transportation of
goods and services. In this paper, we propose a relatively new application of the
economic statistical design of the multivariate T2 control chart to monitor the delivery
chain performance and it is illustrated through a case study in the TNT express mail in
Iran.Peer reviewed2011-07-13info:eu-repo/semantics/conferencePaperhttps://orbi.uliege.be/handle/2268/90670http://www.ind.puc-rio.br/isspc2011/index2.htmlen2th International Symposium on Statistical Process Control, Rio de Janerio, Brazil (13-14 July, 2011)internationalinfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/1570422013-10-12T09:51:10Zhdl_2268_62driverhdl_2268_71fulltextEmpty Container Management in the Benelux WaterwaysSalmon, FrédéricLimbourg, Sabineempty container managementHinterlandMIPBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionThe scientific contribution of this paper is the development of a model for empty container management in the hinterlands of the ports of Antwerp and Rotterdam. The objective of the proposed model is to minimize the total operational cost while satisfying the demand for empty containers. This goal is achieved by choosing the most efficient transportation mode between a seaport and its hinterland: road, inland waterways or intermodal transport. Moreover, to fit the real-life operation and management as well as possible, our model also includes container substitution and container leasing options.Peer reviewed2013-09-25info:eu-repo/semantics/conferenceObjecthttps://orbi.uliege.be/handle/2268/157042Pianic Smart Rivers 213. (2013).enSmart Rivers 2013, Maastricht and Liège, The Netherlands and Belgium (23 - 27 September 2013)internationalinfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2195712018-01-31T09:06:04Zhdl_2268_72hdl_2268_62hdl_2268_71fulltextCe que préfèrent les consommateursWhat consumers preferEsch, LouisEconomiePréférence des consommateursConvexitéBusiness & economic sciences :: General economics & history of economic thoughtSciences économiques & de gestion :: Economie générale & histoire de la pensée économiqueBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionLa 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.2017info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/219571Ce que préfèrent les consommateurs. <i>Tangente, HS 62</i>, 32-34.Paris, FrancePOLE. (2017).frinfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/1789572015-03-05T17:09:48Zhdl_2268_64hdl_2268_62driverhdl_2268_71fulltextQuand les maths nous transportent...Crama, Yvesrecherche opérationnelletransportlogistiqueBusiness & economic sciences :: Production, distribution & supply chain managementSciences économiques & de gestion :: Production, distribution & gestion de la chaîne logistiqueBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionVoici trois siècles, il se racontait dans la ville prussienne de Königsberg qu’un promeneur ne pouvait pas traverser successivement les sept ponts reliant les différentes parties de la cité sans emprunter deux fois le même pont. Leonhard Euler apporta en 1736 une démonstration élégante de cette affirmation. Il produisit ainsi l’une des premières applications des mathématiques à la construction d’itinéraires optimisés.
Aujourd’hui, la modélisation mathématique est devenue un outil indispensable pour les décideurs dans le monde du transport et, plus généralement, pour la gestion et la planification des activités logistiques. Qu’il s’agisse de calculer l’itinéraire le plus rapide de Liège à Marbella, d’optimiser les tournées de livraison d’une chaîne de grande distribution, de charger des navires ou des avions en assurant leur stabilité, de réduire les stocks excédentaires d’une entreprise pharmaceutique, de fixer le prix de billets de TGV en fonction des places disponibles, dans chaque cas, les mathématiques, alliées à l’informatique, permettent de formuler de façon précise le problème rencontré et d’y apporter des réponses pertinentes.
Cet exposé présentera quelques applications typiques des mathématiques dans le domaine de la logistique et fournira un aperçu des méthodes qui y sont mises en œuvre.QuantOM - HEC ULiège [research center]2015-03info:eu-repo/semantics/lecturehttps://orbi.uliege.be/handle/2268/178957frMatinée scientifique, Liègenationalinfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/1479772014-09-01T07:31:41Zhdl_2268_62hdl_2268_150driverhdl_2268_71hdl_2268_153fulltextApproximation Algorithms for Multi-Dimensional Vector Assignment ProblemsDokka, TrivikramCrama, YvesSpieksma, Frits C.R.multi-dimensional assignmentapproximabilityworst-case analysissubmodularitywafer-to-wafer integrationPhysical, chemical, mathematical & earth Sciences :: MathematicsPhysique, chimie, mathématiques & sciences de la terre :: MathématiquesBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionWe 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 of the $m$-tuples is minimized. The main motivation comes from a yield optimization problem in semi-conductor manufacturing.
We consider two classes of polynomial-time heuristics for MVA, namely, hub heuristics and sequential heuristics, and we study their approximation ratio. In particular, we show that when the cost function is monotone and subadditive, hub heuristics, as well as sequential heuristics, have finite approximation ratio for every fixed $m$. Moreover, we establish better approximation ratios for certain variants of hub heuristics and sequential heuristics when the cost function is monotone and submodular, or when it is additive. We provide examples to illustrate the tightness of our analysis. Furthermore, we show that the MVA problem is APX-hard even for the case $m=3$ and for binary input vectors. Finally, we show that the problem can be solved in polynomial time in the special case of binary vectors with fixed dimension $p$.BELSPO - SPP Politique scientifique - Service Public Fédéral de Programmation Politique scientifique [sponsor]QuantOM - HEC Ecole de gestion [research center]2013-05-06info:eu-repo/semantics/preprinthttps://orbi.uliege.be/handle/2268/147977eninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2294442018-11-19T12:08:14Zhdl_2268_62driverhdl_2268_71fulltextDial-a-ride with real-time disruptionsPaquay, CéliaCrama, YvesPironet, ThierryBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionPeer reviewed2018info:eu-repo/semantics/conferencePaper1https://orbi.uliege.be/handle/2268/229444en29th European Conference on Operational Research, Valencia, Spain (8-11 July 2018)internationalinfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/1551812014-09-01T12:49:26Zhdl_2268_62hdl_2268_71The Airline Container Loading Problem with Pickup & Delivery and Multi DoorsSchyns, MichaelLurkin, VirginieOperations researchair transportationBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionWe address the problem of allocating containers into predefined positions of a carrier, in
this case aircraft, under several realistic structural and safety constraints, including the management of several doors. The originality of
our approach is to allow multi-trips with pickup and delivery at some intermediate locations.
The objective is to minimize the economic and environmental costs including the impact of
the intermediate operations. We resort to an integer linear model. Numerical experiments have
been performed using a standard B&C library. The cost impact is measured. The Airline Group of the International Federation of Operational Research Societies, composed of professionals and academics, has awarded us the price of the "Best technical presentation" for this work.Peer reviewedPAI Comex [sponsor]QuantOM [research center]2013-08info:eu-repo/semantics/conferenceObjecthttps://orbi.uliege.be/handle/2268/15518153rd AGIFORS Annual Proceedings 2013: Annual Symposium and Study Group Meeting. AGIFOR (2013).en53rd annual meeating of the Airline Group of the International Federation of Operational Research Societies (AGIFORS), Amsterdam, Netherlands (19-23 August 2013)international
oai:orbi.ulg.ac.be:2268/2294562018-11-19T17:30:15Zhdl_2268_62driverhdl_2268_71fulltextDial-a-ride with real-time disruptionsPaquay, CéliaCrama, YvesPironet, ThierryBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestion2018info:eu-repo/semantics/conferencePaperhttps://orbi.uliege.be/handle/2268/229456enOR 2018, Bruxelles, Belgique (12-14 septembre 2018)info:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/1678652014-07-02T10:33:12Zhdl_2268_62hdl_2268_71How to locate intermodal terminals for achieving economic and environmental competitiveness?Mostert, MartineLimbourg, SabineIntermodal freight transportationnetwork designrail-road terminalswaterways-road terminalsexternalitiesBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionEurope has a strong commitment to the development of competitive and sustainable transportation. An intermediate objective cited in the “White Paper” is to shift 30% of 300 km and above road freight transportation to more environmentally-friendly modes of transport such as rail and water by 2030. Improving and expanding the intermodal network is one way to achieve this goal. However, intermodal transport requires intermodal terminals where the transfer from one mode to another can occur. The location of those terminals is of strategic importance for the competitiveness of intermodal transport. The objective of this paper is therefore to develop a network design model which allows the optimal location of intermodal terminals to be determined, subject to both economic and environmental efficiency. Three possible combinations are considered: (i) Road-only, (ii) Intermodal transport using road (drayage) and rail (long-haul) and (iii) Intermodal transport using road (drayage) and inland waterways (long-haul). External costs are also included in the analysis, i.e. costs that are generated by an economic agent but supported by other agents of the society. This strategy is in line with the willingness of Europe to internalize external costs. The developed model can be used to test how modal split is influenced by the undertaken policies, such as internalizing external costs in the transportation costs. Tests are carried out on the case study of Belgium.QuantOM [research center]2014-04-25info:eu-repo/semantics/conferencePaperhttps://orbi.uliege.be/handle/2268/167865enNECTAR Cluster 1 – Networks "Efficient European Multimodal Networks", Liège, Belgique (24-25 Avril 2014)international
oai:orbi.ulg.ac.be:2268/2054532017-01-17T13:52:22Zhdl_2268_62hdl_2268_71A bi-objective model for intermodal transportMostert, MartineLimbourg, SabineBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionPeer reviewed2014-08info:eu-repo/semantics/conferenceObjecthttps://orbi.uliege.be/handle/2268/205453A bi-objective model for intermodal transport. In <i>ILS 2014 Proceedings</i>. (2014).en5th international conference on information systems, logistics and supply chain CONNECTING WORLDS ILS, Breda, Pays-Bas (du 25 au 27 août 2014)
oai:orbi.ulg.ac.be:2268/1945342018-05-15T03:00:27Zhdl_2268_62driverhdl_2268_71fulltextA robust statistical approach to select adequate error distributions for financial returnsHambuckers, julienHeuchenne, Cédricerror distributionnonparametric volatilitymodel misspecificationgoodness-of-fitskewed-t distributionNIG distributionhyperbolic distributionBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionIn this article, we propose a robust statistical approach to select an appropriate error distribution, in a classical multiplicative heteroscedastic model. In a first step, unlike to the traditional approach, we don't use any GARCH-type estimation of the conditional variance. Instead, we propose to use a recently developed nonparametric procedure (Mercurio and Spokoiny, 2004): the Local Adaptive Volatility Estimation (LAVE). The motivation for using this method is to avoid a possible model misspecification for the conditional variance. In a second step, we suggest a set of estimation and model selection procedures (Berk-Jones tests, kernel density-based selection, censored likelihood score, coverage probability) based on the so-obtained residuals. These methods enable to assess the global fit of a set of distributions as well as to focus on their behavior in the tails, giving us the capacity to map the strengths and weaknesses of the candidate distributions. A bootstrap procedure is provided to compute the rejection regions in this semiparametric context. Finally, we illustrate our methodology throughout a small simulation study and an application on three time series of daily returns (UBS stock returns, BOVESPA returns and EUR/USD exchange rates)Peer reviewedF.R.S.-FNRS - Fonds de la Recherche Scientifique [sponsor]2017info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/194534A robust statistical approach to select adequate error distributions for financial returns. <i>Journal of Applied Statistics, 44</i>(1), 137-161.Routledge. (2017).eninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/906722014-07-23T15:43:15Zhdl_2268_62hdl_2268_71fulltextDouble Objective Economic Statistical Design of the VPT2 Control Chart: Wald’s identity approachFaraz, AlirezaHeuchenne, CédricSaniga, ErwinCosta, Antonio F.B.Hotelling’s control chart, Adjusted Average Time to Signal (AATS), Variable Parameters (VP), Economic Statistical Design (ESD), Wald’s identity, Multi-objective Genetic Algorithm (MOGA).Business & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionRecent studies have shown that applying the control chart by using a variable parameters (VP) scheme yields more rapid detection of assignable causes than the classical method of taking fixed sample sizes at fixed intervals of time. In this paper, the problem of economical statistical design of the VP T2 control chart is considered as a double-objective minimization problem with the statistical objective adjusted average time to signal and the economic objective expected cost per hour. Then we strive to find the Pareto-optimal designs in which the two objectives are met simultaneously by using a multi-objective Genetic Algorithm or GA. Through an illustrative example, we show that relatively large benefits accrue to the VP method relative to the classical policy; further another advantage of our approach is to provide a list of alternative solutions that can be explored graphically. This then ensures flexibility and adaptability, an important attribute of contemporary control chart design.Peer reviewedF.R.S.-FNRS - Fonds de la Recherche Scientifique [sponsor]2014info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/90672http://www.tandfonline.com/doi/abs/10.1080/00949655.2013.784315#.Uc25Afkwe9EJournal of Statistical Computation & Simulation, 84, 2123-2137. Abingdon, United Kingdom: Taylor & Francis Ltd (2014).eninfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/1713312014-11-03T10:20:55Zhdl_2268_62driverhdl_2268_71fulltextInventory-routing problem with pickups and deliveries of RTI in closed-loop supply chainIassinovskaia, GalinaLimbourg, SabineRiane, FouadReturnable transport itemClosed-loop supply chainInventory routing problemBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionReducing environmental impact, related regulations and potential for operational benefits are the main reasons why companies share their Returnable Transport Items (RTIs) among different partners of a closed-loop supply chain. This research deals with an inventory-routing problem with pickups and deliveries of RTIs. A mixed-integer linear program is developed and tested on small instances. To handle realistic large size problems, a clustering algorithm is coupled with a simulation model. This hybrid heuristic allows assessing the benefits of information and RTIs sharing among partners.Peer reviewed2014-07-17info:eu-repo/semantics/conferencePaperhttps://orbi.uliege.be/handle/2268/171331en20th Conference of the international Federation of Operational research societies, Barcelona, Spain (13-18 July 2014)internationalinfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/1715302014-11-03T10:20:55Zhdl_2268_62driverhdl_2268_71fulltext
oai:orbi.ulg.ac.be:2268/2195732018-01-31T09:10:55Zhdl_2268_62hdl_2268_71fulltextUne introduction à l'économétrieAn introduction to econometricsEsch, LouisEconométrieBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestion2017info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/219573Une introduction à l'économétrie. <i>Tangente. Hors-série, HS 62</i>., FrancePOLE. (2017).frinfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/1927052016-02-01T09:35:00Zhdl_2268_62hdl_2268_71Tightening linearizations of non-linear binary optimization problemsRodriguez Heck, ElisabethCrama, Yveslinearizationbinary optimizationnon-linear optimizationBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestion2016-01-28info:eu-repo/semantics/conferencePaperhttps://orbi.uliege.be/handle/2268/192705enORBEL30: 30th annual conference of the Belgian Operational Research Society, Louvain-la-Neuve, Belgique (du 28 janvier 2016 au 29 janvier 2016)international
oai:orbi.ulg.ac.be:2268/1072872012-01-09T08:54:46Zhdl_2268_62driverhdl_2268_71fulltextAutomatic Cargo Load Planning: Special shipmentsLimbourg, SabineSchyns, MichaelAircraft loadingweight and balancetransportdangerousperishableanimalsBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionThe aircraft loading problem is a real-world combinatorial optimisation problem highly constrained. Indeed, loading the aircraft so the gross weight is less than the maximum allowable is not enough. This weight must be distributed to keep the centre of gravity (CG) within specified limits. Moreover, an aircraft has usually several cargo compartments with specific contours and structural limitations such as floor loading, combined load limits and cumulative load limitations. Finally, some shipments are particularly restrictive to transport, like dangerous goods, live animals and perishable goods. This paper is concerned with the incorporation of these latter constraints in a mixed integer linear program for the problem of loading a set of Unit Loading Devices (ULDs) and bulk into an aircraft. Experimental results for real data sets show that the model achieves better balanced solutions in only a few seconds compared to the solution obtained by load masters.QuantOM [research center]2011-05-25info:eu-repo/semantics/bookParthttps://orbi.uliege.be/handle/2268/107287In E., Cornelis (Ed.), Proceedings of the BIVEC-GIBET Transport Research Day 2011. Namur, Belgium: University Press (2011).eninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/1073022012-01-09T09:21:31Zhdl_2268_62driverhdl_2268_71fulltextThree Dimensional Bin Packing Problem applied to air cargoPaquay, CéliaSchyns, MichaelLimbourg, SabineBin-packingcargo aircraftunit load devicesBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionDeciding whether a set of three dimensional boxes can be packed into a container is a NP-hard problem. Mathematical models have been developed, however, only few studies take into account constraints encountered in real-world applications such as the stability or the fragility of the cargo. Moreover, despite the importance of this issue in air transport, the literature is almost silent on constraints related to the distribution of the weight inside a container. This paper is concerned with the formulation of the three dimensional palletization which includes the main constraints met in the air cargo industry.2011-12-15info:eu-repo/semantics/lecture6https://orbi.uliege.be/handle/2268/107302enLe Colloque International sur les Systèmes Industriels et Logistiques « SIL 2011 », Casablanca, Maroc (15 et 16 Décembre 2011)internationalinfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/1073032012-01-09T09:21:44Zhdl_2268_62driverhdl_2268_71fulltextLes défis du transport de fretLimbourg, SabineSchyns, MichaelBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionQuantOM [research center]2011-11-14info:eu-repo/semantics/contributionToPeriodicalhttps://orbi.uliege.be/handle/2268/107303La Libre Belgique. Bruxelles, Belgium: La Libre Belgique (2011).frinfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/1942072016-03-03T05:30:36Zhdl_2268_62driverhdl_2268_71fulltextNonparametric control charts: economic statistical designMarcos Alvarez, AlejandroHeuchenne, CédricFaraz, AlirezaControl chartsEconomic statistical designNonparametric statisticsQuality controlSign testWilcoxon signed-rank testBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionThis paper studies economic statistical designs (ESD) for nonparametric control charts based on the sign and Wilcoxon tests. The main advantage of the procedures is that, except for the tested location parameter, they do not use either any parametric distribution for the quality characteristic or any information about the possible involved parameters, neither in the in-control nor in the out-of-control state. This is made possible by minimizing a cost function specified independently of these quantities. Unlike the ESD for the $\overline{x}$ chart, the resulting charts designs are robust to changes of the distributions of the observations (in control or out of control), provide reliable statistical guarantees when the $\overline{x}$ chart ESD does not and stay competitive even when the strong assumptions of the $\overline{x}$ chart ESD are fully satisfied. These new techniques can therefore be applied to a definitely wider class of problems and their designs may stay constant over time without losing performance.2016info:eu-repo/semantics/preprinthttps://orbi.uliege.be/handle/2268/194207eninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/1999612016-07-08T10:51:42Zhdl_2268_62hdl_2268_71fulltextLa ruine d'une compagnie d'assurances : un événement qu'on aimerait éviterEsch, LouisAssurancesprobabilité de ruineBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestion2016info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/199961La ruine d'une compagnie d'assurances : un événement qu'on aimerait éviter. <i>Tangente, HS 57</i>, 57.Paris, FrancePOLE. (2016).frinfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/1999692016-07-08T11:21:36Zhdl_2268_65hdl_2268_62hdl_2268_71Value at Risk : une nouvelle technique de Risk Management financierEsch, LouisLopez, ThierryRisk Management financierValue at RiskBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionBusiness & economic sciences :: FinanceSciences économiques & de gestion :: Finance1997-04info:eu-repo/semantics/lecture80https://orbi.uliege.be/handle/2268/199969frProgramme des séminaires des formations postuniversitaires de HEC Liège, Liège, Belgique (23 avril 1997)national
oai:orbi.ulg.ac.be:2268/2278442018-11-29T20:02:19Zhdl_2268_62hdl_2268_150driverhdl_2268_71hdl_2268_153fulltextA Comparative Study of Labeling Algorithms within the Branch-and-Price Framework for Vehicle Routing with Time WindowsMichelini, StefanoVehicle Routing ProblemBranch-and-PriceTime WindowsColumn GenerationLabeling algorithmsBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionPhysical, chemical, mathematical & earth Sciences :: MathematicsPhysique, chimie, mathématiques & sciences de la terre :: MathématiquesThe Vehicle Routing Problem with Time Windows (VRPTW) is a well-known extension of the Vehicle Routing Problem, one of the oldest and most studied problems in combinatorial optimization. The VRPTW consists in finding an optimal set of routes for a fleet of vehicles based in a single depot in order to service a set of customers. Each customer is associated with a time window, which specifies the earliest and the latest possible service start times. Time windows are a natural feature of a number of applications, such as postal deliveries, grocery deliveries, or school bus routing.
In addition to the VRPTW, we consider a variant of this problem where the aim is to minimize the total route duration, instead of just the total travel time. Thus, the waiting times that are incurred by vehicles before they can service a customer are taken into account in the objective function of the problem. This aspect is relevant in applications where waiting times bear an implicit cost, such as when the vehicles are rented by the distribution company, or when they consume energy during idle times, as in the case of refrigerated trucks delivering perishable goods.
Branch-and-Price (BP) is one of the most effective and commonly used exact methodologies for solving routing problems. In recent years, several studies have investigated advanced labeling algorithms to solve the related pricing problem, which is usually a variant of the elementary shortest path problem with resource constraints. Being able to solve this subproblem efficiently is crucial, since it is a major bottleneck for the performance of the BP procedure. Each of these methods uses a certain strategy to relax the elementarity constraints of the pricing problem in order to accelerate its solution. In this study, we investigate the performances of several such methods within a BP framework.
In order to perform rigorous comparisons, we first parametrize several algorithmic components. Then, we search for good parameter configurations for each algorithm with a tool for automated parameter tuning. Finally, we run the best configuration found for each algorithm on benchmark instances and analyze the results with statistical tests. Our results show in particular that a class of hybrid algorithms, where multiple customer sets are used to control the relaxation of the elementarity conditions, rather than a single one, outperforms all the others.Université de Liège, Liège, BelgiqueInteruniversity Attraction Poles Programme of the Belgian Science Policy Office (grant P7/36) [sponsor]Arda, Yasemin [superviser]Crama, Yves [president of the jury]Schyns, Michael [member of the jury]Labbé, Martine [member of the jury]Küçükaydın, Hande [member of the jury]Feillet, Dominique [member of the jury]Centre for Quantitative Methods and Operations Management [research center]2018-09-13info:eu-repo/semantics/doctoralThesis120https://orbi.uliege.be/handle/2268/227844eninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2068562017-03-02T14:32:49Zhdl_2268_62driverhdl_2268_71fulltextInstances for the 3D Multiple Bin Size Bin Packing ProblemPaquay, CéliaLimbourg, SabineSchyns, Michaelbin packingUnit Load devicetransportation constraintsBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionThe subject of this work is to solve the problem of packing a set of shipments (various cuboid boxes) into containers of various shapes without wasting loading space. All the boxes have to be loaded and few are identical. As it is the case for all the packing problems, the packing has to satisfy geometry constraints: the items cannot overlap and have to lie entirely inside the bins. The richness of our application is to manage additional and common constraints: the bin weight capacity, the rotations of the boxes, the stability and the fragility of the boxes and the uniformity of the weight distribution inside the ULDs. The last constraint is crucial in air transportation: when ULDs are packed inside the airplane, the centre of gravity is computed assuming each ULD has a centre of gravity close to the geometrical centre of its basis. This type of constraints can be adapted to road transportation for the axle weight limits, which plays a key role since the weigh-in-motion systems become more common.20172017info:eu-repo/semantics/databasehttps://orbi.uliege.be/handle/2268/206856eninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2135152017-08-10T16:51:36Zhdl_2268_62hdl_2268_150hdl_2268_71hdl_2268_153Linearization and quadratization techniques for 0-1 optimization problemsRodriguez Heck, ElisabethCrama, YvesPhysical, chemical, mathematical & earth Sciences :: MathematicsPhysique, chimie, mathématiques & sciences de la terre :: MathématiquesBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestion2017-07-17info:eu-repo/semantics/conferencePaperhttps://orbi.uliege.be/handle/2268/213515en21st conference of the International Federation of Operational Research Societies (du 17 juillet 2017 au 21 juillet 2017)international
oai:orbi.ulg.ac.be:2268/1592252020-03-05T08:53:29Zhdl_2268_62driverhdl_2268_71fulltextA Mixed Integer Programming formulation for the three dimensional bin packing problem deriving from an air cargo applicationPaquay, CéliaSchyns, MichaelLimbourg, Sabinebin-packingmathematical formulationunit load devicesBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionThe present paper looks into the problem of optimising the loading of boxes
into containers. The goal is to minimise the unused volume. This type of problem belongs
to the family of Multiple Bin Size Bin Packing Problems. The approach includes an extensive
set of constraints encountered in real-world applications in the three-dimensional case:
the stability, the fragility of the items, the weight distribution and the possibility to rotate
the boxes. It also includes the specific situation in which containers are truncated parallelepipeds.
This is typical in the field of air transportation. While most papers on cutting
and packing problems describe ad-hoc procedures, this paper proposes a mixed integer linear
program. The validity of this model is tested on small instances.Peer reviewedBELSPO - SPP Politique scientifique - Service Public Fédéral de Programmation Politique scientifique [sponsor]2016info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/159225A Mixed Integer Programming formulation for the three dimensional bin packing problem deriving from an air cargo application. <i>International Transactions in Operational Research, 23</i>(1-2), 187-213.Blackwell Publishing. (2016).eninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2254152018-12-07T16:17:45Zhdl_2268_62hdl_2268_71Reformulations of nonlinear binary optimization problemsCrama, YvesBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionQuantOM HEC [research center]2018-06-16info:eu-repo/semantics/conferencePaperhttps://orbi.uliege.be/handle/2268/225415enECCO XXX1 - 31th Conference of the European Chapter on Combinatorial Optimization, Fribourg, Suisse (14-16 juin 2018)international
oai:orbi.ulg.ac.be:2268/998432014-04-30T08:36:08Zhdl_2268_64hdl_2268_62hdl_2268_71fulltextMonitoring delivery chains using multivariate control chartsFaraz, AlirezaHeuchenne, CédricSaniga, ErwinFoster, EarnestTransportation; Supply chain management; Quality control; Multivariate control charts; Economic statistical design and genetic algorithmsBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionBusiness & economic sciences :: Production, distribution & supply chain managementSciences économiques & de gestion :: Production, distribution & gestion de la chaîne logistiqueDelivery chains are concerned with the delivery of goods and services to customers within a specific time interval; this time constraint is added to the usual consumer demand for product or service quality. In this context, we address the idea of using process control tools to monitor this key variable of delivery time. In applications, there are usually several production and delivery sites and a variety of different ways to transport, treat and provide goods and services; that makes the problem multivariate in nature. We therefore propose to control the process using multivariate T2 control charts economically designed with the addition of statistical constraints, a design method called economic-statistical design. We illustrate the application in general through an illustrative example.Peer reviewedF.R.S.-FNRS - Fonds de la Recherche Scientifique [sponsor]2013-07info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/99843http://dx.doi.org/10.1016/j.ejor.2013.01.038European Journal of Operational Research, 228(1), 282–289. Amsterdam, The Netherlands: Elsevier Science (2013).eninfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/1431762014-04-30T08:36:08Zhdl_2268_64hdl_2268_62hdl_2268_71fulltext
oai:orbi.ulg.ac.be:2268/1168362012-05-11T18:31:35Zhdl_2268_62hdl_2268_71fulltextA capacity game in transportation managementAmand, GuillaumeArda, YaseminStackelberg gametransportation managementBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionThis study analyzes the contractual relation between a retailer and a carrier with the aim of determining possible deviations from the optimal system performance. In order to face a random demand, the retailer submits a contract to the carrier based on the number of units transported and on the number of truck used. Then, before uncertainty is resolved, the carrier decides of the number of trucks that he reserves. Once the demand is known, the carrier may also request additional trucks at a higher cost. The result shows that the proposed contract does not coordinate the supply chain.QuantOM [research center]2011-07-10info:eu-repo/semantics/conferencePaperhttps://orbi.uliege.be/handle/2268/116836enIFORS 2011, 19th Triennal Conference of the International Federation of Operational Research Societies, Melbourne, Australia (10-15 July 2011)internationalinfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/1168322012-05-11T18:42:29Zhdl_2268_62hdl_2268_71fulltextA capacity game in transportation planningAmand, GuillaumeArda, YaseminStackelberg gametransportation managementBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionEmerging concerns about competitiveness induce a growing number of firms to outsource their outbound transportation operations to third-party logistics providers. The resulting increase in the number of actors often leads to sub-optimal supply chain actions due to the antagonistic nature of the economic objectives of the partners. With the aim of determining possible deviations from the optimal system performance in such supply chains, this study analyzes the contractual relation between a retailer and a third-party logistics provider (carrier) using game theoretical approaches.
The partners of the studied supply chain play a Stackelberg game in which the retailer is the leader and the carrier is the follower. The retailer faces an uncertain demand and needs to supply his store from his warehouse. he has the option of not meeting all the demand but must satisfy at least a minimum proportion of the fi nall demand. On the other hand, the carrier has to determine the number of trucks needed to satisfy this demand before uncertainty is resolved. Once demand is realized, if the reserved transportation capacity is insufficient, the carrier also has the possibility to requisition trucks at a higher price. We modelise the problem and propose a contract having two parameters : the quantity of transported items and the number of truck used. In our settings, the retailer is the one that submits the contract and the carrier decides if he accepts it or not. We compare this situation with a centralized model where a single decision maker takes all the decisions.QuantOM [research center]2010-01-28info:eu-repo/semantics/conferencePaperhttps://orbi.uliege.be/handle/2268/116832enORBEL 24, 24th Annual Conference of the Belgian Operations Research Society, Liège, Belgium (28-29 January 2010)nationalinfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/1747772014-12-09T08:28:33Zhdl_2268_62hdl_2268_71A Bi-Objective Location-Allocation Model for Intermodal TerminalsMostert, MartineCaris, AnLimbourg, SabineBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionPeer reviewed2014-07-18info:eu-repo/semantics/conferencePaperhttps://orbi.uliege.be/handle/2268/174777en20th Conference of the International Federation of Operational Research Societies, Barcelone, Espagne (du 13 au 18 juillet 2014)international
oai:orbi.ulg.ac.be:2268/1734532014-10-29T07:57:48Zhdl_2268_62hdl_2268_71Revealed preference tests of collectively rational consumption behaviorCrama, YvesBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionTo verify the empirical adequacy of a particular household consumption model, it is important to develop efficient tests that can be applied to real-world data. These tests check whether the observed household behavior is "rational", in the sense that it is consistent with the predictions of the model.
In this talk, we present different approaches based on revealed preferences to test collective models of household consumption. Testing collective rationality is computationally difficult (NP-hard). In order to overcome this negative result, we introduce mixed-integer programming formulations which can be used for medium-sized data sets. Next, we propose simulated annealing heuristics, which allow for efficient testing of the collective model on large data sets.
We present the results of computational experiments using our approaches.BELSPO - SPP Politique scientifique - Service Public Fédéral de Programmation Politique scientifique [sponsor]QuantOM - HEC-ULiège [research center]2014-10-28info:eu-repo/semantics/conferencePaperhttps://orbi.uliege.be/handle/2268/173453enGraphs and decisions, Luxembourg, Luxembourg (27-29 octobre 2014)international
oai:orbi.ulg.ac.be:2268/1884912015-11-25T13:00:47Zhdl_2268_62driverhdl_2268_71fulltextComment réduire l'impact environnemental pour le transport de marchandises ?Limbourg, SabineVéhicules électriquestransport intermodalressources de transport partagéesBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionAvec l'internationalisation des activités économiques, la demande de transport a considérablement augmenté suite à l’allongement des distances et à la multiplication des fréquences d’envois. Pour répondre aux exigences du e-commerce et des livraisons à domicile, de nouveaux schémas logistiques sont indispensables. Ces défis doivent être relevés tout en minimisant les nuisances environnementales. A l'occasion de ce lunch-conférence, Sabine Limbourg exposera le résultat de ses recherches, basées sur des méthodes quantitatives, explorant trois options permettant de réduire l'impact environnemental pour le transport des marchandises. Ces options sont le transport intermodal qui combine efficacement plusieurs modes de transport, l'intégration de véhicules électriques en milieu urbain et le partage de ressources de transport réutilisables qui circulent en boucle entre les acteurs d’une chaîne logistique.QuantOM [research center]2015-11-24info:eu-repo/semantics/lecture33https://orbi.uliege.be/handle/2268/188491frRencontres de Liège Creative, Liege, Belgium (24 novembre 2015)nationalinfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/91962009-03-19T10:49:14Zhdl_2268_62hdl_2268_71Market - Etudes et recherches en marketing : fondements, méthodesChoffray, Jean-MariePras, BernardEvrard, YvesRoux, ElyetteClaessens, MichelDussaix, Anne-MarieSystèmes intelligentsModèles de marketingEtudes et recherchesBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionFrance, Paris : Editions Nathan1997info:eu-repo/semantics/bookhttps://orbi.uliege.be/handle/2268/9196fr
oai:orbi.ulg.ac.be:2268/1716992014-11-25T08:57:56Zhdl_2268_62hdl_2268_150driverhdl_2268_71hdl_2268_153fulltextMulti-Dimensional Vector Assignment ProblemsDokka, TrivikramCrama, YvesSpieksma, Frits C.R.Multi-dimensional assignmentapproximabilityworst-case analysissubmodularitywafer-to-waferBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionPhysical, chemical, mathematical & earth Sciences :: MathematicsPhysique, chimie, mathématiques & sciences de la terre :: MathématiquesWe 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 sum of the costs of the m-tuples is minimized. The main motivation comes from a yield optimization problem
in semi-conductor manufacturing. We consider a particular class of polynomial-time
heuristics for MVA, namely the sequential heuristics, and we study their approximation
ratio. In particular, we show that when the cost function is monotone and subadditive,
sequential heuristics have a finite approximation ratio for every fixed m. Moreover, we
establish smaller approximation ratios when the cost function is submodular and, for a
specific sequential heuristic, when the cost function is additive. We provide examples to
illustrate the tightness of our analysis. Furthermore, we show that the MVA problem is
APX-hard even for the case m = 3 and for binary input vectors. Finally, we show that
the problem can be solved in polynomial time in the special case of binary vectors with
fixed dimension p.Peer reviewedBELSPO - SPP Politique scientifique - Service Public Fédéral de Programmation Politique scientifique [sponsor]QuantOM - HEC Ecole de gestion [research center]2014info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/171699Discrete Optimization, 14, 111-125. Elsevier (2014).eninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2444182020-02-05T08:40:51Zhdl_2268_62driverhdl_2268_71fulltextMulti-echelon multi-product distribution network considering heterogeneous capacitated vehiclesAguayo, CristianAmaya, JorgeLimbourg, SabineMulti-echelonmulti-productdistribution networkheterogeneous vehiclesBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionThe current and expected growing number of people living and working in cities, as well as the limited space available inside city centres, implies an always greater exchange of inbound and outbound freight flows between city centres and their surrounding regions. Urban freight transports provide economic benefits to society but are also responsible for negative externalities such as congestion, air and water pollution, climate change, accidents and noise. They are more polluting than long-distance freight transports because of the increasing consumption of fuel due to the frequent stops on their delivery route. Moreover, due to traffic congestion, most of the transport vehicles are using alternative routes which are associated with a longer transport time, higher transport costs and negative impact on society and the quality of life.
Regulatory measures are rules made by the city or further governmental authorities. Access restrictions are one of the most applied measures to control urban traffics in specific areas of the city. There are several types of access restrictions from time windows, emissions and noise limits to vehicle weight and size. Policy measures can be of various types such as the implementation of low emission zones, the introduction of cleaner vehicles or the encouragement to use non-motorized transport such as bikes.
Measures related to land use planning and infrastructure are usually very cost-intensive and thus include long time planning and long implementations periods. These measures range from on-street as well as off-street loading zones to specific delivery zones and collecting points. Also, Urban Consolidation Centers (UCCs), inside and outside the city, are part of these measures related to land use planning. Over the last years, the idea of consolidation of goods has been downscaled; this idea is associated with micro-depots.
The objective of this paper is to determine how to efficiently distribute various products made by small and medium firms to customers from different cities. Some of these firms have delivery vehicles. Besides, some delivery companies are available for collecting or picking up goods from different firms. These delivery companies have several vehicles which can carry products to customers or to small depots which can be located in different points in the cities. We will consider the whole \textit{distribution network}, allowing us to make decisions at firm, delivering companies and satellite level. We propose a mixed-integer linear program for the specific case of a multi-echelon multi-product distribution network considering heterogeneous capacitated vehicles. The validity of this model is tested on small-scale instances. To solve problems of a more realistic scale, we develop a matheuristic.
Acknowledgements
With the support of Wallonie-Bruxelles International.Peer reviewedWBI - Wallonie-Bruxelles International [sponsor]2020-01-31info:eu-repo/semantics/conferencePaperhttps://orbi.uliege.be/handle/2268/244418en34th conference of ORBEL, the Belgian Operational Research (OR) Society, Lille, France (deu 30 au 31 janvier 2020)internationalinfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/1256372012-06-20T06:37:41Zhdl_2268_62hdl_2268_71Semiparametric inference in general heteroscedastic regression models.Heuchenne, CédricBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionCentre for Quantitative Methods and Operations Management (QuantOM) [research center]2009-06-09info:eu-repo/semantics/lecturehttps://orbi.uliege.be/handle/2268/125637enStatistics seminars, Vigo, Spain (9 juin 2009)international
oai:orbi.ulg.ac.be:2268/1724372014-09-30T06:59:38Zhdl_2268_62hdl_2268_71Vers un transport aérien plus écologique et plus économiqueLurkin, VirginieChargement des avionsConsommation de carburantéquilibremulti-destinationsBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionde l’avion en vol.
Mieux, on peut montrer que la position du centre de gravité (qui dépend du chargement de l’avion) affecte la consommation de carburant. Ce résultat revêt une importance majeure dans un contexte d’augmentation des prix du pétrole et où il s’agit de réduire les émissions polluantes.
Pour un transport aérien plus économique, il s’agit aussi, en cas de livraisons à différents endroits, de réduire au maximum les temps de chargements et de déchargements afin de limiter les coûts liés aux paiements des salariés et à l’utilisation de chaque aéroport intermédiaire.
Au cours de mon exposé, je présente un modèle mathématique qui vise à trouver le chargement qui minimise la consommation de carburant et les temps de chargements et déchargements. Je partage avec nous les résultats de mes recherches dont les applications garantissent un impact écologique et économique positif.F.R.S.-FNRS - Fonds de la Recherche Scientifique [sponsor]QuantOM [research center]2014-11-21info:eu-repo/semantics/lectureVirginiehttps://orbi.uliege.be/handle/2268/172437enRencontres de Liège Creative, Liège, Belgiquenational
oai:orbi.ulg.ac.be:2268/2024782016-10-11T20:05:39Zhdl_2268_64hdl_2268_62driverhdl_2268_71fulltextCyclic scheduling in 3-machine robotic flow shopsCrama, YvesVan de Klundert, JorisBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionBusiness & economic sciences :: Production, distribution & supply chain managementSciences économiques & de gestion :: Production, distribution & gestion de la chaîne logistiqueWe consider a robotic flow shop model in which a single robot is responsible for the transportation of parts between machines. For reasons of simplicity, when the shop is to produce a large number of identical parts, the robot usually performs repeatedly a fixed sequence of activities. This sequence of activities is called a 1-unit cycle if each execution of the sequence results in the production of exactly one part. It has been conjectured that 1-unit cycles yield optimal production rates for 3-machine robotic flow shops. We establish the validity of this conjecture.Peer reviewed1999info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/202478http://onlinelibrary.wiley.com/doi/10.1002/(SICI)1099-1425(199901/02)2:1%3C35::AID-JOS15%3E3.0.CO;2-J/abstractCyclic scheduling in 3-machine robotic flow shops. <i>Journal of Scheduling, 2</i>, 35-54.Springer Science & Business Media B.V. (1999).eninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/904502011-08-24T09:57:54Zhdl_2268_62hdl_2268_150driverhdl_2268_71hdl_2268_153fulltextThe Mathematics of Peter L. Hammer (1936-2006): Graphs, Optimization, and Boolean Modelsoptimizationdiscrete mathematicsgraph theoryBoolean functionsinteger programmingBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionPhysical, chemical, mathematical & earth Sciences :: MathematicsPhysique, chimie, mathématiques & sciences de la terre :: MathématiquesThis volume contains a collection of papers published in memory of Peter L. Hammer (1936-2006).
Peter Hammer made substantial contributions to several areas of operations research and discrete mathematics, including, in particular, mathematical programming (linear and quadratic 0--1 programming, pseudo-Boolean optimization, knapsack problems, etc.), combinatorial optimization (transportation problems, network flows, MAXSAT, simple plant location, etc.), graph theory (special classes of graphs, stability problems, and their applications), data mining and classification (Logical Analysis of Data), and, last but not least, Boolean theory (satisfiability, duality, Horn functions, threshold functions, and their applications). The volume contains 23 contributed papers along these lines.Peer reviewedBoros, Endre [editor]Crama, Yves [editor]de Werra, Dominique [editor]Hansen, Pierre [editor]Maffray, Frédéric [editor]Simeone, Bruno [editor]QuantOM [research center]2011info:eu-repo/semantics/periodicalhttps://orbi.uliege.be/handle/2268/90450Annals of Operations Research, 188. Springer Science & Business Media B.V (2011).eninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2173312019-09-20T23:45:07Zhdl_2268_62hdl_2268_150driverhdl_2268_71hdl_2268_153fulltextApproximation algorithms for multi-dimensional assignment problems with decomposable costsBandelt, Hans-JürgenCrama, YvesSpieksma, Frits C.R.Physical, chemical, mathematical & earth Sciences :: MathematicsPhysique, chimie, mathématiques & sciences de la terre :: MathématiquesBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionThe k-dimensional assignment problem with decomposable costs is formulated as follows.
Given is a complete k-partite graph G = (X_0 U ... U X_{k-1}, E), with lX_il = p for each i, and
a nonnegative length function defined on the edges of G. A clique of G is a subset of vertices
meeting each X_i in exactly one vertex. The cost of a clique is a function of the lengths of the
edges induced by the clique. Four specific cost functions are considered in this paper; namely,
the cost of a clique is either the sum of the lengths of the edges induced by the clique (sum costs),
or the minimum length of a spanning star (star costs) or of a traveling salesman tour (tour costs)
or of a spanning tree (tree costs) of the induced subgraph. The problem is to find a minimumcost
partition of the vertex set of G into cliques. We propose several simple heuristics for this
problem, and we derive worst-case bounds on the ratio between the cost of the solutions
produced by these heuristics and the cost of an optimal solution. The worst-case bounds are
stated in terms of two parameters, viz. k and z, where the parameter z indicates how close the
edge length function comes to satisfying the triangle inequality.Peer reviewed1994info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/217331http://www.sciencedirect.com/journal/discrete-applied-mathematics/vol/49Approximation algorithms for multi-dimensional assignment problems with decomposable costs. <i>Discrete Applied Mathematics, 49</i>, 25-50.Amsterdam, The NetherlandsElsevier Science. (1994).eninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/904942011-08-24T09:57:28Zhdl_2268_85hdl_2268_62hdl_2268_150driverhdl_2268_71hdl_2268_153hdl_2268_80fulltextLogical Analysis of Data: Classification with justificationBoros, EndreCrama, YvesHammer, Peter L.Ibaraki, ToshihideKogan, AlexanderMakino, Kazuhisaclassificationdata miningBoolean functionsLADPhysical, chemical, mathematical & earth Sciences :: MathematicsPhysique, chimie, mathématiques & sciences de la terre :: MathématiquesEngineering, computing & technology :: Computer scienceIngénierie, informatique & technologie :: Sciences informatiquesBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionLearning from examples is a frequently arising challenge, with a
large number of algorithms proposed in the classification, data mining
and machine learning literature. The evaluation of the quality of such
algorithms is frequently carried out ex post, on an experimental basis:
their performance is measured either by cross validation on benchmark
data sets, or by clinical trials. Few of these approaches evaluate the
learning process ex ante, on its own merits. In this paper, we dis-
cuss a property of rule-based classifiers which we call "justifiability",
and which focuses on the type of information extracted from the given
training set in order to classify new observations. We investigate some
interesting mathematical properties of justifiable classifiers. In partic-
ular, we establish the existence of justifiable classifiers, and we show
that several well-known learning approaches, such as decision trees or
nearest neighbor based methods, automatically provide justifiable clas-
sifiers. We also identify maximal subsets of observations which must
be classified in the same way by every justifiable classifier. Finally, we
illustrate by a numerical example that using classifiers based on "most
justifiable" rules does not seem to lead to over fitting, even though it
involves an element of optimization.Peer reviewedQuantOM [research center]2011info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/90494Annals of Operations Research, 188, 33-61. Springer Science & Business Media B.V (2011).eninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/955392011-08-24T09:58:47Zhdl_2268_85hdl_2268_62hdl_2268_150driverhdl_2268_71hdl_2268_153hdl_2268_80fulltextThe Mathematics of Peter L. Hammer (1936-2006): Graphs, Optimization, and Boolean ModelsBoros, EndreCrama, YvesDe Werra, DominiqueHansen, PierreMaffray, FrédéricBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionEngineering, computing & technology :: Computer scienceIngénierie, informatique & technologie :: Sciences informatiquesPhysical, chemical, mathematical & earth Sciences :: MathematicsPhysique, chimie, mathématiques & sciences de la terre :: MathématiquesThis volume of the Annals of Operations Research, contains a collection of papers published
in memory of Peter L. Hammer. As we recall further down, Peter made substantial contributions to several areas of operations research and discretemathematics, including, in particular, mathematical programming (linear and quadratic 0–1 programming, pseudo-Boolean optimization, knapsack problems, etc.), combinatorial optimization (transportation problems, network flows, MAXSAT, simple
plant location, etc.), graph theory (special classes of graphs, stability problems, and their
applications), data mining and classification (Logical Analysis of Data), and, last but not
least, Boolean theory (satisfiability, duality, Horn functions, threshold functions, and their
applications).QuantOM [research center]2011info:eu-repo/semantics/bookParthttps://orbi.uliege.be/handle/2268/95539In E., Boros, Y., Crama, D., De Werra, P., Hansen, F., Maffray, & B., Simeone (Eds.), The Mathematics of Peter L. Hammer (1936-2006): Graphs, Optimization, and Boolean Models (pp. 1-18). Springer (2011).eninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2195592019-09-19T19:20:51Zhdl_2268_62driverhdl_2268_71fulltextAn exact method for designing Shewhart and S2 control charts to guarantee in-control performanceFaraz, AlirezaHeuchenne, CédricSaniga, ErwinBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionPeer reviewed2018info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/219559https://doi.org/10.1080/00207543.2017.1384580An exact method for designing Shewhart and S2 control charts to guarantee in-control performance. <i>International Journal of Production Research, 56</i>, 2570-2584.Taylor & Francis. (2018).eninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/899622013-06-27T17:44:55Zhdl_2268_62hdl_2268_71fulltextHotelling's T 2 control chart with double warning linesDWL T2Faraz, AlirezaParsian, AhmadMarkov chain process,Multivariate T 2 control chartVariable sampling planBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionRecent studies have shown that the T 2 control chart with variable sampling
intervals (VSI) and/or variable sample sizes (VSS) detects process shitis faster
than the traditional T 2 chart. This article extends these studies for processes that
are monitored with VSI and VSS using double warning lines ( T 2 - DWL ). It is
assumed that the length of time the process remains in control has exponential
distribution. The properties of T 2- DWL chart are obtained using Markov
chains. The results show that the T 2 - DWL chart is quicker than VSI and/or
VSS charts in detecting almost all shifts in the process mean.Peer reviewed2006info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/89962http://link.springer.com/article/10.1007%2Fs00362-006-0307-xStatistical Papers, 47(4), 569-593. Springer Science & Business Media B.V (2006).eninfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/2284772019-01-14T16:05:11Zhdl_2268_62hdl_2268_71fulltextTactical Planning on Freight Transport Networks: Service Design and PricingTawfik, Christine Maher FouadNetwork designNetwork pricingIntermodal transportBilevel programmingBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionFreight transport plays an essential role in economic and societal development. In particular, consolidation-based systems, using several transport modes, are crucial to the realization of world trade activities. Also, on the environmental side in Europe, policy makers and researchers are increasingly interested in endorsing sustainable forms of transport and diverting freight flows from the heavily dominating road. New challenges are, however, identified at the decision-making level, in order to efficiently handle the complexity of the underlying network and the related high costs. During the course of this work, tactical planning issues are discussed within the view of intermodal transport management, as a relevant application context. First, service network design models are presented from the carrier’s perspective, involving long-corridor aspects. Second, pricing decisions are integrated so as to account for the reaction of the shippers, within a bilevel program. The model is enriched in different ways that encompass a level-of-service assessment. Real-world case studies are considered based on the implemented frameworks, in order to provide managerial insights into intermodal transport and evaluate EU-intended policy levers. Finally, the algorithmic aspects of the developed bilevel model are investigated within two heuristic procedures that extend classical frameworks and provide new methodological advancements.Université de Liège, Liège, BelgiqueLimbourg, Sabine [superviser]Crama, Yves [president of the jury]Brotcorne, Luce [member of the jury]Vanelslander, Thierry [member of the jury]Kucukaydin, Hande [member of the jury]2018-10-08info:eu-repo/semantics/doctoralThesishttps://orbi.uliege.be/handle/2268/228477eninfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/899712013-06-27T17:49:59Zhdl_2268_62hdl_2268_71fulltextFuzzy Control Chart A Better Alternative for Shewhart Average ChartFaraz, AlirezaMOGHADAM, M. B.fuzzy control chart,warning line,base ruleBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionThis paper through a real illustrative example and a power test shows that designing
a fuzzy control chart for process average of a continuous (variable) quality characteristic
with a warning line is a better alternative to Shewhart ¯X chart in many respects, like providing
better neural view to inspectors, offering different strategic options for company to
choose, detecting the desire shifts more quickly, and more sensibility to small shifts without
any complexity augmentation to the chart.Peer reviewed2007info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/89971http://link.springer.com/article/10.1007%2Fs11135-006-9007-9Quality & Quantity, 41(3), 375-385. Springer Science & Business Media B.V (2007).eninfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/2319582019-01-21T10:02:10Zhdl_2268_62driverhdl_2268_71fulltextRecourse in Kidney Exchange ProgramsBartier, ValentinSmeulders, BartCrama, YvesSpieksma, Frits C.R.Kidney ExchangeBenders DecompositionStochastic OptimizationBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionThe problem to decide which patient-donor pairs in a kidney exchange program should
undergo a cross-match test is modelled as a two-stage stochastic optimization problem. We
give an integer programming formulation of this so-called selection problem, and describe
a solution method based on Benders decomposition. We extensively test various solution
methods, and observe that the solutions, when compared to solutions found by recourse
models, lead to an improvement in the expected number of transplants. We also investigate
the computational efficiency of our approach as a function of different parameters, such as
maximum cycle length and the presence of altruists.2019info:eu-repo/semantics/preprinthttps://orbi.uliege.be/handle/2268/231958eninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2224792019-09-20T15:56:10Zhdl_2268_85hdl_2268_62hdl_2268_71hdl_2268_80fulltextTesting probabilistic models of choice using column generationSmeulders, BartDavis-Stober, ClintinRegenwetter, MichelSpieksma, Frits C.R.Choice BehaviorColumn GenerationMembership ProblemsProbabilistic ChoiceEngineering, computing & technology :: Computer scienceIngénierie, informatique & technologie :: Sciences informatiquesBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionIn so-called random preference models of probabilistic choice, a decision maker chooses according to an unspecified probability distribution over preference states. The most prominent case arises when preference states are linear orders or weak orders of the choice alternatives. The literature has documented that actually evaluating whether decision makers’ observed choices are consistent with such a probabilistic model of choice poses computational difficulties. This severely limits the possible scale of empirical work in behavioral economics and related disciplines. We propose a family of column generation based algorithms for performing such tests. We evaluate our algorithms on various sets of instances. We observe substantial improvements in computation time and conclude that we can efficiently test substantially larger data sets than previously possible.Peer reviewed2018info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/222479Testing probabilistic models of choice using column generation. <i>Computers and Operations Research, 95</i>, 32-43., United KingdomElsevier. (2018).eninfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/900292013-06-27T17:56:29Zhdl_2268_62hdl_2268_71fulltextHotelling’s T 2 control chart with two adaptive sample sizesFaraz, AlirezaMoghadam, M. B.Hotelling’s T 2 control chartAdjusted average time to signal (AATS)Adaptive sample sizeBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionSome quality control schemes have been developed when several related quality
characteristics are to be monitored. The familiar multivariate process monitoring and control
procedure is the Hotelling’s T 2 control chart for monitoring the mean vector of the process.
It is a direct analog of the univariate shewhart ¯ x chart. As in the case of univariate, the ARL
improvements are very important particularly for small process shifts. In this paper, we study
the T 2 control chart with two-state adaptive sample size, when the shift in the process mean
does not occur at the beginning but at some random time in the future. Further, the occurrence
time of the shift is assumed to be exponentially distributed random variable.Peer reviewed2009info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/90029http://link.springer.com/article/10.1007%2Fs11135-008-9167-xQuality & Quantity, 43, 903–912. Springer Science & Business Media B.V (2009).eninfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/899752013-06-27T18:04:17Zhdl_2268_62hdl_2268_71fulltextA unification and some corrections to Markov chain approaches to develop variable ratio sampling scheme control chartsFaraz, AlirezaSaniga, ErwinMarkov chainvariable sampling schemesAdjusted average time to signal (AATS)Business & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionWe provide some unifying definitions, make some corrections to articles
by Faraz and Parsian (J Stat Pap 47:569–593, 2006) and Costa (JQual Technol 26:155–
163, 1994; 29:197–204, 1997), and using these provide more accurate tables of results
and comparisons of control charts. We also investigate the impact of an incorrectly
specified process shift on signal frequency.Peer reviewed2011-11info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/89975http://link.springer.com/article/10.1007%2Fs00362-009-0288-7Statistical Papers, 52(4), 799-811. Springer Science & Business Media B.V (2011).eninfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/1517372013-06-27T22:45:33Zhdl_2268_62hdl_2268_71fulltextImproving the power of out of control states detection in multivariate processes using variable sampling intervals policySeif, A.Faraz, AlirezaTorabian, M.Markov chain processMultivariate control chartMultivariate quality controlVariable Sampling SchemeGenetic AlgorithmBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionThe familiar multivariate process monitoring and control procedure is the Hotelling’s T2 control chart, a direct analog of the univariate shewhart chart. But, its efficiency for detecting small to moderate shifts in the process mean is poor. To improve the power of chart, this paper presents the variable sampling intervals (VSI) scheme. It is assumed that the length of time the process remains in control has exponential distribution. The chart is modeled using Markov chains and is optimized using genetic algorithm optimization method. The results show that the T2 chart with variable ratio sampling scheme is quicker than the classical one in detecting almost all shifts in the process meanPeer reviewedIslamic Azad University of Hamedan, Hamedan, Iran [sponsor]2009info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/151737http://www.sid.ir/fa/VEWSSID/J_pdf/32713882305.pdfJournal of Applied Mathematics, 23, 37-50. Lahijan, Iran: Islamic Azad University -Lahijan Beanch (2009).-info:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/1262462014-04-04T07:31:55Zhdl_2268_62hdl_2268_71fulltextThree dimensional Bin Packing Problem applied to air cargoPaquay, CéliaSchyns, MichaelLimbourg, Sabine3D bin-packingcargo aircraftunit load devicesBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionDeciding whether a set of three dimensional boxes can be packed into a container is a NP-hard problem.
Mathematical models have been developed, however, only few studies take into account constraints encountered in real-world applications such as the stability or the fragility of the cargo. Moreover, despite the importance of this issue in air transport, the literature is almost silent on constraints related to the distribution of the weight inside a container. This paper is concerned with the formulation of the three dimensional palletization which includes the main constraints met in the air cargo industry.Peer reviewedQuantOM [research center]2012-08-26info:eu-repo/semantics/conferenceObjecthttps://orbi.uliege.be/handle/2268/126246http://www.ilsconference.orgILS 2012 Proceedings (pp. 9). (2012).en4th International Conference on Information Systems, Logistics and Supply Chain, Quebec, Canada (du 26 au 29 août 2012)internationalinfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/1540402013-08-05T08:39:53Zhdl_2268_62driverhdl_2268_71fulltextAn exact formulation for the three-dimensional bin-packing with transportation constraintsPaquay, CéliaSchyns, MichaelLimbourg, SabineBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionPeer reviewed2013-07info:eu-repo/semantics/conferencePaperhttps://orbi.uliege.be/handle/2268/154040en26th European Conference on Operational Research (July 1-4, 2013)internationalinfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/1845262017-03-06T11:55:35Zhdl_2268_62hdl_2268_150driverhdl_2268_71hdl_2268_153fulltextQuadratic reformulations of nonlinear binary optimization problemsAnthony, MartinBoros, EndreCrama, YvesGruber, Aritanannonlinear binary optimizationquadratic binary optimizationpseudo-Boolean functionsreformulation methodsPhysical, chemical, mathematical & earth Sciences :: MathematicsPhysique, chimie, mathématiques & sciences de la terre :: MathématiquesBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionVery large nonlinear unconstrained binary optimization problems arise in a broad array of applications. Several exact or heuristic techniques have proved quite successful for solving many of these problems when the objective function is a quadratic polynomial. However, no similarly efficient methods are available for the higher degree case. Since high degree objectives are becoming increasingly important in certain application areas, such as computer vision, various techniques have been recently developed to reduce the general case to the quadratic one, at the cost of increasing the number of variables. In this paper we initiate a systematic study of these quadratization approaches. We provide tight lower and upper bounds on the number of auxiliary variables needed in the worst-case for general objective functions, for bounded-degree functions, and for a restricted class of quadratizations. Our upper bounds are constructive, thus yielding new quadratization procedures. Finally, we completely characterize all ``minimal'' quadratizations of negative monomials.Peer reviewedBELSPO - SPP Politique scientifique - Service Public Fédéral de Programmation Politique scientifique [sponsor]QuantOM HEC-ULiège [research center]2017info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/184526Quadratic reformulations of nonlinear binary optimization problems. <i>Mathematical Programming, 162</i>, 115-144.Springer. (2017).eninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/900412013-06-28T11:24:35Zhdl_2268_62hdl_2268_71fulltextOn the advantages of economically designed the Hotelling’s T2 control chart with variable sample sizes and sampling intervalsFaraz, Alirezakazemzadeh, R. B.Parsian, AhmadMoghadam, M. B.Business & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionFaraz and Parsian (Statistical Paper, 47: 569–593, 2006) have shown that the
double warning lines (DWL) scheme detects process shifts more quickly than the other
variable ratio sampling schemes such as variable sample sizes (VSS), variable sampling
intervals (VSI) and variable sample sizes and sampling intervals (VSSVSI). In this paper, the
DWLT2control chart for monitoring the process mean vector is economically designed. The
cost model proposed by Costa and Rahim (Journal of Applied Statistics, 28: 875–885, 2001)
is used here and is minimized through a genetic algorithm (GA) approach. Then the effects
of the model parameters on the chart parameters and resulting operating loss is studied and
finally a comparison between all possible variable ratio sampling (VRS) schemes are made
to choose the best option economically.Peer reviewed2012-01info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/90041http://link.springer.com/article/10.1007%2Fs11135-010-9325-9Quality & Quantity, 46(1), 39-53. Springer Science & Business Media B.V (2012).eninfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/1517702013-06-28T10:09:13Zhdl_2268_62hdl_2268_71fulltextStatistical design of the Hotelling’s T2 control chart with variable ratio sampling scheme using genetic algorithmsTorabian, M.Faraz, AlirezaSeif, A.Markov chain process, Multivariate control chart, Multivariate quality control, Genetic AlgorithmMultivariate T2 control chartGenetic AlgorithmBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionThe familiar multivariate process monitoring and control procedure is the Hotelling’s T2 control chart, a direct analog of the univariate shewhart chart. But, its efficiency for detecting small to moderate shifts in the process mean is poor. To improve the power of chart, this paper studies the statistical design of the T2 chart with variable ratio sampling scheme. It is assumed that the length of time the process remains in control has exponential distribution. The chart is modeled using Markov chains and is optimized using genetic algorithm optimization method. The results show that the T2 chart with variable ratio sampling scheme is quicker than the classical one in detecting almost all shifts in the process mean.Peer reviewedIslamic Azad University of Takestan, Qazvin, Iran [sponsor]2009info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/151770Journal of Applied Mathematics, 6(22), 77-89. Lahijan, Iran: Islamic Azad University -Lahijan Beanch (2009).-info:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/899772013-06-28T10:25:07Zhdl_2268_62hdl_2268_71fulltextConstructing a fuzzy Shewhart control chart for variables when uncertainty and randomness are combinedFaraz, AlirezaKazemzadeh, R. B.Moghadam, M. B.BAZDAR, A.FUZZY CONTROL CHARTSBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionIn this paper we introduce a fuzzy chart for variables which is used in situations
when uncertainty and randomness are combined. It is showed that the Shewhart chart’s
control limits must be adjusted in these situations. However, this chart is based on a fuzzy
acceptance region and this method arises when a decision should be made by referring to the
grade of a sample statistic belonging to the fuzzy acceptance region.Peer reviewed2010-08info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/89977http://link.springer.com/article/10.1007%2Fs11135-009-9244-9Quality & Quantity, 44(5), 905-914. Springer Science & Business Media B.V (2010).eninfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/899792013-06-28T10:37:35Zhdl_2268_62hdl_2268_71fulltextEconomic and Economical Statistical Design of Hotelling’s T2 Control Chart with Two-State Adaptive Sample SizeFaraz, AlirezaSaniga, Erwinkazemzadeh, R. B.Hotelling's T2 control chartAdjusted average time to signal (AATS)variable sample size schemeeconomic statistical designMarkov chaingenetic algorithmBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionThe Hotelling’s T 2 control chart, a direct analogue of the univariate Shewhart ¯X chart, is perhaps the most commonly used tool in industry for simultaneous monitoring of several quality characteristics. Recent studies have shown that using variable sampling size (VSS) schemes results in charts with more statistical power when detecting small to moderate shifts in the process mean vector. In this paper, we build a cost model of a VSS T 2 control chart for the economic and economic statistical design using the general model of Lorenzen and Vance [The economic design of control charts: A unified approach, Technometrics 28 (1986), pp. 3–11].We optimize this model using a genetic algorithm approach.We also study the effects of the costs and operating parameters on theVSS T 2 parameters, and show, through an example, the advantage of economic design over statistical design forVSS T 2 charts, and measure the economic advantage of VSS sampling versus fixed sample size sampling.Peer reviewed2010-12info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/89979http://www.tandfonline.com/doi/full/10.1080/00949650903062574#.Uc1mhfkwe9FJournal of Statistical Computation & Simulation, 80(12), 1299 – 1316. Abingdon, United Kingdom: Taylor & Francis Ltd (2010).eninfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/2317662019-01-17T21:55:27Zhdl_2268_62hdl_2268_71Pourquoi s'occupe-t-on de ses vieux parents? Par amour, intérêt ou obligation?Schoenmaeckers, JéromeBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestion2018-04-19info:eu-repo/semantics/lecturehttps://orbi.uliege.be/handle/2268/231766frColloque ODESSA-SHARE France : "Ageing-in-place: Living arrangements and housing choices“, Paris, France (19 avril 2018)
oai:orbi.ulg.ac.be:2268/900122013-06-28T10:53:56Zhdl_2268_62hdl_2268_71fulltextOn the properties of the hotelling’s T2 control chart with variable sampling intervalsFaraz, AlirezaChalaki, KamyarMoghadam, M. B.Hotelling’s T 2 control chartMarkoc chainAdjusted average time to signal (AATS)Business & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionWhen T 2 control chart is used to monitor a process, it is usually assumed that
the samples of size n0 is taken at constant intervals t0 . In this paper, we investigate the
T 2 control chart for monitoring the process mean vector when the sampling intervals are
variable. Recent studies have shown that the variable sampling interval (VSI) scheme helps
practitioners detect process shifts more quickly than the classical scheme Fixed Ratio Sampling
(FRS). In this paper, it is assumed that the length of time the process remains in control
is exponentially distributed.Peer reviewedIslamic Azad university of Masjed-Soleiman, Khuzestan, Iran [sponsor]2011-04info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/90012http://link.springer.com/article/10.1007%2Fs11135-010-9314-zQuality & Quantity, 45(3), 579-586. Springer Science & Business Media B.V (2011).eninfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/900422013-06-28T11:30:43Zhdl_2268_62hdl_2268_71fulltextAn application of fuzzy random variables to control chartsFaraz, AlirezaShapirob, ArnoldProcess controlFuzzy random variablesFuzzy inclusion measureBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionThe two most significant sources of uncertainty are randomness and incomplete information. In real systems, we wish to monitor
processes in the presence of these two kinds of uncertainty. This paper aims to construct a fuzzy statistical control chart that can
explain existing fuzziness in data while considering the essential variability between observations. The proposed control chart is an
extension of Shewhart ¯X − S2 control charts in fuzzy space. The proposed control chart avoids defuzzification methods such as
fuzzy mean, fuzzy mode, fuzzy midrange, and fuzzy median. It is well known that using different representative values may cause
different conclusions to be drawn about the process and vague observations to be reduced to exact numbers, thereby reducing the
informational content of the original fuzzy sets. The out-of-control states are determined based on a fuzzy in-control region and
a simple and precise graded exclusion measure that determines the degree to which fuzzy subgroups are excluded from the fuzzy
in-control region. The proposed chart is illustrated with a numerical example.Peer reviewed2010-10info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/90042Fuzzy Sets & Systems, 161(20), 2684–2694. Amsterdam, The Netherlands: Elsevier Science (2010).eninfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/900092013-06-28T11:48:23Zhdl_2268_62hdl_2268_71fulltextThe Optimal Design of the VSI T2 Control ChartFaraz, AlirezaKazemzadeh, R. B.Heuchenne, CédricSaniga, ErwinEconomic statistical design,Hotelling’s T2 control chart,Markov chain and genetic algorithm, variable sampling interval schemeBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionRecent studies have shown that the variable sampling
interval (VSI) scheme helps practitioners detect process shifts more quickly than the classical scheme (FRS). In this paper, the economically and statistically optimal design of the VSI T2 control chart for monitoring the process mean vector is investigated. The cost model proposed by Lorenzen and Vance (1986) is minimized through a genetic algorithm (GA) approach. Then the effects of the costs and operating parameters on the optimal design (OD) of the chart parameters and resulting operating loss through a fractional factorial design is systematically studied and finally, based on the ANOVA results, a Meta model to facilitate implementation in industry is proposed to determine the OD of the VSI T2 control chart parameters from the process and cost parametersPeer reviewed2010info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/90009Journal of Iranian Statistical Society, 9(1), 1-19. Tehran, Iran (2010).eninfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/2251202018-06-13T13:59:41Zhdl_2268_62driverhdl_2268_71fulltextCombining Monte Carlo simulations and experimental design for incorporating risk and uncertainty in investment decisions for cleantech: a fast pyrolysis case studyKuppens, TomRafiaani, ParisaVanreppelen, KennyYperman, JanCarleer, RobertSchreurs, SonjaThewys, TheoVan Passel, StevenEconomic riskMonte Carlo simulationsExperimental designCleantechPyrolysisPhytoremediationBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionThe value of phytoextracting crops (plants cultivated for soil remediation) depends on the pro tability of the sequential investment in a conversion technology aimed at the economic valorization of the plants. However, the net present value (NPV) of an investment in such an innovative technology is risky due to technical and economic uncertainties. Therefore, decision makers want to dispose of information about the probability of a positive NPV, the largest possible loss, and the crucial economic and technical parameters in uencing the NPV. This paper maps the total uncertainty in the NPV of an investment in fast pyrolysis for the production of combined heat and power from willow cultivated for phytoextraction in the Belgian Campine. The probability of a positive NPV has been calculated by performing Monte Carlo simulations. Informa- tion about possible losses has been provided by means of experimental design. Both methods are then combined in order to identify the key economic and technical parameters in uencing the project’s pro tability. It appears that the case study has a chance of 87% of generating a positive NPV with an expected value of 3 million euro (MEUR), while worst-case scenarios predict possible losses of 7 MEUR. The amount of arable land, the biomass yield, the purchase price of the crop, the policy support, and the product yield of fast pyrolysis are identi ed as the most in uential parameters. It is concluded that both methods, i.e., Monte Carlo simulations and experimental design, provide decision makers with complementary information with regard to economic risk.Peer reviewed2018-05-25info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/225120Combining Monte Carlo simulations and experimental design for incorporating risk and uncertainty in investment decisions for cleantech: a fast pyrolysis case study. <i>Clean Technologies & Environmental Policy</i>, 1-12., GermanySpringer. (2018).eninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2317692019-01-17T22:15:33Zhdl_2268_62hdl_2268_71Inégalités face à la mort et à la dépendance: enseignements à partir de l'enquête SHARESchoenmaeckers, JéromeBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestion2018-03-30info:eu-repo/semantics/lecturehttps://orbi.uliege.be/handle/2268/231769frAtelier sur le vieillissement, Paris, France (30 mars 2018)
oai:orbi.ulg.ac.be:2268/900462013-06-28T12:25:42Zhdl_2268_62hdl_2268_71fulltextECONOMICALLY DESIGNED HOTELLING’S T2 CONTROL CHART USING VSICL SCHEMEtorabian, MohsenMoghadam, M. B.Faraz, AlirezaT2 Control ChartEconomic DesignMarkov chain and genetic algorithmBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionThe Hotelling’s T2 control chart, is the most widely used multivariate procedure for
two or more related quality characteristics, but it’s power lacks the desired performance in detecting
small to moderate shifts. Recently, the variable sampling intervals (VSI) control scheme in
which the length of successive sampling intervals is determined upon the preceding T2 values has
been proved to have a very good performance on detecting small to moderate shifts when it is
compared to the original T2 control chart . Moreover, it has been shown that the VSI scheme is
more economical than the classical one. This paper studies the economic consequences of a new
control scheme named variable sampling intervals and control limits (VSICL) in that the sampling
interval h and control limit k vary between minimum and maximum values while keeping the sample
size fixed over time. We apply the cost model proposed by Costa and Rahim [8]. Furthermore,
we assume that the length of time that the process remains in control is exponentially distributed
which allows us to apply the Markov chain approach for developing the cost model. We apply
genetic algorithm to determine the optimal values of model parameters by minimizing the cost
function. Finally, both VSI and VSICL T2 control charts are compared with respect to the expected
cost per unit time.Peer reviewed2010-11info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/90046http://ajse-mathematics.kfupm.edu.sa/Papers/35(2)/251-264.pdfArabian Journal for Science & Engineering, 35(2), 251–263. Chichester, United Kingdom: King Fahd University of Petroleum and Minerals (2010).eninfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/2317622019-01-17T21:56:17Zhdl_2268_62hdl_2268_71Inequalities in the face of death and dependence: lessons from the SHARE surveySchoenmaeckers, JéromeBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestion2018-11-21info:eu-repo/semantics/lecturehttps://orbi.uliege.be/handle/2268/231762enLuxembourg SHARE Users Workshop 2018, Luxembourg (21 Novembre 2018)international
oai:orbi.ulg.ac.be:2268/900332013-11-21T09:04:03Zhdl_2268_62hdl_2268_71fulltextEconomic Statistical Design of a T2 Control Chart with Double Warning LinesFaraz, AlirezaSaniga, ErwinHotelling's T2 control chart;adjusted average time to signal (AATS);variable sample size and sampling interval (VSSVSI) scheme;economic statistical design (ESD);Markov chain; genetic algorithm (GA)Business & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionRecent studies have shown that enhancing the common T2 control chart by using variable sample sizes (VSS) and
variable sample intervals (VSI) sampling policies with a double warning line scheme (DWL) yields improvements in
shift detection times over either pure VSI or VSS schemes in detecting almost all shifts in the process mean. In this
paper, we look at this problem from an economical perspective, certainly at least as an important criterion as shift
detection time if one considers what occurs in the industry today. Our method is to first construct a cost model to
find the economic statistical design (ESD) of the DWL T2 control chart using the general model of Lorenzen and Vance
(Technometrics 1986; 28:3–11). Subsequently, we find the values of the chart parameters which minimize the cost
model using a genetic algorithm optimization method. Cost comparisons of Fixed ratio sampling, VSI, VSS, VSIVSS
with DWL, and multivariate exponentially weighted moving average (MEWMA) charts are made, which indicate the
economic efficacy of using either VSIVSS with DWL or MEWMA charts in practice if cost minimization is of interest to
the control chart user.Peer reviewed2011-03info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/90033http://onlinelibrary.wiley.com/doi/10.1002/qre.1095/abstractQuality and Reliability Engineering International, 27(2), 125-139. John Wiley & Sons, Inc. - Engineering (2011).eninfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/1518272013-06-28T18:06:29Zhdl_2268_62hdl_2268_71fulltextA Meta Model to Optimally Design the VSI T2 Control ChartFaraz, AlirezaSeif, A.Hotelling’s T2 Control Chart, Variable Sampling Interval (VSI) Scheme, Economic Statistical Design (ESD), Markov Chain, Genetic Algorithm (GA).Business & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionRecent studies have shown that the variable sampling interval (VSI) scheme helps practitioners to detect process shifts more quickly than the classical scheme (FRS). In this paper, the economically and statistically optimal design of the VSI T2 control chart for monitoring the process mean vector is investigated. The cost model proposed by Lorenzen and Vance [1] based on the Markov chain approach is modified as the objective function which is intended to be minimized through a genetic algorithm (GA) approach. Then, the effects of the costs and operating parameters on the optimal design (OD) of the chart parameters; and resulting operating loss through a fractional factorial design is systematically studied and finally, based on the ANOVA results, a Meta model to facilitate implementation in industry is proposed to determine the OD of the VSI T2 control chart parameters from the process and cost parameters.Peer reviewedIslamic Azad university of Hamedan, Hamedan, Iran [sponsor]2012info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/151827international Journal of Applied Operational Research, 1(3), 53-69. Lahijan, Iran: Islamic azad university of lahijan (2012).eninfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/906742013-11-21T09:03:43Zhdl_2268_62hdl_2268_71fulltextOptimal T2 control chart with double sampling scheme - an alternative to the MEWMA chartFaraz, AlirezaHeuchenne, CédricSaniga, ErwinHotelling’s T2 control chart, MEWMA, Double Sampling (DS), Economic Statistical Design (ESD) and Genetic Algorithm (GA).Business & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionRecent studies have shown that the double sampling (DS) scheme yields rapid detection of out of control situations, but the economic consequences of applying the proposed method are not discussed in the literature yet. In this paper, the economic statistical design of the DS T2 control chart is designed to address this issue. In this regard, upon the Lorenzen and Vance (1986)’s economic model, the problem is formulized and then the cost function is minimized using the genetic algorithm search method to obtain the optimal design parameters. Besides, we assumed that the length of the time that process remains in control is exponentially distributed. Through an illustrative example we show that by applying the proposed method relatively large benefits can be achieved in a comparison with the classical T2 and the statistical DS T2 charts. Furthermore the performance of the ESD DS T2 charts is compared to the MEWMA and other variable ratio sampling (VRS) T2 control charts in the literature.Peer reviewed2012-11info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/90674http://onlinelibrary.wiley.com/doi/10.1002/qre.1268/abstractQuality and Reliability Engineering International, 28(7), 751-760. John Wiley & Sons, Inc. - Engineering (2012).eninfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/1244682013-06-28T16:00:17Zhdl_2268_62hdl_2268_71fulltextStatistical Merits and Economic Evaluation of T2 Control Charts with the VSSC SchemeSeif, AsgharMoghadam, M.B.Faraz, AlirezaHeuchenne, CédricBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionT2 control charts are used to monitor a process when more than one quality variable associated with the process is being observed. Recent studies have shown that using variable sampling size (VSS) schemes results in charts with more statistical power for detecting small to moderate shifts in the process mean vector. This paper presents an economic-statistical design of T2 control charts with variable sample size and control limits (VSSC). We build a cost model of a VSSC T2 control chart for the purpose of economic-statistical design using the model of Costa and Rahim (J. Appl. Stat. 28:875–885, 2001). This cost model constructed involves the cost of false alarms, the cost of finding and eliminating an assignable cause, the cost associated with production in an out-of-control state, and the cost of sampling and testing. We optimize this model using a genetic algorithm approach. Furthermore, VSSC and VSS T2 charts are compared with respect to the expected cost per unit time.Peer reviewed2011-11info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/124468http://link.springer.com/article/10.1007%2Fs13369-011-0124-yArabian Journal for Science and Engineering, 36(7), 1461-1470. Chichester, United Kingdom: Springer (2011).eninfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/894082013-06-28T16:07:17Zhdl_2268_62hdl_2268_71fulltextA modified economic-statistical design of the T2 control chart with variable sample sizes and control limitsESD VSSC T2Seif, A.Faraz, AlirezaHeuchenne, CédricSaniga, E.Moghadam, M. B.Hotelling's T2 control chart, economic-statistical design (ESD), Markov chain, genetic algorithm (GA), variable sampling size and control limits (VSSC) schemeBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionRecent studies have shown that using variable sampling size and control limits (VSSC) schemes result in charts with more statistical power than variable sampling size (VSS) when detecting small to moderate shifts in the process mean vector. This paper presents an economic-statistical design (ESD) of the VSSC T2 control chart using the general model of Lorenzen and Vance [22]. The genetic algorithm approach is then employed to search for the optimal values of the six test parameters of the chart. We then compare the expected cost per unit of time of the optimally designed VSSC chart with optimally designed VSS and FRS (fixed ratio sampling) T2 charts as well as MEWMA charts.Peer reviewed2011-11info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/89408http://www.tandfonline.com/doi/abs/10.1080/02664763.2011.559205Journal of Applied Statistics, 38(11), 2459-2469. Routledge (2011).eninfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/2272422018-08-22T12:06:20Zhdl_2268_62hdl_2268_150driverhdl_2268_71hdl_2268_153fulltextLinear and quadratic reformulations of nonlinear optimization problems in binary variablesRodriguez Heck, Elisabethnonlinear optimizationnonlinear programmingpseudo-Boolean optimizationreformulation techniquesinteger programmingquadratic programmingPhysical, chemical, mathematical & earth Sciences :: MathematicsPhysique, chimie, mathématiques & sciences de la terre :: MathématiquesBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionUniversité de Liège, Liège, BelgiqueCrama, Yves [superviser]Schyns, Michael [president of the jury]Boros, Endre [member of the jury]Buchheim, Christoph [member of the jury]Louveaux, Quentin [member of the jury]2018-08-14info:eu-repo/semantics/doctoralThesishttps://orbi.uliege.be/handle/2268/227242eninfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/1999822016-07-08T12:27:28Zhdl_2268_65hdl_2268_62hdl_2268_71Pricing des options : du modèle binomial à Black & ScholesEsch, LouisModèles financiersModèle binomialModèle de Black & ScholesBusiness & economic sciences :: FinanceSciences économiques & de gestion :: FinanceBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestion2001-03info:eu-repo/semantics/lecturehttps://orbi.uliege.be/handle/2268/199982frModélisation de produits financiers à risque réduit, Bruxelles, Belgique (6 mars 2001)national
oai:orbi.ulg.ac.be:2268/1999962016-07-08T12:42:47Zhdl_2268_65hdl_2268_62hdl_2268_71Tarification en assurance non vie et probabilité de ruineEsch, LouisAssurance non viePrimes d'assuranceprobabilité de ruineBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionBusiness & economic sciences :: FinanceSciences économiques & de gestion :: Finance2016-12info:eu-repo/semantics/lecturehttps://orbi.uliege.be/handle/2268/199996frModèles actuariels : aspects techniques et pédagogiques, Paris, France (décembre 2016)international
oai:orbi.ulg.ac.be:2268/1999722016-07-08T11:30:46Zhdl_2268_65hdl_2268_62hdl_2268_71Value at RiskEsch, LouisLopez, ThierryKieffer, RobertRisk Management financierValue at RiskBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionBusiness & economic sciences :: FinanceSciences économiques & de gestion :: Finance1997-12info:eu-repo/semantics/lecturehttps://orbi.uliege.be/handle/2268/199972frModèles de gestion des risques, Paris, France (16 décembre 1997)national
oai:orbi.ulg.ac.be:2268/1999732016-07-08T11:36:31Zhdl_2268_65hdl_2268_62hdl_2268_71Mesures de volatilité des marchés boursiers et Value at RiskColmant, BrunoEsch, LouisVolatilité des marchés financiersRisk Management financierValue at RiskBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionBusiness & economic sciences :: FinanceSciences économiques & de gestion :: Finance1998-04info:eu-repo/semantics/lecturehttps://orbi.uliege.be/handle/2268/199973frProgramme des séminaires des formations postuniversitaires de HEC Liège, Liège, Belgique (29 avril 1998)national
oai:orbi.ulg.ac.be:2268/1999762016-07-08T11:47:40Zhdl_2268_65hdl_2268_62hdl_2268_71Risk and Asset ManagementEsch, LouisLopez, ThierryRisk ManagementAsset ManagementALMBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionBusiness & economic sciences :: FinanceSciences économiques & de gestion :: Finance1999-06info:eu-repo/semantics/lecturehttps://orbi.uliege.be/handle/2268/199976frMaîtrisez vos risques de marché, Paris, France (9 juin 1999)international
oai:orbi.ulg.ac.be:2268/1999772016-07-08T11:51:11Zhdl_2268_65hdl_2268_62hdl_2268_71Value at RiskEsch, LouisRisk Management financierValue at RiskBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionBusiness & economic sciences :: FinanceSciences économiques & de gestion :: Finance2000-02info:eu-repo/semantics/lecturehttps://orbi.uliege.be/handle/2268/199977frModélisation et gestion du risque en finance, Bruxelles, Belgique (22 février 2000)national
oai:orbi.ulg.ac.be:2268/1999812016-07-08T12:00:30Zhdl_2268_65hdl_2268_62hdl_2268_71Exploiter les méthodes de gestion des risques de marché et la VaR comme interface à la gestion d'actifsEsch, LouisLopez, ThierryRisk Management financierValue at RiskModèles internesBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionBusiness & economic sciences :: FinanceSciences économiques & de gestion :: Finance2000-12info:eu-repo/semantics/lecturehttps://orbi.uliege.be/handle/2268/199981frExploitez les modèles internes pour maîtriser vos risques de marché, Paris, France (13 et 14 décembre 2000)international
oai:orbi.ulg.ac.be:2268/1999862016-07-08T12:11:07Zhdl_2268_65hdl_2268_62hdl_2268_150hdl_2268_71hdl_2268_153Exploitation de la corrélation : diversification d'un portefeuille d'actionsEsch, LouisCorrélationGestion de portefeuilleModèles financiersPhysical, chemical, mathematical & earth Sciences :: MathematicsPhysique, chimie, mathématiques & sciences de la terre :: MathématiquesBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionBusiness & economic sciences :: FinanceSciences économiques & de gestion :: Finance2001-09info:eu-repo/semantics/lecturehttps://orbi.uliege.be/handle/2268/199986frApplications pédagogiques de la mathématique financière, Luxembourg, Grand-Duché de Luxembourg (27 septembre 2001)national
oai:orbi.ulg.ac.be:2268/1999932016-07-08T12:31:48Zhdl_2268_65hdl_2268_62hdl_2268_71A contre-courant de l'histoire : de Cox, Ross et Rubinstein à Black & ScholesEsch, LouisModèle de Black & ScholesModèle binomialPricing des optionsBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionBusiness & economic sciences :: FinanceSciences économiques & de gestion :: Finance2007-05info:eu-repo/semantics/lecturehttps://orbi.uliege.be/handle/2268/199993frAutour de Black et Scholes, Bruxelles, Belgique (4 mai 2007)national
oai:orbi.ulg.ac.be:2268/1999752016-07-08T11:43:20Zhdl_2268_65hdl_2268_62hdl_2268_71Risk and Asset ManagementEsch, LouisLopez, ThierryRisk ManagementAsset ManagementALMBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionBusiness & economic sciences :: FinanceSciences économiques & de gestion :: Finance1999-05info:eu-repo/semantics/lecturehttps://orbi.uliege.be/handle/2268/199975frRisk Management, Liège, Belgique (7 mai 1999)national
oai:orbi.ulg.ac.be:2268/2321322019-01-24T14:58:05Zhdl_2268_62driverhdl_2268_71fulltextA comparative study of branch-and-price algorithms for vehicle routing with time windows and waiting time costsMichelini, StefanoArda, YaseminKüçükaydın, HandeVehicle Routing ProblemBranch-and-PriceTime WindowsColumn GenerationLabeling algorithmsBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionBranch-and-price is a leading methodology for solving routing problems. Several studies have investigated labeling algorithms to solve the related pricing problem, which is usually a variant of the elementary shortest path problem with resource constraints. Solving this problem efficiently is crucial, since it is a performance bottleneck for the branch-and-price procedure. Such algorithms include methods like decremental state space relaxation, ng-route relaxation, and hybrids of these two. These focus on how to treat efficiently the elementarity constraints, since they tend to make label domination difficult, which translates to more computational resources used. In this study, we investigate the performance of these methods in a branch-and-price framework. The problem under consideration is a variant of the vehicle routing problem with time windows in which waiting times have a linear cost. We first parametrize several algorithmic components. Then, we search for good parameter configurations for each algorithm with irace, a tool for automated parameter tuning that generates and runs a very high number of configurations on a set of tuning instances and uses statistical tests to determine the best performing configuration. Finally, we run all final configurations on the Solomon benchmark instances and analyze the results with statistical tests. Our results show that a class of hybrid algorithms with certain features based on ng-route relaxation outperforms all the others.Peer reviewed2018-07-10info:eu-repo/semantics/conferencePaperhttps://orbi.uliege.be/handle/2268/232132enEURO 2018 - 29th European Conference on Operational Research, Valencia, Spain (from 8-7-2018 to 11-7-2018)internationalinfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/1955842016-04-14T04:31:51Zhdl_2268_62driverhdl_2268_71fulltextCombining acceleration techniques for pricing in a VRP with time windowsMichelini, StefanoArda, YaseminKüçükaydin, HandeVRPBranch-and-PriceColumn GenerationBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionIn this study, we investigate a solution methodology for a variant of the VRP with time windows. The cost of each route depends on its overall duration (including waiting times), while the departure time of a vehicle is a decision variable. Furthermore, each route has a maximum permitted duration.
In order to solve this problem with a branch-and-price methodology, we study also the associated pricing problem, an elementary shortest path problem with resource constraints (ESPPRC). Compared to the classical ESPPRC, this variant admits an infinite number of Pareto-optimal states. In order to tackle this, it was shown in [1] that it is possible to represent the total travelling time as a piecewise linear function of the service start time at the depot. Together with this representation, an appropriate label structure and domi- nance rules are proposed and integrated into an exact bidirectional dynamic programming algorithm [2].
It is possible to implement certain acceleration techniques in the dynamic program- ming algorithm used to solve the pricing problem. We focus on two of these techniques: decremental state space relaxation (DSSR), introduced in [3], and ng-route relaxation, in- troduced in [4] and [5]. DSSR aims to enforce gradually the constraints on the elementarity of the path, which adversely affect the number of generated and dominated labels. A set of critical nodes is iteratively populated, and elementarity is enforced only on these critical nodes. When using ng-route relaxation, a neighbourhood is defined for each vertex. Then, the labels are extended such that, thanks to this neighbourhood structure, it is possible to allow only cycles that are relatively expensive and therefore less likely to appear in the optimal solution.
In this study, we explore several different strategies used to apply these techniques, for example initialization strategies for the critical vertex set in DSSR, or the size of the neighbourhoods for ng-route relaxation. We also analyze two ways of combining DSSR and ng-route relaxation. The different algorithmic choices are represented as categorical parameters. The categorical parameters, together with the numerical ones, can be tuned with tools for automatic algorithm configuration such as the irace package [6].
We discuss how this column generation procedure can be included as a component in the development of a matheuristic based on the idea in [7], which consists in a collaboration scheme between a branch-and-price algorithm, an exact MIP solver, and a metaheuristic.Peer reviewed2016-01-28info:eu-repo/semantics/conferencePaperhttps://orbi.uliege.be/handle/2268/195584en[1] Küçükaydin, H., Arda, Y., & Crama, Y. (2014). Optimization of the service start time for an elementary shortest path problem with time windows. Working paper, Université de Liège. http://hdl.handle.net/2268/170446.
[2] Righini, G., & Salani, M. (2006). Symmetry helps: bounded bi-directional dynamic pro- gramming for the elementary shortest path problem with resource constraints. Discrete Optimization, 3(3):255-273.
[3] Righini, G., & Salani, M. (2008). New dynamic programming algorithms for the resource constrained elementary shortest path problem. Networks, 51(3):155-170.
[4] Baldacci, R., Bartolini, E., Mingozzi, A., & Roberti, R. (2010). An exact solution framework for a broad class of vehicle routing problems. Computational Management Science, 7(3):229-268.
[5] Baldacci, R., Mingozzi, A., & Roberti, R. (2011). New route relaxation and pricing strategies for the vehicle routing problem. Operations research, 59(5):1269-1283.
[6] López-Ibánez, M., Dubois-Lacoste, J., Stützle, T., & Birattari, M. (2011). The irace package, iterated race for automatic algorithm configuration. Technical Report TR/IRIDIA/2011-004, IRIDIA, Université Libre de Bruxelles, Belgium.
[7] Danna, E., & Le Pape, C. (2005). Branch-and-price heuristics: A case study on the vehicle routing problem with time windows. Column Generation, 99-129.ORBEL30 - 30th meeting of the Belgian Operational Research Society, Louvain-la-Neuve, Belgium (from 28-1-2016 to 29-1-2016)internationalinfo:eu-repo/semantics/openAccess
oai:orbi.ulg.ac.be:2268/2321312019-09-20T19:43:10Zhdl_2268_62hdl_2268_71fulltextA comparative study of labeling algorithms within the branch-and-price framework for vehicle routing with time windowsMichelini, StefanoVehicle Routing ProblemBranch-and-PriceTime WindowsColumn GenerationLabeling AlgorithmsBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionPh. D Thesis summary, see other reference on ORBIPeer reviewedInteruniversity Attraction Poles Programme of the Belgian Science Policy Office (grant P7/36) [sponsor]in pressinfo:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/232131A comparative study of labeling algorithms within the branch-and-price framework for vehicle routing with time windows. <i>4OR: A Quarterly Journal of Operations Research</i>.Berlin, GermanySpringer. (in press).eninfo:eu-repo/semantics/restrictedAccess
oai:orbi.ulg.ac.be:2268/1999882016-07-08T12:14:37Zhdl_2268_65hdl_2268_62hdl_2268_71Probabilité risque-neutre, arbitrage et martingalesEsch, LouisFinance stochastiqueMartingalesBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionBusiness & economic sciences :: FinanceSciences économiques & de gestion :: Finance2004-09info:eu-repo/semantics/lecturehttps://orbi.uliege.be/handle/2268/199988frHommage aux professeurs De Bruyne et Moors, Liège, Belgique (29 septembre 2004)national
oai:orbi.ulg.ac.be:2268/1999742016-07-08T11:39:50Zhdl_2268_65hdl_2268_62hdl_2268_71Value at RiskEsch, LouisRisk Management financierValue at RiskBusiness & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionBusiness & economic sciences :: FinanceSciences économiques & de gestion :: Finance1999-04info:eu-repo/semantics/lecturehttps://orbi.uliege.be/handle/2268/199974frJournées du GEMME, Liège, Belgique (26 avril 1999)national
oai:orbi.ulg.ac.be:2268/1193422012-05-04T12:44:43Zhdl_2268_62driverhdl_2268_71fulltextThe interval ordering problemDurr, ChristopheQueyranne, MauriceSpieksma, Frits C.R.Talla Nobibon, FabriceWoeginger, Gerhard J.Business & economic sciences :: Quantitative methods in economics & managementSciences économiques & de gestion :: Méthodes quantitatives en économie & gestionPeer reviewed2012info:eu-repo/semantics/articlehttps://orbi.uliege.be/handle/2268/119342Discrete Applied Mathematics. Amsterdam, The Netherlands: Elsevier Science (2012).eninfo:eu-repo/semantics/openAccess
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