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See detailThe impact of architectural representations on conveying design intent.
Cunin, Maxime; Yang, Maria C.; Elsen, Catherine ULiege

E-print/Working paper (in press)

Architects express themselves graphically in order to communicate ideas both to clients and to themselves. In practice, they rely on a variety of representations such as free-hand drawings, 3D computer ... [more ▼]

Architects express themselves graphically in order to communicate ideas both to clients and to themselves. In practice, they rely on a variety of representations such as free-hand drawings, 3D computer rendered images, and photomontages to convey their design intent. Research to date has demonstrated differences and commonalities in the ways in which expert designers and laymen perceive visual understanding. It is still unclear how architects themselves use different types of representations to express different intentions, and how accurately their expected audience perceives those intentions. The purpose of this research is to investigate how laymen interpret the initial design intent of an architect’s design, and what role different forms of representations play in this process of understanding a design. This paper describes a five-step process for developing a survey that was used to gather data from 686 laymen respondents. It was found that certain types of simpler representations presented in specific contexts are unexpectedly found to be a more efficient way to faithfully transmit an architectural intent. [less ▲]

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See detailSostanza e forma nella tradizione del romanzo arturiano in prosa
Leonardi, Lino; Morato, Nicola ULiege

E-print/Working paper (in press)

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See detailRéécrire (avec) Kafka. Une paradoxale figure de l’exit, entre silence, mensonge et vérité
Lucca, Sian ULiege

E-print/Working paper (in press)

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See detailFully leafed induced subtrees
Blondin Massé, Alexandre; de Carufel, Julien; Goupil, Alain et al

E-print/Working paper (in press)

Let G be a simple graph of n vertices. We consider the problem ISil of deciding whether there exists an induced subtree with exactly i ≤ n vertices and l leaves in G. We also study the associated ... [more ▼]

Let G be a simple graph of n vertices. We consider the problem ISil of deciding whether there exists an induced subtree with exactly i ≤ n vertices and l leaves in G. We also study the associated optimization problem, that consists in computing the maximal number of leaves, denoted by L_G(i), realized by an induced subtree with i vertices, for 2 ≤ i ≤ n. We compute the values of the map L_G for some classical families of graphs and in particular for the d-dimensional hypercubic graphs Q_d , d ≤ 6. Then we prove that the ISil problem is in general NP-complete. We also describe a nontrivial branch and bound algorithm that computes the function L_G for any simple graph G. In the special case where G is a tree, we provide a O(δn^3) time and O(n^2) space algorithm, where δ is the maximum degree of G. Finally, we exhibit a bijection between the set of discrete derivative of the sequences L_G (i) where G is caterpillar, and the set of prefix normal words. [less ▲]

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See detailFrom justification to phenomenology The moral Imaginary of Solidarity Economy
Frère, Bruno ULiege

E-print/Working paper (2018)

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See detail« Proudhon, le premier pragmatiste? Petite histoire de l’autre sociologie »
Frère, Bruno ULiege

E-print/Working paper (2018)

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See detailBeyond Critical Sociology Bourdieu’s Positivism and the Sociology of Critique
Frère, Bruno ULiege

E-print/Working paper (2018)

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See detailSiSTEM, a Model for the Simulation of Short-Term Electricity Markets
Mathieu, Sébastien; Petitet, Marie; Perrot, Marie et al

E-print/Working paper (2017)

The aim of this document is to present SiSTEM, a multi-level simulation model of European short-term electricity markets, covering day-ahead and intraday exchanges to balancing activations in real-time ... [more ▼]

The aim of this document is to present SiSTEM, a multi-level simulation model of European short-term electricity markets, covering day-ahead and intraday exchanges to balancing activations in real-time, and imbalance settlement. In this model, power companies interact by making offers, notifying their positions to the system operator and impacting the balance of the electric system. The system operator activates balancing energy to restore the balance of the system, using all balancing activation offers, including from balancing reserves. Imbalance settlement implies bidirectional transactions between the system operator and power companies depending on the direction of their imbalance. A simulation of the model is performed by sequentially considering each time step and simulating actors’ decisions. The objective of this model is to understand the problems behind decisions of the actors within the short-term electrical system operation, to provide insights on how these problems can be solved through market design and to see how the decisions are linked together to shape a coherent system. This paper presents different simulation cases of an illustrative system in order to portray main features of the model in a practical and effective manner. In particular, the results show the importance of considering steady-state constraints and notice delays of generation units when looking at short-term issues. Future works could use this model to provide quantitative assessments of short-term market designs. [less ▲]

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See detailA comparative study of labeling algorithms for vehicle routing problems with time windows and waiting time costs
Michelini, Stefano ULiege; Arda, Yasemin ULiege; Küçükaydın, Hande

E-print/Working paper (2017)

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See detailRAPPORT SUR L’ÉGALITÉ ENTRE LES FEMMES ET LES HOMMES À L’UNIVERSITÉ DE LIÈGE 2017 - rapport genre 2017
Cornet, Annie ULiege

E-print/Working paper (2017)

this report present the statistical data of University de Liège (student and personal) for the year 2016-2017. Similar report in 2016 and 2014.

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See detailA Simulator to Explore Tarification Designs for Distribution Networks
Manuel de Villena Millan, Miguel ULiege; Gautier, Axel ULiege; Fonteneau, Raphaël ULiege et al

E-print/Working paper (2017)

This paper introduces a computational tool to help assess the impact of regulation policies within distribution net- works in the deployment of distributed renewable electricity generation. This tool is a ... [more ▼]

This paper introduces a computational tool to help assess the impact of regulation policies within distribution net- works in the deployment of distributed renewable electricity generation. This tool is a comprehensive multi-agent simulator capable of handling the interaction between the users of a distribution network and their distribution system operator. With this simulator, it is possible to address the different regulatory constraints encountered by distribution system operators, for any regulation policy. In the simulator, we model individual electricity consumers as rational agents, who may invest in optimised distributed renewable energy installations, if they are cost-efficient compared to the network tariff. By modelling the cost recovery scheme of the distribution system operator, the simulator then computes the evolution of the network tariff in response to a change in the consumption and generation of the consumers in the distribution network, due to the deployment of distributed generation. The simulator is illustrated with various regulation policies. [less ▲]

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See detailOn overfitting and asymptotic bias in batch reinforcement learning with partial observability
François-Lavet, Vincent ULiege; Ernst, Damien ULiege; Fonteneau, Raphaël ULiege

E-print/Working paper (2017)

This paper stands in the context of reinforcement learning with partial observability and limited data. In this setting, we focus on the tradeoff between asymptotic bias (suboptimality with unlimited data ... [more ▼]

This paper stands in the context of reinforcement learning with partial observability and limited data. In this setting, we focus on the tradeoff between asymptotic bias (suboptimality with unlimited data) and overfitting (additional suboptimality due to limited data), and theoretically show that while potentially increasing the asymptotic bias, a smaller state representation decreases the risk of overfitting. Our analysis relies on expressing the quality of a state representation by bounding L1 error terms of the associated belief states. Theoretical results are empirically illustrated when the state representation is a truncated history of observations. Finally, we also discuss and empirically illustrate how using function approximators and adapting the discount factor may enhance the tradeoff between asymptotic bias and overfitting. [less ▲]

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See detail"888" Tweets on the Art and Science of Internet-Based Investing
Choffray, Jean-Marie ULiege

E-print/Working paper (2017)

Here we are! Exactly “888” Tweets, regularly updated, on The Art and Science of Investing to “show you the way”, to share some observations on the evolution of the world, the behavior of the financial ... [more ▼]

Here we are! Exactly “888” Tweets, regularly updated, on The Art and Science of Investing to “show you the way”, to share some observations on the evolution of the world, the behavior of the financial markets, and to illustrate the key heuristics that I learned over the last twenty years. As, without any doubt, I am no Warren Buffett, feel free to disagree and develop you own “theory” of investing. Painful and solitary work... Success is at that price! And, based on what I did - and did not! - achieve, it shouldn’t be hard to do much better... That’s my wish for you! [less ▲]

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See detailTesting revealed preference: An algorithmic outlook
Smeulders, Bart ULiege; Crama, Yves ULiege; Spieksma, Frits C.R.

E-print/Working paper (2017)

Revealed 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 ... [more ▼]

Revealed 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. [less ▲]

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See detailMéditations expérimenées sur la TSUM (Transition Secondaire-Université en Mathématiques)
Bair, Jacques ULiege

E-print/Working paper (2017)

L’objectif de ce travail est de mettre par écrit quelques idées personnelles à propos de l’enseignement des mathématiques dans une première année de l’enseignement supérieur et ainsi de réfléchir à propos ... [more ▼]

L’objectif de ce travail est de mettre par écrit quelques idées personnelles à propos de l’enseignement des mathématiques dans une première année de l’enseignement supérieur et ainsi de réfléchir à propos de la transition entre le secondaire et l’Université (TSU, en abrégé) pour un cours de mathématiques. A cet effet, on compare les enseignements secondaire et universitaire, on précise une certaine conception des mathématiques et de leur enseignement au niveau de la TSU. Dans une première annexe se trouve également une étude plus théorique et technique sur la métacognition. Une particularité de ce travail est probablement de relier des idées issues de la littérature spécialisée relative à trois thèmes qui sont souvent développés indépendamment les uns des autres, à savoir l’épistémologie des mathématiques, la pédagogie universitaire et la didactique des mathématiques, le tout étant agencé d’après des convictions personnelles et des expériences professionnelles. [less ▲]

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See detailBalanced sequences of complexity 2n+1
Cassaigne, Julien; Labbé, Sébastien; Leroy, Julien ULiege

E-print/Working paper (2017)

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See detailLe coaching en questions
Absil, Gaëtan ULiege

E-print/Working paper (2017)

Cette note apporte des éléments de réponses aux questions adressées à l’APES-ULiège par Infor Santé – Alliance nationale des Mutualités chrétiennes à propos de la notion de « coaching ». Pour répondre aux ... [more ▼]

Cette note apporte des éléments de réponses aux questions adressées à l’APES-ULiège par Infor Santé – Alliance nationale des Mutualités chrétiennes à propos de la notion de « coaching ». Pour répondre aux questions, nous nous appuyons sur :  Les travaux et les réflexions menées dans le cadre des collaborations avec les acteurs de prévention et promotion de la santé  L’expertise de l’APES-ULiège en matière d’accompagnement  Une première revue de la littérature concernant le concept de coaching  Une exploitation des outils linguistiques du Centre National de Ressources Textuelles et Lexicales [less ▲]

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See detailBien raisonner en TSUM (Transition Secondaire-Université en Mathématiques)
Bair, Jacques ULiege

E-print/Working paper (2017)

Bien raisonner est assurément une des compétences clés que doivent acquérir et développer les étudiants entrant à l’Université. Nous y consacrons entièrement ce travail illustré par de nombreux exemples ... [more ▼]

Bien raisonner est assurément une des compétences clés que doivent acquérir et développer les étudiants entrant à l’Université. Nous y consacrons entièrement ce travail illustré par de nombreux exemples construits à partir de notre expérience professionnelle. En premier lieu, nous distinguons, à la suite de G. Polya, les raisonnements plausibles des raisonnements démonstratifs. Ensuite, nous nous intéressons à certains éléments de logique qui nous paraissent importants au niveau d’une TSUM. Puis, nous analysons la nature de preuves mathématiques à ce stade de l’apprentissage. Enfin, nous dissertons quelque peu sur l’usage des démonstrations dans l’enseignement. Ce travail se termine par deux annexes techniques, relatives respectivement à différents types de syllogismes et à quelques éléments plus formels de logique mathématique. [less ▲]

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See detailLes mathématiques: une science comme les autres ?
Bair, Jacques ULiege

E-print/Working paper (2017)

Les mathématiques sont-elles une science et, dans l'affirmative, sont-elles comparables aux autres disciplines scientifiques comme la physique, la biologie, ... ? Nous apportons des éléments de réponse à ... [more ▼]

Les mathématiques sont-elles une science et, dans l'affirmative, sont-elles comparables aux autres disciplines scientifiques comme la physique, la biologie, ... ? Nous apportons des éléments de réponse à de telles questions en basant principalement nos arguments sur la distinction, due au mathématicien-épistémologue G. Polya, entre les raisonnements plausibles ou démonstratifs. [less ▲]

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See detailLiens entre mathématiques et jeux
Bair, Jacques ULiege

E-print/Working paper (2017)

Le présent travail se compose de plusieurs parties. En premier lieu, nous définissons le concept général de jeu et présentons quelques mathématiciens célèbres, de toutes époques, qui étaient (ou sont ... [more ▼]

Le présent travail se compose de plusieurs parties. En premier lieu, nous définissons le concept général de jeu et présentons quelques mathématiciens célèbres, de toutes époques, qui étaient (ou sont encore) des adeptes de jeux mathématiques. Ensuite, nous établissons une typologie des jeux mathématiques. Une deuxième partie est consacrée à l’intervention des jeux dans l’enseignement des mathématiques. Nous donnons divers avantages des activités ludiques en classe, mais également des objections relatives à leur usage à des fins pédagogiques. Nous nous demandons aussi comment sélectionner un jeu pour des élèves et exhibons des exemples concrets de jeux exploitables en classe. Ce travail se termine par une bibliographie sur le sujet, ainsi que par une annexe composée de diapositives présentées lors d’un exposé réalisé à l’Université du Luxembourg dans le cadre de la Formation Pédagogique (FOPED) : nous y décrivons brièvement différentes épreuves ludiques proposées ces dernières années à des élèves de l’enseignement secondaire en France, Belgique et au Luxembourg. [less ▲]

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See detailMulti-period vehicle allocation with uncertain transportation requests
Crama, Yves ULiege; Pironet, Thierry ULiege

E-print/Working paper (2017)

This work investigates optimization techniques for a multi-period vehicle allocation problem with uncertain requests. A company owning a limited fleet of trucks attempts to maximize its operational profit ... [more ▼]

This work investigates optimization techniques for a multi-period vehicle allocation problem with uncertain requests. A company owning a limited fleet of trucks attempts to maximize its operational profit over an infinite horizon by optimally assigning transportation orders to the vehicles. Its profit stems from profits collected when transporting full truckloads, minus costs incurred when waiting or when moving unladen. The stochastic component of the problem arises from the uncertainty on the realization of each transportation order. The methodology is based on optimizing decisions for deterministic scenarios. Several policies are generated in this way, either by simple heuristics, or by more complex approaches, such as consensus and restricted expectation algorithms, or from network flow formulations over subtrees of scenarios. Myopic and a-posteriori deterministic optimization models are used to compute bounds allowing for performance evaluation. Numerical experiments are performed on various instances featuring different numbers of orders, graph sizes, sparsity, and probability distributions, and the performance of the algorithms is assessed by statistical tests. The robustness of various policies with respect to erroneous evaluations of the probability distributions is also analyzed. [less ▲]

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See detailSur l'évaluation de compétences en mathématiques
Bair, Jacques ULiege

E-print/Working paper (2017)

Ce document comprend deux parties. Tout d’abord, un texte est consacré à des généralités sur la mesure de compétences, ainsi qu’à la présentation, illustrée par des exemples concrets, de différents types ... [more ▼]

Ce document comprend deux parties. Tout d’abord, un texte est consacré à des généralités sur la mesure de compétences, ainsi qu’à la présentation, illustrée par des exemples concrets, de différents types d’échelles (universelle, descriptive, globale) et de grilles d’évaluation. Enfin, ce travail se termine par la reproduction de diapositives (initialement réalisées à l’aide du logiciel Power Point) préparées pour accompagner une leçon sur l’évaluation ; l’exposé oral correspondant a été donné, dans le cadre de la FOPED (Formation Pédagogique), à plusieurs cohortes de stagiaires en mathématiques à l’Université du Luxembourg. [less ▲]

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See detailPetite apologie de l'analogie en mathématiques
Bair, Jacques ULiege

E-print/Working paper (2017)

L'analogie est souvent utilisée par les mathématiciens car elle s'avère déterminante très souvent dans la création de mathématiques nouvelles. Pour illustrer simplement ces propos, nous présentons deux ... [more ▼]

L'analogie est souvent utilisée par les mathématiciens car elle s'avère déterminante très souvent dans la création de mathématiques nouvelles. Pour illustrer simplement ces propos, nous présentons deux exemples, l'un de géométrie et l'autre d'analyse, qui ont été initialement développés par G. Polya. Une brève biographie de cet auteur est présentée en fin d'article. [less ▲]

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See detailQuelques idées générales à propos de la compréhension en mathématiques
Bair, Jacques ULiege

E-print/Working paper (2017)

Dans cet article, nous apportons des éléments de réponse à la question générale suivante : "Que signifie bien comprendre en mathématiques ?" Nous nous demandons pourquoi il est difficile d'y répondre et ... [more ▼]

Dans cet article, nous apportons des éléments de réponse à la question générale suivante : "Que signifie bien comprendre en mathématiques ?" Nous nous demandons pourquoi il est difficile d'y répondre et apportons une piste de solution en distinguant les activités de production de celles de reproduction. De plus, nous abordons le problème étudié d'un point de vue aussi bien local que global. Enfin, nous nous interrogeons sur l'incompréhension en mathématiques en proposant une typologie, en repérant des causes possibles d'incompréhension et en donnant quelques conseils pratiques. [less ▲]

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See detailImpact des valeurs responsables des médecins sur l’efficacité des services médicaux dans les CHU algériens : modélisation par les plans d’expériences
Bounazef, Djida ULiege; Van Caillie, Didier ULiege

E-print/Working paper (2017)

Medical doctors impact the efficiency of medical departments through their level of skill and engagement. The sensitivity of medical doctors on responsible and inclusive values fosters a stable work ... [more ▼]

Medical doctors impact the efficiency of medical departments through their level of skill and engagement. The sensitivity of medical doctors on responsible and inclusive values fosters a stable work climate that optimizes organizational efficiency and performance in UHCs’ departments. This reduces sources of nuisance and demotivation for optimal work stability, which induces efficiency’s improvement. The case study is done on 30 different services belonging to the Algerian UHCs in the purpose to build a model by the method of design of experiments. Multiple regression studies correlations between sensitivity to responsible values, work climate, workplace stability and efficiency of studied departments. It also allows to predict the improvement of departments’ efficiency according to the variation of dependent variables for optimizing the UHCs’ performance. The study’s results illustrate the strong correlation of sensitivity to responsible values and workplace stability’s variables on efficiency. They also highlight strong relations of interdependence between firstly responsible values and work climate, and secondly, between climate and workplace stability. [less ▲]

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See detailDecidable properties of extension graphs for substitutive languages
Dolce, Francesco; Kyriakoglou, Revekka; Leroy, Julien ULiege

E-print/Working paper (2017)

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See detailLa Ceinture Aliment-Terre Liégeoise : des initiatives locales au projet de transition territoriale
Feyereisen, Marlène ULiege; Stassart, Pierre M ULiege

E-print/Working paper (2017)

Depuis une dizaine d’années, des initiatives qui cherchent à territorialiser la production et la consommation de produits alimentaires se développent dans le paysage agroalimentaire wallon. Parmi celles ... [more ▼]

Depuis une dizaine d’années, des initiatives qui cherchent à territorialiser la production et la consommation de produits alimentaires se développent dans le paysage agroalimentaire wallon. Parmi celles-ci, la Ceinture aliment-terre liégeoise (CATL) est une dynamique qui s’est construite autour d’un diagnostic du système agroalimentaire conventionnel et propose des alternatives en région liégeoise. La CATL a pour caractéristique principale de constituer un « mouvement citoyen », c’est-à-dire qu’elle mobilise les citoyens dans la transformation du système agroalimentaire. Pour analyser cette initiative, nous allons retracer la trajectoire de la CATL depuis sa naissance jusqu’à aujourd’hui, ainsi que les dilemmes et questionnements auxquels elle a dû faire face tout au long de son évolution et comment elle propose d’y répondre. Cette analyse permet de comprendre que le potentiel de transformation de la CATL pour la transition réside surtout dans sa capacité à intégrer une série d’initiatives du territoire dans une vision commune pour construire une « niche globale territoriale » plus à même d’influencer le régime et d’engager une transition du système agroalimentaire liégeois et wallon. [less ▲]

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See detailLa dynamique de la controverse du piétonnier de Bruxelles
Charlery de la Masselière, Madeleine ULiege; Esnoul, Elise ULiege; Pfohl, Clémentine ULiege et al

E-print/Working paper (2017)

La dynamique de la controverse apparue autour du projet de piétonisation des boulevards centraux de la Ville de Bruxelles est relue à travers la théorie de l’acteur réseau (Callon &Latour 1986) . Ceci ... [more ▼]

La dynamique de la controverse apparue autour du projet de piétonisation des boulevards centraux de la Ville de Bruxelles est relue à travers la théorie de l’acteur réseau (Callon &Latour 1986) . Ceci permet de mettre en évidence deux traductions concurrentes : celle de la ville et celle de la Platform Pentagone. La ville a traduit son projet en organisant un réseau d’acteurs autour du point de passage obligé (PPO) suivant : « piétonniser les boulevards centraux pour stopper le transit automobile et faire du centre de Bruxelles un nouveau cœur urbain attractif ». La traduction de la Platform Pentagone, notre deuxième porte-parole, propose un autre point de passage obligé : « faire un piétonnier négocié, favorable à tous les usagers ». Cette formulation entre en concurrence directe avec celle de la ville. Chacune des deux problématisations illustre une conception différenciée de la notion de piétonnier ainsi que de ce qui est, ou non, négociable. Des dissidences apparaissent qui permettent de relever une série d’ambigüités au sein des réseaux et des diverses situations. [less ▲]

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See detailla satisfaction des conditions de travail des médecins comme facteur déterminant des réussites médicales
Bounazef, Djida ULiege; Van Caillie, Didier ULiege

E-print/Working paper (2017)

Quality of workplace health and safety conditions of medical doctors has a strategic role in their availability for patients’ care, risk reduction of medical errors and rate of medical successes. The ... [more ▼]

Quality of workplace health and safety conditions of medical doctors has a strategic role in their availability for patients’ care, risk reduction of medical errors and rate of medical successes. The improvement of these conditions represents an opportunity of internal improvement that optimizes better medical services. The case study examines the quality of workplace health and safety conditions of 200 medical doctors belonging to different Algerian UHCs. It analyses its correlation with the daily time devoted to the care of patients, with the rate of risk reduction of medical errors, and with the rate of medical successes. Multiple regression analyses the interaction effect of the three first variables on the rate of medical successes. Results determine a strong causal factor between medical doctors’ availability – quality of workplace conditions and medical successes. Results also highlight a strong correlation between quality of workplace conditions and risk reduction of medical errors. [less ▲]

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See detailHow to account for new forms of resistance to domination: An argument for a materialist renewal in European social theory
Frère, Bruno ULiege; Tulle, Emmanuelle

E-print/Working paper (2017)

Many significant intellectual developments have taken place in 20th century European social theories. Notably the first Frankfurt School and Bourdieu’s work have successfully shown how workers, social ... [more ▼]

Many significant intellectual developments have taken place in 20th century European social theories. Notably the first Frankfurt School and Bourdieu’s work have successfully shown how workers, social actors, etc. are alienated or dominated by capitalist social structures. But according to Habermas, neither perspective successfully allows for the possibility that people could contribute to their own emancipation. The emergence of new forms of social resistance to domination such as those embodied by the Indignados, Anonymous, Femen, the practitioners of alternative economy, movements of unemployed people or illegals compels us to envisage the possibility for emancipation, but how? In this paper we explore opportunities for accounting for this by considering the work of a range of other European social theorists, more specifically Boltanski whose critical intent is embodied in his pragmatic sociology, and evident in his coining and use of the concept of the world. In addition we will consider Latour’s own pragmatic stance as we believe that despite his disinterest in new social movements, his work, informed by pure immanence, might offer potential solutions. But we would argue that even in these innovations there is either a persistent tendency to imagine emancipation primarily as a return to some ideal state or a lack of critical engagement with alienation. In response, we propose a materialist renewal, which will lead us to ponder on the political role of sociologists. [less ▲]

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See detailTargeted advertising and consumer information
Broos, Sébastien ULiege

E-print/Working paper (2017)

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See detailRigidity and substitutive tree words
Berthé, Valérie; Dolce, Francesco; Durand, Fabien et al

E-print/Working paper (2017)

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See detailThe prosumers and the grid
Gautier, Axel ULiege; Jacqmin, Julien ULiege; Poudou, Jean-Christophe

E-print/Working paper (2017)

Prosumers are households that are both producers and consumers of electricity. A prosumer has a grid-connected decentralized production unit (DPU) and makes two types of exchanges with the grid: energy ... [more ▼]

Prosumers are households that are both producers and consumers of electricity. A prosumer has a grid-connected decentralized production unit (DPU) and makes two types of exchanges with the grid: energy imports when the local production is insufficient to match the local consumption and energy exports when local production exceeds it. There exists two systems to measure the exchanges : a net metering system that uses a single meter to measure the balance between exports and imports and a net purchasing system that uses two meters to measure separately power exports and imports. Both systems are currently used for residential consumption. We build a model to compare the two metering systems. Under net metering, the price of exports paid to prosumers is implicitly set at the price of the electricity that they import. We show that net metering leads to (1) too many prosumers, (2) a decrease in the bills of prosumers, compensated via a higher bill for traditional consumers, and (3) a lack of incentives to synchronize local production and consumption. [less ▲]

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See detailThe new Russian quotative tipa: pragmatic scope and functions
Kolyaseva, Alena ULiege

E-print/Working paper (2017)

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See detailAdaptive large neighborhood search for multi-trip vehicle routing with time windows
François, Véronique ULiege; Arda, Yasemin ULiege; Crama, Yves ULiege

E-print/Working paper (2017)

We consider a multi-trip vehicle routing problem with time windows (MTVRPTW), in which each vehicle can perform several trips during its working shift. This problem is especially relevant in the context ... [more ▼]

We consider a multi-trip vehicle routing problem with time windows (MTVRPTW), in which each vehicle can perform several trips during its working shift. This problem is especially relevant in the context of city logistics. Heuristic solution methods for multi-trip vehicle routing problems often separate routing and assignment phases in order to create trips and then assign them to the available vehicles. We show that this approach is outperformed by an integrated solution method in the presence of time windows. We use an automatic configuration tool to obtain efficient and contextualized implementations of our solution methods. We provide suitable instances for the MTVRPTW as well as an instance generator. Also, we discuss the relevance of two objective functions: the total duration and the total travel time. When minimizing the travel time, large increases of waiting time are incurred, which is not realistic in practice. [less ▲]

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See detailBerge-acyclic multilinear 0-1 optimization problems
Buchheim, Christoph; Crama, Yves ULiege; Rodriguez Heck, Elisabeth ULiege

E-print/Working paper (2016)

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See detailPotential, opportunities and benefits of electric vehicles as frequency regulation resources
Glavic, Mevludin ULiege; Alvarado, Fernando

E-print/Working paper (2016)

Any imbalance between electric power supply and demand results in power system frequency deviations from its nominal value. Frequency regulation is one of the most important services that regional system ... [more ▼]

Any imbalance between electric power supply and demand results in power system frequency deviations from its nominal value. Frequency regulation is one of the most important services that regional system operators perform to ensure reliable system operation. Traditional power supply sources such as generators are usually automatically modulated to help balance generation and demand by adjusting their output based in part on system frequency. As a result of the decreased inertia of the system caused by decommissioning of traditional power plants and the increase in the penetration of renewable energy sources, the increased use of demand side controls for the purpose of frequency regulation is receiving increased attention. Demand control can provide fast response to any imbalance. This opens up the possibility for Electric Vehicles (EVs) to be used as frequency regulation grid resources. This write-up discusses the potential, opportunities and benefit of doing so. [less ▲]

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See detailStatus and Coordination in Organizations
Lam, Wing Man Wynne ULiege

E-print/Working paper (2016)

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See detailLE COMPROMIS ENTRE CULTURE NON PUNITIVE ET CULTURE JUSTE : ANALYSE DES SOUS-CULTURES DE SÉCURITÉ DES PATIENTS DANS UN SERVICE DE RADIOTHÉRAPIE
Kamto Kenmogne, Marius ULiege; Van Caillie, Didier ULiege; BOGA, Deniz ULiege et al

E-print/Working paper (2016)

The recent publication of the report "Medical error-the third leading causes of death in the US" (Makary & Daniel, 2016) has led to a renewed attention to the issue of patient safety in many developed ... [more ▼]

The recent publication of the report "Medical error-the third leading causes of death in the US" (Makary & Daniel, 2016) has led to a renewed attention to the issue of patient safety in many developed countries. The main issue involved is the role played by medical staff work in the occurrence of deaths from the medical care. According to Makary & Daniel, communication failures, misdiagnosis, bad judgments and inadequate skills have caused an average of 251,454 deaths per year in the United States in 2013. This report has taken the opposite view of the proponents of "No shame no blame" approach characterizing a non-punitive culture in which people are led to blame the system even though human responsibility is obvious. While the no-blame culture has often been presented as the success factor of an efficient safety /quality policy in medical settings (Amalberti et al., 2005; Woynar et al, 2007), discordant voices now stand to underline the limits of this approach (see eg Dekker & Breakey, 2016; Levitt, 2014 or Shojania & Dixon-Woods, 2013). These authors argue that the no-blame culture is difficult to implement in practice and suggest the implementation of a just culture that places more emphasis on individuals' behavior and performance and on their responsibility at work. In this context, this study examines – based on an in-depth longitudinal case study of a radiotherapy department that has implemented a reporting system for adverse events - the extent to which non-punitive culture and just culture can live together in the same organizational unit. By combining in-depth interviews with members of the quality team and a questionnaire survey administered to all staff, we evaluate the current safety subcultures in the service. The content analysis of the interviews and the treatment of questionnaires following the methodology of the Agency for Healthcare Research and Quality allows to see the emergence of three subcultures in the radiotherapy department studied: a reporting subculture, a non-punitive subculture and, to some extent, a just subculture. The study shows that the development of the safety culture in this department is based primarily on the establishment of a non-punitive subculture used as a way to encourage spontaneous reporting of adverse events. The reporting culture is therefore the more controlled dimension of the safety culture of the department. Concerning responsibility of workers, the study shows that they have no fear of punishment and are not even familiar with the term in the workplace. On the contrary, instead of a retributive just culture, the department has focused its safety culture on learning from mistakes and substantial just culture based on a system of worker participation in the preparation of procedures that prescribe the right way to work. [less ▲]

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Peer Reviewed
See detailLARCH: A package for estimating multinomial, nested, and cross-nested logit models that account for semi-aggregate data
Newman, Jeffrey; Lurkin, Virginie ULiege; Garrow, Laurie

E-print/Working paper (2016)

We 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 ... [more ▼]

We 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. [less ▲]

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See detailThe np- Control Charts with the Guaranteed In-Control Performance
Faraz, Alireza ULiege; Heuchenne, Cédric ULiege

E-print/Working paper (2016)

In 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 ... [more ▼]

In 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. [less ▲]

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See detailThe Economic Forces Behind Deindustrialization: An Empirical Investigation
Van Neuss, Leif ULiege

E-print/Working paper (2016)

The purpose of this paper is to provide an in-depth study of deindustrialization and to systematically analyze the reasons why the world’s most economically successful countries have experienced a sharp ... [more ▼]

The purpose of this paper is to provide an in-depth study of deindustrialization and to systematically analyze the reasons why the world’s most economically successful countries have experienced a sharp decline in relative manufacturing employment over the last decades. A large strand of empirical literature on deindustrialization aims at quantifying the relative importance of the economic forces behind deindustrialization, especially of the ‘internal’ and ‘external’ factors. While this study does not contradict the widespread belief that internal factors are quantitatively more important in explaining deindustrialization in advanced countries taken as a whole, our results, based on both static and dynamic techniques and panel data on 18 OECD countries from 1977 to 2007, however suggest that the role of globalization may be revised upwards when resorting to appropriate and well-defined indicators of trade in manufactures. [less ▲]

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See detailThey will need land! The current land tenure situation and future land allocation needs of smallholder farmers in Cambodia
Diepart, Jean-Christophe ULiege

E-print/Working paper (2016)

The objective of this background paper is to provide a succinct description of the land tenure situation in Cambodia and, on that basis, discuss the needs smallholder farmers have for land, projected up ... [more ▼]

The objective of this background paper is to provide a succinct description of the land tenure situation in Cambodia and, on that basis, discuss the needs smallholder farmers have for land, projected up to the year 2030. The main problem it examines lies at the intersection between, on one hand, the demographic increase in the rural smallholder population and its associated need for land in the future (the demand side) and, on the other hand, the possibility offered by the different land tenure regimes to meet this demand (the supply side); the central question focuses on how supply can meet demand.By looking first at how much land is available under different categories (the supply side), the paper succinctly presents and maps the different land tenure regimes with updated statistics and discusses their main outcomes and shortcomings. On that basis, we present a preliminary assessment of land distribution by main land tenure systems in Cambodia. The land under cultivation by smallholders represents 19 percent of the total area of the national territory and is itself sub-divided into agricultural land with land titles (systematic land registration, 6 percent and land covered by the Order 01, 6 percent), under Social Land Concession arrangements (1 percent) and untitled (6 percent). The forest cover includes forest concessions (10 percent), Community Forestry (2 percent), Protected Areas and Protection Forests (20 percent) and an unclassified forest cover area (14 percent). Economic Land Concessions under operation represent 12 percent while cancelled concessions represent 2 percent of the total territory. The actual tenure of a large non-forested area (14 percent) remains undetermined and further updates are needed to shed light on this issue. The paper suggests that the central problem of the current Cambodian land reform is its ineffectiveness in coordinating the processes of land rights security and formalization in lowland and upland areas, although both regions are closely linked through land-driven migration movements that have intensified over the past 20 years. This has been particularly contentious given the fact that in a parallel process, and driven by a strong, state-based political economy, large land deals have been concentrated in the uplands of the entire country along processes that are exclusionary in nature. The overlap of competing land claims has created a widespread conflict situation in all uplands region of the country. By looking at how much land is needed for family farmers in the future (the demand side), the paper anticipates the land requirements of smallholder farmers by 2030 based on the projected demographic increase in the economically active population in rural Cambodia and on two sets of scenarios i) the transfer of unskilled labour from the agricultural to the secondary and tertiary sectors (industries and services) and ii) the provision of land for smallholder farmers. The analysis suggests that by the year 2030, the transfer of unskilled labour from agriculture to the secondary and tertiary sectors will lag behind the demographic increase in the active rural population. With 2015 as a baseline, the scenarios suggests that by 2030 smallholder farmers will need an additional land area ranging from 320,600 ha (+10 percent in relation to the actual area at the present time) to 1,962,400 (+64 percent), with an average desirable scenario of 1,622.000 ha based on an allocation of 1ha per active labourer (in accordance with the present social concession policy) and on the continuation of the present transfer rate of unskilled manpower from agriculture to the secondary and tertiary sectors (i.e. the transfer of 40.000 workers per year). So the question that needs to be formulated does not revolve around whether or not the rural population will need land in the future, but rather around how this can occur. Along these lines, the paper discusses different options, which are not mutually exclusive, to allocate this land without further impact on the forest cover: i) by redistribution of land from cancelled Economic Land Concessions, ii) through a firmer recognition of swidden agriculture inside Protected Areas, iii) through a far more ambitious Social Land Concession programme and iv) through further reform of the forest concession system. The paper concludes by stressing the need for relevant ministries to engage in open and constructive research-based discussion so that these options can materialize into concrete actions. [less ▲]

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See detailRepenser l'insensé : une analyse des catégories d'espace et de temps dans cinq autofictions néofantastiques hispano-américaines
Licata, Nicolas ULiege

E-print/Working paper (2016)

Le présent travail d’investigation incline la perspective sur la modalité fantastique de l’autofiction telle qu’elle s’est présentée au cours des vingt dernières années dans différents pays hispano ... [more ▼]

Le présent travail d’investigation incline la perspective sur la modalité fantastique de l’autofiction telle qu’elle s’est présentée au cours des vingt dernières années dans différents pays hispano-américains. Sur base d’un corpus représentatif, composé de cinq romans hispano-américains récents, à savoir Cómo me hice monja de César Aira (1993), Wasabi d’Alan Pauls (1994), El gran vidrio de Mario Bellatín (2007), Los ingrávidos de Valeria Luiselli (2011) et Los topos de Félix Bruzzone (2014), nous nous proposons d’y examiner la représentation particulière dont font l’objet les catégories d’espace et de temps. La trame de ces romans, de fait, semble délibérément entretenir un mouvement permanent et multiplier les espaces narratifs étranges (cimetières), marginaux (prisons et maisons closes entre autres) ou situés en périphérie des villes. L’autofiction comme le fantastique supposent une difficulté voire une impossibilité d’accéder à la vérité, c’est une des raisons pour lesquelles le premier confond faits et fictions et que le second privilégie une approche irrationnelle de la réalité. L’hypothèse de départ est la suivante : le type d’hybridation effectué respectivement dans ces genre et ce mode littérairess radicaliserait le postulat selon lequel la réalité « véritable » nous échappe. Nous sommes convaincus que les invraisemblances spatiales et temporelles de ces autofictions ne sont en aucun cas une forme d’évasion de la réalité ; au contraire, elles seraient un moyen de l’appréhender différemment et d’en communiquer certains aspects de façon innovante, essentiellement intuitive, en provoquant chez le lecteur une rupture épistémologique radicale. Outre le fait que le mode fantastique pourrait, pour les écrivains concernés, constituer un moyen d’explorer la notion d’identité au-delà de toute détermination spatiale et temporelle, ces autofictions d’un nouveau genre pourraient également, de façon plus générale, être le miroir de la société d’aujourd’hui, leurs excès et autres invraisemblances reflétant quelques limites du système actuel : le capitalisme néolibéral et la « tyrannie du je » qu’il encourage suscitent un rapport toujours plus superficiel à la réalité, réalité qu’il serait par ailleurs aujourd’hui plus que jamais difficile de remettre en question (Alberca 2007). Et si, dans un monde globalisé où l’ailleurs n’existe plus, s’interner dans d’autres espaces, dans d’autres temps, était devenu le meilleur moyen d’en parler ? [less ▲]

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See detailNouvelles normes sylvicoles pour les peuplements purs équiennes d'épicéa et de douglas
Perin, Jérôme ULiege; Hebert, Jacques ULiege; Lejeune, Philippe ULiege et al

E-print/Working paper (2016)

Ces documents rassemblent les tables de production (version 2016) représentant les nouvelles normes sylvicoles recommandées pour les peuplements purs équiennes d'épicéa commun et de douglas. Un ensemble ... [more ▼]

Ces documents rassemblent les tables de production (version 2016) représentant les nouvelles normes sylvicoles recommandées pour les peuplements purs équiennes d'épicéa commun et de douglas. Un ensemble de 10 tables de production est présentée pour chaque essence, associant deux densités de plantation (2.5 x 2 m et 2 x 2 m) et 5 classes de productivité (0 à IV). [less ▲]

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See detailEarly Detection of University Students in Potential Difficulty
Hoffait, Anne-Sophie ULiege; Schyns, Michael ULiege

E-print/Working paper (2016)

Using data mining methods, this paper presents a new means of identifying freshmen's profiles likely to face major difficulties to complete their first academic year. Academic failure is a relevant issue ... [more ▼]

Using data mining methods, this paper presents a new means of identifying freshmen's profiles likely to face major difficulties to complete their first academic year. Academic failure is a relevant issue at a time when post-secondary education is ever more critical to economic success. We aim at early detection of potential failure using student data available at registration, i.e. school records and environmental factors, with a view to timely and efficient remediation and/or study reorientation. For the sake of accuracy, we adapt three data mining methods, namely random forest, logistic regression and artificial neural network algorithms. Real data pertaining to undergraduates at the University of Liège (Belgium), illustrates our methodology. [less ▲]

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See detailAppropriability and the European Commission’s Android Investigation
Auer, Dirk ULiege

E-print/Working paper (2016)

This paper seeks to ascertain whether Google’s Android licensing terms, which are currently under scrutiny from the European Commission, could be excused under an innovation defense framework. The paper ... [more ▼]

This paper seeks to ascertain whether Google’s Android licensing terms, which are currently under scrutiny from the European Commission, could be excused under an innovation defense framework. The paper starts by analyzing Google’s business model with regard to its Android OS. It then identifies the Commission’s main concerns. It argues that Google is simply pursuing a sensible appropriation strategy. Finally, it puts forward a framework which hinges on the concept of “appropriability”, and tentatively applies it to Google’s behavior. [less ▲]

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See detailSome characterizations about Generalized Hölder-Zygmund Spaces Λ_{σ,N}^{α}(R^d)
Kreit, Damien ULiege; Nicolay, Samuel ULiege

E-print/Working paper (2016)

Generalized Hölder-Zygmund spaces $\Lambda_{\sigma, N}^{\alpha}(\R^{d})$ were recently introduced and are based on a generalization of Besov spaces. Under some conditions, generalized Hölder-Zygmund and ... [more ▼]

Generalized Hölder-Zygmund spaces $\Lambda_{\sigma, N}^{\alpha}(\R^{d})$ were recently introduced and are based on a generalization of Besov spaces. Under some conditions, generalized Hölder-Zygmund and Besov spaces are equal. It has been proved that most properties of classical Hölder-Zygmund spaces are held for spaces $\Lambda^{\sigma,\alpha}(\R^{d})$, which constitute a particular case of spaces $\Lambda_{\sigma, N}^{\alpha}(\R^{d})$ with $N_{j}=2^{j}$. The goal of the present document is to prove that most of these properties are kept for $\Lambda_{\sigma, N}^{\alpha}(\R^{d})$ spaces. [less ▲]

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See detailA Comparison of Departure Time of Day Formulations
Lurkin, Virginie ULiege; Garrow, Laurie; Higgins, Matthew et al

E-print/Working paper (2016)

Airline passengers’ itinerary choices are influenced by many factors including carriers, prices, the number of connections, and departure times. This paper compares three different methods that have been ... [more ▼]

Airline passengers’ itinerary choices are influenced by many factors including carriers, prices, the number of connections, and departure times. This paper compares three different methods that have been used to model departure time of day preferences. The first is a discrete formulation that uses indicator variables to represent the hour of departure. The next two methods are based on a continuous formulation that uses a series of sine and cosine functions. One assumes departure time preferences over a 24-hour cycle and the other uses shorter cycle lengths that account for fewer departures during certain hours of the day. We compare models using itineraries in the Continental U.S. that are separated by two time zones. Although the discrete formulation fits the data better, the two continuous time of day formulations are preferred as they provide more intuitive predictions and require fewer parameters. Results between the two continuous time of day formulations are similar but differ in how strongly they weight itineraries that depart very early or very late in the day. Based on empirical results, we recommend testing both 24-hour and less than 24-hour cycle lengths for a particular dataset. [less ▲]

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See detailStructure et négativité dans la Préface de 1961 à L'Histoire de la folie
Oulc'hen, Hervé ULiege

E-print/Working paper (2016)

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See detailRésumé de la thèse: Rôle du climat et de la compétition interspécifique dans la limitation de l'aire d'invasion d'Ambrosia artemisiifolia L. en Europe de l'Ouest
Ortmans, William ULiege

E-print/Working paper (2016)

The invasion continuum is classically described from a temporal point of view, where a species overcomes a defined number of barriers linked to the environment. First, an exotic species has to get through ... [more ▼]

The invasion continuum is classically described from a temporal point of view, where a species overcomes a defined number of barriers linked to the environment. First, an exotic species has to get through the geographical barrier, in order to be introduced in the new area. When introduced, the species has to face the new environmental conditions and survive to start the naturalization phase. When the environmental barrier is overcome, i.e. when the species is able to reproduce and its populations are self-sufficient, it has to overcome the dispersal barrier to spread in the ecosystem and finally become invasive. Within a given continent, a species could have overcome a variable number of barriers depending on the considered area. One can observe depending on the geographical zone some non-naturalized populations that cannot survive without a human introduction of new propagules, some naturalized populations that are not invasive yet, and some invasive populations. This geographical variation may be the result of a variation of the environmental conditions at the continental scale. The common ragweed (Ambrosia artemisiifolia L.) invasion in Western Europe is a good opportunity to study this aspect of the invasion biology. The invasion history and the species distribution are well documented, and highlight a geographical variation of the invasion dynamic. This is particularly clear in Western Europe, where lies a contrast between the highly invaded zone of the South of France, and the areas that are farther north (e.g. the North of France, Belgium, and the Netherlands). In this work, the general objective was to determine if this situation will remain stable or not, by assessing if the local climate and the interspecific competition were liming the species expansion northward. In order to answer this general objective, four different questions were asked: 1) Is the climate and/or the interspecific competition causing a plant performance variation within the different areas of the introduced range in Western Europe?; 2) Is the local climate allowing the establishment and the reproduction of newly introduced populations north to the current invaded range, in an agricultural habitat?; 3) What is the role of the morphological variability of the seeds in the invasion of areas experiencing rigorous climatic conditions?; and 4) What is the role of the priority effect in the species establishment? The results showed that once introduced in an agricultural habitat outside the current invaded range, the species was able to establish self-sustaining populations. On average, each plant produced a number of offspring equal to 273 ± 18.4 (mean ± standard error). In ruderal habitats, populations already exist in Belgium and in the South of The Netherlands, and are able to produce a high quantity of seeds: on average, measured plants carried 222± 32.0 seeds. The measured plant performances were similar to those measured within the invaded area. No limit to the colonization of the area beyond the current invaded range was found in this study. The local climate and the interspecific competition did not appear to limit the naturalization of the species in the studied area, which is located north to the current invaded range, in agricultural or ruderal situations. This work highlighted the obsolescence of the species status in Belgium, and illustrated the dynamic aspect of the invasion. The results showed the importance of the temporality in the colonization of disturbed habitats. When the species started its development a few weeks before the rest of the community, its performance was decupled, and this increase was higher than the one other Asteraceae ruderals species showed in the same position: its above ground biomass was 30.5 ± 1.94 times higher, and the number of flower heads 570 ± 160 times more important.. The high variability of the species observed all along this work is probably playing an important role in the invasion success. The high variability of the seeds morphology can widen the range of environmental conditions of the habitats the species is able to colonize. In addition, the plasticity of the morphological traits of the plant in response to climate and competition appeared to allow the species to maintain a good performance, even in stressful conditions. The results of this work suggest an invasion potential north to the current invaded area in Western Europe. In this uncertain situation, it appears critical to implement structure allowing the early detection of the species. This early detection may allow the eradication of the species before that the invasion was as problematic as in France. Sensitization campaigns of the agricultural sector should be encouraged in Belgium in order to avoid new occurrence of the species in field to be overlooked. These measures could allow the dispersion to remain a limiting factor for the invasion process in Belgium. [less ▲]

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See detailHedge fund styles and macroeconomic uncertainty
Platania, Federico ULiege; Lambert, Marie ULiege

E-print/Working paper (2016)

This paper examines the dynamic trading strategies implemented by hedge fund managers using a Kalman filter of hedge fund betas across styles. We further investigate the risk drivers of dynamic trades ... [more ▼]

This paper examines the dynamic trading strategies implemented by hedge fund managers using a Kalman filter of hedge fund betas across styles. We further investigate the risk drivers of dynamic trades, examining which conditioning/macroeconomic variables strongly lead the time variation in fund trades. We report the significance of macroeconomic factors such as interest rates, dividend yield, GDP growth and US unemployment. We show that hedge fund managers do control the intensity of their exposures according to economic uncertainty and that differences between up- and down-market regimes can be observed. Commonly, Hedge funds tend to dislike high-dividend paying stocks. Besides, all hedge fund styles are shown to display pro-cyclical exposures towards directional equity factors as well as credit and liquidity risks. Small growth stocks, however, are revealed to be crisis investments whose allocation increases with unemployment, inflation or volatility. As volatility increases, the value of growth options embedded into growth stocks indeed increases. Growth stocks are shown to hedge market reversals and volatility. The outperformance of growth companies in recessions might also relate to their cost flexibility. Allocation to small stocks embed strong micro risks and might also constitute a hedge in economic slowdowns. This might explain why some funds with such a particular investment focus appear to be countercyclical. [less ▲]

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See detailSéminaire "Storytelling": note d'intention
Claisse, Frédéric ULiege; Huppe, Justine ULiege

E-print/Working paper (2016)

A l'origine, cette note constitue un document de travail à destination des étudiant-e-s de Masters en langues et lettres françaises romanes, à finalité approfondie, qui ont choisi le module « Storytelling ... [more ▼]

A l'origine, cette note constitue un document de travail à destination des étudiant-e-s de Masters en langues et lettres françaises romanes, à finalité approfondie, qui ont choisi le module « Storytelling » dans le cadre du séminaire de littérature (XIXe-XXIe) : Histoire, société, institutions, discours (2e quadrimestre, année 2015-2016). Elle reprend les hypothèses et grandes lignes du projet de recherche (FRS-FNRS) "Storyfic", qui vise à évaluer l'impact du storytelling sur l'écriture de fiction contemporaine. [less ▲]

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See detailNonparametric control charts: economic statistical design
Marcos Alvarez, Alejandro ULiege; Heuchenne, Cédric ULiege; Faraz, Alireza ULiege

E-print/Working paper (2016)

This 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 ... [more ▼]

This 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. [less ▲]

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See detailOnline Learning for Strong Branching Approximation in Branch-and-Bound
Marcos Alvarez, Alejandro ULiege; Wehenkel, Louis ULiege; Louveaux, Quentin ULiege

E-print/Working paper (2016)

We present an online learning approach to variable branching in branch-and-bound for mixed-integer linear problems. Our approach consists in learning strong branching scores in an online fashion and in ... [more ▼]

We present an online learning approach to variable branching in branch-and-bound for mixed-integer linear problems. Our approach consists in learning strong branching scores in an online fashion and in using them to take branching decisions. More specifically, numerical scores are used to rank the branching candidates. If, for a given variable, the learned approximation is deemed reliable, then the score for that variable is computed thanks to the learned function. If the approximation is not reliable yet, the real strong branching score is used instead. The scores that are computed through the real strong branching procedure are fed to the online learning algorithm in order to improve the approximated function. The experiments show promising results. [less ▲]

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See detailOn the processing of red pigment by late mousterian Neanderthals in Ormesson, Seine-et-Marne, France, 47000 years ago
Salomon, Hélène ULiege; Bodu, Pierre; Geurten, Stéphanie et al

E-print/Working paper (2016)

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See detailBispecial factors in the Brun S-adic system
Labbé, Sébastien ULiege; Leroy, Julien ULiege

E-print/Working paper (2016)

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See detailMarket efficiency and hedge fund trading strategies
Platania, Federico ULiege; Lambert, Marie ULiege; Papageorgiou, Nicolas

E-print/Working paper (2016)

Stock and option markets can at times reflect differing information. We identify three reasons for the presence of these periods of "disagreement" between the cash and derivatives markets: 1) high ... [more ▼]

Stock and option markets can at times reflect differing information. We identify three reasons for the presence of these periods of "disagreement" between the cash and derivatives markets: 1) high volatility and noise trading; 2) high level of risk aversion; 3) speculation versus hedging trades. This paper investigates the role that hedge funds, a proxy for sophisticated investors, play in the price discovery process between stock and option markets and the disagreement/agreement periods. We observe that a disparity in information between the two markets is often associated with deleveraging in directional exposures and reversal strategies. Posterior to the event, active tactical asset allocation in small and value factor investing takes place. We investigate four specific macro events which resulted in significant rebalancing by hedge fund manegers: the Thai Baht depreciation, the Dot-com bubble, the credit crunch and the Nasdaq correction. [less ▲]

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See detailHST-Juno synergistic approach of Jupiter's magnetosphere and ultraviolet auroras
Grodent, Denis ULiege; Bonfond, Bertrand ULiege; Gérard, Jean-Claude ULiege et al

E-print/Working paper (2016)

Jupiter's system is not only fundamental to our understanding of the solar system but also of planetary systems around other stars as well as more distant astrophysical bodies, not accessible to a ... [more ▼]

Jupiter's system is not only fundamental to our understanding of the solar system but also of planetary systems around other stars as well as more distant astrophysical bodies, not accessible to a detailed investigation. Fully exploiting any rare opportunity to explore the Jovian system through synergistic observations is thus critical, as it will impact significantly across wider astronomical studies. Such an exceptional opportunity will occur in Cycle 24, when the NASA Juno spacecraft will achieve its prime mission around Jupiter. Since Juno will literally fly through the auroral acceleration regions, the combination of HST auroral observations with Juno in situ measurements will allow us to finally unravel the origins and consequences of Jupiter's powerful and highly variable ultraviolet auroras. This occasion has never occurred before and is unlikely to ever repeat. Juno will address key scientific issues related to unexplored regions of the Jovian magnetosphere. The auroral signatures associated with these magnetospheric processes will be precisely observed with STIS and COS. This program responds to the UV initiative and is only possible during Cycle 24. Indeed, HST is the only observatory capable of making these high spatial and temporal resolution FUV observations during the Juno mission. This ambitious campaign will yield high-impact results and significantly augment the science return of the NASA Juno mission. [less ▲]

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See detailFisheries reforms and right-based fisheries: insights from community fisheries across Cambodia
Chap, Sreyphea; Touch, Panha; Diepart, Jean-Christophe ULiege

E-print/Working paper (2016)

The working paper uses a right-based approach to examine recent wave of reforms in the Cambodian fisheries sector and what these reforms mean for community fisheries management.

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See detailALPI project - Green Incentives : Belgian and European Aspects
Bourgeois, Marc ULiege; Vanrykel, Fanny ULiege; Defoy, Xavier ULiege

E-print/Working paper (2016)

Finance is one of the main critical issues for the development of a low-carbon society especially during times of economic recession. Closing this green investment gap will require policy intervention ... [more ▼]

Finance is one of the main critical issues for the development of a low-carbon society especially during times of economic recession. Closing this green investment gap will require policy intervention. The ALPI project will concentrate on promoting relevant ins truments to accelerate the transition towards a low-carbon society by demonstrating the performance and impact of policy instruments on economic, government budget and environmental aspects. [less ▲]

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See detailFeasibility-oriented Branching Strategies for Global Optimization
Gerard, Damien ULiege; Köppe, Matthias; Louveaux, Quentin ULiege

E-print/Working paper (2016)

We study the spatial Brand-and-Bound algorithm for the global optimization of nonlinear problems. In particular we are interested in a method to find quickly good feasible solutions. Most spatial Branch ... [more ▼]

We study the spatial Brand-and-Bound algorithm for the global optimization of nonlinear problems. In particular we are interested in a method to find quickly good feasible solutions. Most spatial Branch-and-Bound-based solvers use a non global solver at a few nodes to try to find better incumbents. We show that it is possible to improve the branching rules and the node priority by exploiting the solutions from the non global solver. We also propose several smart adaptive strategies to choose when to run the non global solver. We show that despite the time spent in solving many more NLP problems in the nodes, the new strategies enable the algorithm to find the first good incumbents faster and to prove the global optimality faster. Numerous easy, medium size as well as hard NLP instances from the Coconut library are benchmarked. All experiments are run using the open source solver Couenne. [less ▲]

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See detailAlmost sure approximations in H older norms of a general stochastic process de ned by a Young integral
Ayache, Antoine; Esser, Céline ULiege; Qidi, Peng

E-print/Working paper (2016)

We focus on a stochastic process $\{Y(t)\}_{t\in [0,v]}$ defined by a pathwise Young integral of a general form. Thanks to the Haar basis, we connect the classical method of approximation of $\{Y(t)\}_{t ... [more ▼]

We focus on a stochastic process $\{Y(t)\}_{t\in [0,v]}$ defined by a pathwise Young integral of a general form. Thanks to the Haar basis, we connect the classical method of approximation of $\{Y(t)\}_{t\in [0,v]}$ through Euler scheme and Riemann-Stieltjes sums with a new approach consisting in the use of an appropriate series representation of $\{Y(t)\}_{t\in [0,v]}$. This representation is obtained through a general compactly supported orthonormal wavelet basis. An advantage offered by the new approach with respect to the classical one is that a better almost sure rate of convergence in H\"older norms can be derived, under a general Gaussian condition. Also, this improved rate turns out to be optimal in some situations; typically, when the integrator associated to $\{Y(t)\}_{t\in [0,v]}$ is a fractional Brownian motion of an arbitrary Hurst parameter, and the integrand is a deterministic nowhere vanishing function with an invariant H\"older regularity large enough. [less ▲]

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See detailTargeted Advertising and Consumer Information
Broos, Sébastien ULiege

E-print/Working paper (2016)

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See detailOlder men’s labor force participation in Belgium
Jousten, Alain ULiege; Lefebvre, Mathieu ULiege

E-print/Working paper (2016)

We provide an overview of the institutional framework in Belgium that is of relevance for labor market participation and retirement decision at older ages. We then describe key labor market indicators ... [more ▼]

We provide an overview of the institutional framework in Belgium that is of relevance for labor market participation and retirement decision at older ages. We then describe key labor market indicators using data from the Labour Force Survey (LFS) over the period 1983-2013 and also present trends in participation in (early-) retirement routes. Next, we explore how the types of jobs in the country have changed over time, both in terms of their “quality” and the “quantity” of work involved. [less ▲]

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See detailWhy Did the Industrial Revolution Start in Britain?
Van Neuss, Leif ULiege

E-print/Working paper (2015)

The main goal of this paper is to provide an integrated overview of the literature devoted to identifying the causes of the British industrial revolution. Why did the industrial revolution, a fascinating ... [more ▼]

The main goal of this paper is to provide an integrated overview of the literature devoted to identifying the causes of the British industrial revolution. Why did the industrial revolution, a fascinating and multifaceted event which brought about modern economic growth, occur in eighteenth-century Britain? This question has animated a lot of discussions among scholars and is still nowadays heatedly debated in the literature. This debate is reflected in the large spectrum of theories which aim at explaining the true origins of the British industrialization. The paper first sheds light on a rising debate concerning the evolution of British incomes per capita before the British industrial revolution and the “Great Divergence”. The paper then investigates the proposed causes of the British industrialization, aggregating them into seven broad categories, i.e. (1) geography and natural resources, (2) demography, (3) agricultural progress, (4) demand-side factors, (5) trade and empire, (6) institutional and political factors, (7) science, technology, and human capital. [less ▲]

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See detailLarge neighborhood search for multi-trip vehicle routing
François, Véronique ULiege; Arda, Yasemin ULiege; Crama, Yves ULiege et al

E-print/Working paper (2015)

We consider two large neighborhood search approaches for the multi-trip vehicle routing problem, where each vehicle can perform several routes during the working shift to serve a set of customers. The ... [more ▼]

We consider two large neighborhood search approaches for the multi-trip vehicle routing problem, where each vehicle can perform several routes during the working shift to serve a set of customers. The problem specifically arises when customers are close to each other and/or when the demands are large. A common approach in the literature consists in solving this problem by mixing vehicle routing heuristics with bin packing routines to assign routes to vehicles. We compare this approach with the use of specific operators designed to tackle the routing and the assignment aspects of the problem simultaneously. We provide several best known solutions for benchmark instances. At the end of the work, we give insights about the proposed algorithm configurations by analyzing the behavior of several method components. [less ▲]

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See detail25 novembre 2015 : cent ans de Relativité
De Rop, Yves ULiege

E-print/Working paper (2015)

La théorie proposée par Einstein au début du XXe siècle porte bien mal son nom; car si, historiquement, l'accent fut mis d'abord sur la relativité de certaines notions (en particulier, la mesure de l ... [more ▼]

La théorie proposée par Einstein au début du XXe siècle porte bien mal son nom; car si, historiquement, l'accent fut mis d'abord sur la relativité de certaines notions (en particulier, la mesure de l'intervalle de temps écoulé entre deux événements donnés), on a compris par la suite qu'elle reposait plus fondamentalement sur l'existence de quantités absolues, c'est-à-dire, dont la mesure est identique pour tous les observateurs, quel que soit leur état de repos ou de mouvement. Ces quantités sont inconnues de la mécanique de Newton, laquelle ne reconnaît qu'un seul invariant : le temps. Ce texte cherche à retracer, avec un minimum de formalisme, comment s'est imposé un nouveau cadre géométrique pour la physique, dominé par cette exigence d'invariance des mesures spatio-temporelles et intégrant une description révolutionnaire de la gravitation. [less ▲]

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See detailL’accompagnement de projets d’entrepreneuriat social dans leurs phases initiales
Dufays, Frédéric ULiege; Lovens, Caroline ULiege; Mertens de Wilmars, Sybille ULiege

E-print/Working paper (2015)

L’entrepreneuriat social connaît depuis quelques années un intérêt croissant. Mais pour les entrepreneurs sociaux, concilier les dimensions sociales et économiques demande de faire face à des défis bien ... [more ▼]

L’entrepreneuriat social connaît depuis quelques années un intérêt croissant. Mais pour les entrepreneurs sociaux, concilier les dimensions sociales et économiques demande de faire face à des défis bien spécifiques. Ne faut-il donc pas favoriser un accompagnement sur-mesure et modulable ? C’est le défi qu’a choisi de relever en Belgique francophone le programme ImpulCera en proposant aux entrepreneurs sociaux un soutien financier pour la réalisation d’une étude de faisabilité et pour le lancement de leur projet. Le présent article présente quelques résultats de l’évaluation de ce programme ainsi que les enseignements qui peuvent en être dégagés. [less ▲]

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See detailCeci n’est pas un conseil !
Choffray, Jean-Marie ULiege

E-print/Working paper (2015)

La « Grande Récession de 2008 » a un mérite. Un seul ! Elle a rendu public le fait que personne ne savait exactement ce qui s’était passé, ni ce qui se passait. Pourquoi une telle crise de confiance avait ... [more ▼]

La « Grande Récession de 2008 » a un mérite. Un seul ! Elle a rendu public le fait que personne ne savait exactement ce qui s’était passé, ni ce qui se passait. Pourquoi une telle crise de confiance avait-elle vu le jour ? Quelles en seraient les conséquences ? Toutes et tous se sont trompés, y compris les meilleurs. Même celles et ceux qui étaient convaincus d’avoir raison ! Plus que jamais, l’incertitude, la saine et souveraine incertitude, garantit la liberté de l’investisseur... et du professeur ! [less ▲]

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See detailMarkets flash graphs
Choffray, Jean-Marie ULiege

E-print/Working paper (2015)

A graph is worth a hundred words... A good graph may suggest some new heuristics. And…, a series of excellent graphs may provide the backbone of a theory! The goal of this paper is to share a set of ... [more ▼]

A graph is worth a hundred words... A good graph may suggest some new heuristics. And…, a series of excellent graphs may provide the backbone of a theory! The goal of this paper is to share a set of graphs from multiple sources that offer as many flashes on current and past market conditions. Inevitably, these graphs reflect my own biases and questionings. They are not meant to induce any action aside, maybe, from their integration in a personal Information System. The Great Recession of 2008, whose consequences are still unfolding, has been for each of us a powerful invitation to modesty. We live in a world where improbable, unthinkable and impossible events happen every day... More than ever, it’s time to sit down, shut up, watch out, build graphs, and think… hard! [less ▲]

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See detailBlues et Wallon - Elmore D, l'intégrale cåzî complète en cinq CDs
Sacré, Robert ULiege

E-print/Working paper (2015)

Analyse d'une anthologie de 5 Cds représentant l'intégrale" cåzî "complète des enregsitrements d'Elmore D ( Prof. Daniel Droixhe) pour la compagnie française FREMEAUX et ASS.

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See detailDans le dédale des Musiques Africaines-Américaines
Sacré, Robert ULiege

E-print/Working paper (2015)

Notes du cours " Histoire des Musiques Africaines Américaines, des origines à nos jours" (remise à jour 2015) - cours dispensé depuis 1984

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See detailDoes formal child care availability for 0-3 year olds boost mothers' employment rate? Panel data based evidence from Belgium
Dujardin, Claire; Fonder, Muriel; Lejeune, Bernard ULiege

E-print/Working paper (2015)

In 2003, a new multi-annual program aimed at increasing the availability of formal child care for 0-3 year old children was launched in Wallonia, the French-speaking part of Belgium. This paper is ... [more ▼]

In 2003, a new multi-annual program aimed at increasing the availability of formal child care for 0-3 year old children was launched in Wallonia, the French-speaking part of Belgium. This paper is interested in evaluating if this increased availability of formal child care resulted in a higher employment rate for women with at least one child under 3. To this end, we use a difference-in-differences approach based on municipality-level panel data, taking advantage of the fact that the increase in availability of formal child care differed greatly across municipalities. We find that the raise in child care availability significantly increased the maternal employment rate, but to a lesser extent than expected, most likely because of a substantial crowding-out effect. [less ▲]

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See detailGarantir la légalité et assurer la traçabilité. Deux piliers de la mise en oeuvre de l'APV-FLEGT.
Moumbogou, Carl; Meunier, Quentin; Bracke, Charles et al

E-print/Working paper (2015)

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See detailLes forêts communautaires et l'APV-FLEGT au Gabon
Moumbogou, Carl; Meunier, Quentin; Mvou Biyogo, T. et al

E-print/Working paper (2015)

Promu par l’Union européenne depuis 2003, le plan d’action FLEGT propose une approche novatrice de lutte contre l’exploitation illégale des forêts, en établissant un lien entre l’amélioration de la ... [more ▼]

Promu par l’Union européenne depuis 2003, le plan d’action FLEGT propose une approche novatrice de lutte contre l’exploitation illégale des forêts, en établissant un lien entre l’amélioration de la gouvernance dans les pays producteurs et l’accès au marché de l’UE. Ce plan concerne tous les titres forestiers, dont les forêts communautaires. Ces dernières ont été désignées au Gabon comme source légale de bois à la faveur des négociations d’un APVFLEGT avec l’UE. Dès lors, et afin de stabiliser le système qui sera mis en place, il est nécessaire de préparer des outils adaptés permettant d’articuler le FLEGT et les forêts communautaires. [less ▲]

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See detailBayesian inference in an extended SEIR model with nonparametric disease transmission rate: an application to the Ebola epidemic in Sierra Leone
Frasso, Gianluca ULiege; Lambert, Philippe ULiege

E-print/Working paper (2015)

The 2014 Ebola outbreak in Sierra Leone is analyzed using an extension of the SEIR compartmental model. The unknown parameters of the system of differential equations are estimated by combining data on ... [more ▼]

The 2014 Ebola outbreak in Sierra Leone is analyzed using an extension of the SEIR compartmental model. The unknown parameters of the system of differential equations are estimated by combining data on the number of new (laboratory confirmed) Ebola cases reported by the Ministry of Health and prior distributions for the transition rates elicited using information collected by the WHO Response Team (2014) during the follow-up of specific Ebola cases. The evolution over time of the disease transmission rate is modeled nonparametrically using penalized B-splines. Our framework represents a valuable and robust stochastic tool for the study of an epidemic dynamic from irregular and possibly aggregated case data. Simulations and the analysis of the 2014 Sierra Leone Ebola data highlight the merits of the proposed methodology. [less ▲]

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See detailOptimal Enforcement of Competition Policy: The Commitments Procedure under Uncertainty
Gautier, Axel ULiege; Petit, Nicolas ULiege

E-print/Working paper (2015)

Since the introduction of a commitments procedure in EU antitrust policy (Article 9 of Council Regulation 1/2003), the European Commission has extensively settled cases of alleged anticompetitive ... [more ▼]

Since the introduction of a commitments procedure in EU antitrust policy (Article 9 of Council Regulation 1/2003), the European Commission has extensively settled cases of alleged anticompetitive practices. In this paper, we use a formal model of law enforcement (Bebchuk, 1984; Shavell, 1988) to identify the optimal procedure to resolve cases in a context of uncertainty related to the law (L-uncertainty) and to the facts (F-uncertainty). We show that commitments are suboptimal when L-uncertainty is high. Furthermore, the generalized use of commitments creates an additional risk of under-enforcement when F-uncertainty is significant. [less ▲]

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See detailApproche agroforestière. Synthèse des travaux menés par le projet DACEFI2 en agroforesterie. Document de capitalisation.
Boldrini, Sylvie; Meunier, Quentin; Boukouendji, Basile et al

E-print/Working paper (2015)

Le projet DACEFI-2 a eu pour mission première la promotion de la foresterie communautaire comme outil de développement des communautés rurales. L’approche au Gabon en matière de gestion des terroirs ... [more ▼]

Le projet DACEFI-2 a eu pour mission première la promotion de la foresterie communautaire comme outil de développement des communautés rurales. L’approche au Gabon en matière de gestion des terroirs villageois s’est voulue plus embrassante, promouvant en sus de l’exploitation forestière des activités comme l’agriculture, le maraîchage, la collecte des produits forestiers non ligneux ou encore l’agroforesterie. L’agroforesterie est une thématique qui converge parfaitement avec la gestion raisonnée de la forêt, et idéalement avec les modes d’interaction préexistants des villageois avec celle-ci. Concilier dans un même espace la culture de plantes vivrières et l’accès à des arbres à fort intérêt socio-économique apporte une plus-value notoire aux parcelles cultivées. L’optimisation des techniques culturales permet une meilleure productivité et une incitation à la sédentarisation des cultures, élément important à considérer compte tenu des difficultés d’entretien des parcelles éloignées du village (notamment liées aux dégâts causés par les animaux). Ce recueil compile les travaux réalisés en agroforesterie par les équipes du projet DACEFI-2. Il rappelle la stratégie d’intervention et les différentes activités menées, de la sensibilisation auprès des plus jeunes à la promotion de certains produits forestiers non ligneux à potentiel économique avéré. La promotion de l’arbre, de la récolte de la graine jusqu’à sa plantation en passant par sa mise en pépinière aura également animé toute l’équipe durant ces années d’exercice, afin de faire un peu plus valoir ses multiples intérêts et susciter les efforts de gestion, de conservation et de reboisement. [less ▲]

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See detailImportance et rôle de l’investissement…
Choffray, Jean-Marie ULiege

E-print/Working paper (2015)

Quelques observations et réflexions en réponse à une question qui m’est souvent posée sur l’importance et le rôle des investisseurs. Ces « Charognards », particulièrement visés au cours des périodes de ... [more ▼]

Quelques observations et réflexions en réponse à une question qui m’est souvent posée sur l’importance et le rôle des investisseurs. Ces « Charognards », particulièrement visés au cours des périodes de tension géopolitique, de populisme ou de débauche monétaire, semblables à celle que nous vivons aujourd’hui. Ma réponse en peu de mots : les investisseurs sont des défenseurs de la valeur du travail par temps calme et des vigies dans la tempête ! [less ▲]

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See detailEntretien avec Kathryn Batchelor
Oumarou Mal Mazou, Rachid ULiege

E-print/Working paper (2015)

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See detailPropriété coopérative et acceptabilité sociale de l’éolien terrestre
Bauwens, Thomas ULiege

E-print/Working paper (2015)

Onshore wind power development in Belgium has provoked considerable opposition at the local level. To cope with this issue, wind power cooperatives seem to present important assets. This article explores ... [more ▼]

Onshore wind power development in Belgium has provoked considerable opposition at the local level. To cope with this issue, wind power cooperatives seem to present important assets. This article explores the reasons why these organizations are likely to enhance social acceptability of this technology. Then it confronts these normative assumptions with empirical data. The results of this analysis confirm the positive effect of cooperative ownership on the social acceptability of onshore wind turbines. [less ▲]

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See detailA semiparametric model for Generalized Pareto regression based on a dimension reduction assumption
Hambuckers, julien ULiege; Heuchenne, Cédric ULiege; Lopez, Olivier

E-print/Working paper (2015)

In this paper, we consider a regression model in which the tail of the conditional distribution of the response can be approximated by a Generalized Pareto distribution. Our model is based on a ... [more ▼]

In this paper, we consider a regression model in which the tail of the conditional distribution of the response can be approximated by a Generalized Pareto distribution. Our model is based on a semiparametric single-index assumption on the conditional tail index; while no further assumption on the conditional scale parameter is made. The underlying dimension reduction assumption allows the procedure to be of prime interest in the case where the dimension of the covariates is high, in which case the purely nonparametric techniques fail while the purely parametric ones are too rough to correctly fit to the data. We derive asymptotic normality of the estimators that we define, and propose an iterative algorithm in order to perform their practical implementation. Our results are supported by some simulations and a practical application on a public database of operational losses. [less ▲]

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See detailMachine Learning to Balance the Load in Parallel Branch-and-Bound
Marcos Alvarez, Alejandro ULiege; Wehenkel, Louis ULiege; Louveaux, Quentin ULiege

E-print/Working paper (2015)

We describe in this paper a new approach to parallelize branch-and-bound on a certain number of processors. We propose to split the optimization of the original problem into the optimization of several ... [more ▼]

We describe in this paper a new approach to parallelize branch-and-bound on a certain number of processors. We propose to split the optimization of the original problem into the optimization of several subproblems that can be optimized separately with the goal that the amount of work that each processor carries out is balanced between the processors, while achieving interesting speedups. The main innovation of our approach consists in the use of machine learning to create a function able to estimate the difficulty (number of nodes) of a subproblem of the original problem. We also present a set of features that we developed in order to characterize the encountered subproblems. These features are used as input of the function learned with machine learning in order to estimate the difficulty of a subproblem. The estimates of the numbers of nodes are then used to decide how to partition the original optimization tree into a given number of subproblems, and to decide how to distribute them among the available processors. The experiments that we carry out show that our approach succeeds in balancing the amount of work between the processors, and that interesting speedups can be achieved with little effort. [less ▲]

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See detailQue veut dire FLEGT ? Et pourquoi au Gabon ?
Moumbogou, Carl; Meunier, Quentin; Mvou Biyogo, T. et al

E-print/Working paper (2015)

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See detailA branch-and-price algorithm for 2-period vehicle routing problems
Crama, Yves ULiege; Rezaei Sadrabadi, Mahmood ULiege; Van Woensel, Tom

E-print/Working paper (2015)

We consider a Vehicle Routing Problem (VRP) with deterministic orders in two periods from a set of stores. Orders in period 1 (2) can be postponed (advanced) to the other period but any diversion from the ... [more ▼]

We consider a Vehicle Routing Problem (VRP) with deterministic orders in two periods from a set of stores. Orders in period 1 (2) can be postponed (advanced) to the other period but any diversion from the initial orders incurs a penalty. From the perspective of a Logistics Service Provider (LSP), such diversions could be beneficial if savings in the routing costs outweigh the penalties. So could they be from a store's view, as the store can set a high enough penalty to compensate the diversion from its own optimal orders. In this paper, we introduce a new model where we seek a better solution for the LSP, compared to solving two independent VRPs with fixed orders, by allowing orders to be fully postponed or advanced. We apply a branch-and-price algorithm to solve this model to optimality. Many cutting-edge techniques are implemented to have an efficient branch-and-price algorithm, and two ideas to possibly improve the upper bound are tested. We draw algorithmic and managerial insights based on our test instances. [less ▲]

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See detailInvesting in the Future
Pahud de Mortanges, Charles ULiege

E-print/Working paper (2015)

This paper attempts to address the challenges of how to invest in Synthetic Biology firms, most of which are relatively new start-ups and unprofitable. Valuing an early-stage firm with only a brief ... [more ▼]

This paper attempts to address the challenges of how to invest in Synthetic Biology firms, most of which are relatively new start-ups and unprofitable. Valuing an early-stage firm with only a brief operating history, little or no operating profit (or even revenue), and an immature and untested business model, could be a formidable challenge. We propose a limited number of quantitative, and a larger number of qualitative criteria. An investor may consider these when faced with analyzing a new untried business, but one he/she believes has considerable potential for success in the future. [less ▲]

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See detailSequential testing of k-out-of-n systems with imperfect tests
Wenchao, Wei; Coolen, Kris ULiege; Talla Nobibon, Fabrice et al

E-print/Working paper (2015)

A k-out-of-n system configuration requires that, for the overall system to be functional, at least k out of the total of n components be working. We consider the problem of sequentially testing the ... [more ▼]

A k-out-of-n system configuration requires that, for the overall system to be functional, at least k out of the total of n components be working. We consider the problem of sequentially testing the components of a k-out-of-n system in order to learn the state of the system, when the tests are costly and when the individual component tests are imperfect, which means that a test can identify a component as working when in reality it is down, and vice versa. Each component is tested at most once. Since tests are imperfect, even when all components are tested the state of the system is not necessarily known with certainty, and so reaching a lower bound on the probability of correctness of the system state is used as a stopping criterion for the inspection. We define different classes of inspection policies and we examine global optimality of each of the classes. We find that a globally optimal policy for diagnosing k-out-of-n systems with imperfect tests can be found in polynomial time when the predictive error probabilities are the same for all the components. Of the three policy classes studied, the dominant policies always contain a global optimum, while elementary policies are compact in representation. The newly introduced class of so-called `interrupted block-walking' policies combines these merits of global optimality and of compactness. [less ▲]

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See detailLacunary wavelet series on Cantor sets
Esser, Céline ULiege

E-print/Working paper (2015)

We construct functions with prescribed multifractal spectra which satisfy the leaders profile method.

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