In spite of its tremendous economic significance, the problem of sales staff schedule optimization for retail stores has received relatively scant attention. Current approaches typically attempt to minimize payroll costs by closely fitting a staffing curve derived from exogenous sales forecasts,...

We describe a general structure allowing to represent in a regular and extensible way all the financial data available in a research laboratory (at present, the Adaptive Computer Systems Laboratory of the Université de Montréal). After an analysis of field, we clarify the XML representation of...

Prior work on option pricing falls mostly in two categories: it either relies on strong distributional or economical assumptions, or it tries to mimic the Black-Scholes formula through statistical models, trained to fit today's market price based on information available today. The work...

We introduce an asset-allocation framework based on the active control of the value-at- risk of the portfolio. Within this framework, we compare two paradigms for making the allocation using neural networks. The first one uses the network to make a forecast of asset behavior, in conjunction with...

To deal with the overfitting problems that occur when there are not enough examples compared to the number of input variables in supervised learning, traditional approaches are weight decay and greedy variable selection. An alternative that has recently started to attract attention is to keep...

This report presents and proposes several methods to improve the capacity of generalization of the learning algorithms in a context of financial decision-making. These methods, overall, aim at controlling the capacity of the learning algorithms in order to limit the problem of the over-training,...

Metric-based methods, which use unlabeled data to detect gross differences in behavior away from the training points, have recently been introduced for model selection, often yielding very significant improvements over alternatives (including cross-validation). We introduce extensions that take...

We present a tactical wood flow model that appears in the context of the Canadian forestry industry, and describe the implementation of a decision support system created for use by an industrial partner. In this problem, mill demands and harvested volumes of a heterogeneous set of log types are...

This paper studies a districting problem that arises in the context of financial product pricing. The challenge lies in partitioning a set of small geographical regions into a set of larger territories. In each territory, the customers will share a common price. These territories need to be...

The dairy transportation problem (DTP) consists of determining the best routes to be performed for collecting milk from farms and delivering it to processing plants. We study the particular case of the province of Quebec, where the Fédération des producteurs de lait du Québec is responsible...