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This paper discusses the revenue management (RM) problem to maximize revenue by pricing items or services. One challenge in this problem is that the demand distribution is unknown and varies over time in real applications such as airline…

Machine Learning · Computer Science 2024-05-09 Kazuma Shimizu , Junya Honda , Shinji Ito , Shinji Nakadai

Neuron models of associative memory provide a new and prospective technology for reliable date storage and patterns recognition. However, even when the patterns are uncorrelated, the efficiency of most known models of associative memory is…

Disordered Systems and Neural Networks · Physics 2007-05-23 B. V. Kryzhanovsky , L. B. Litinskii , A. Fonarev

Immune cells have evolved to recognize and eliminate pathogens, and the efficiency of this process can be measured in a Petri dish. Yet, even if the cells are time-lapse recorded and tracked with high resolution, it is difficult to judge…

Quantitative Methods · Quantitative Biology 2019-06-21 Claus Metzner

Imitation is widely observed in populations of decision-making agents. Using our recent convergence results for asynchronous imitation dynamics on networks, we consider how such networks can be efficiently driven to a desired equilibrium…

Computer Science and Game Theory · Computer Science 2017-04-17 James Riehl , Pouria Ramazi , Ming Cao

We consider real-time timely tracking of infection status (e.g., covid-19) of individuals in a population. In this work, a health care provider wants to detect infected people as well as people who have recovered from the disease as quickly…

Information Theory · Computer Science 2022-06-15 Melih Bastopcu , Sennur Ulukus

The repertoire of lymphocyte receptors in the adaptive immune system protects organisms from diverse pathogens. A well-adapted repertoire should be tuned to the pathogenic environment to reduce the cost of infections. We develop a general…

Populations and Evolution · Quantitative Biology 2016-02-17 Andreas Mayer , Vijay Balasubramanian , Thierry Mora , Aleksandra M. Walczak

Recently, there is growing interest and need for dynamic pricing algorithms, especially, in the field of online marketplaces by offering smart pricing options for big online stores. We present an approach to adjust prices based on the…

Optimization and Control · Mathematics 2021-01-13 David Müller , Yurii Nesterov , Vladimir Shikhman

We present a novel methodology for integrating high resolution longitudinal data with the dynamic prediction capabilities of survival models. The aim is two-fold: to improve the predictive power while maintaining interpretability of the…

Applications · Statistics 2024-03-07 Giacomo Lancia , Meri Varkila , Olaf Cremer , Cristian Spitoni

Storing memory for molecular recognition is an efficient strategy for responding to external stimuli. Biological processes use different strategies to store memory. In the olfactory cortex, synaptic connections form when stimulated by an…

Biological Physics · Physics 2021-06-07 Oskar H Schnaack , Luca Peliti , Armita Nourmohammad

Stock price prediction is a challenging task, but machine learning methods have recently been used successfully for this purpose. In this paper, we extract over 270 hand-crafted features (factors) inspired by technical and quantitative…

Statistical Finance · Quantitative Finance 2020-07-01 Adamantios Ntakaris , Juho Kanniainen , Moncef Gabbouj , Alexandros Iosifidis

In this paper, we assume that the permanent market impact of metaorders is linear and that the price is a martingale. Those two hypotheses enable us to derive the evolution of the price from the dynamics of the flow of market orders. For…

Trading and Market Microstructure · Quantitative Finance 2014-02-07 Thibault Jaisson

We present a solution to the problem of understanding a system that produces a sequence of temporally ordered observations. Our solution is based on generating and interpreting a set of temporal decision rules. A temporal decision rule is a…

Machine Learning · Computer Science 2010-04-21 Kamran Karimi , Howard J. Hamilton

We design a linear chain trick algorithm for dynamical systems for which we have oscillatory time histories in the distributed time delay. We make use of this algorithmic framework to analyse memory effects in disease evolution in a…

Populations and Evolution · Quantitative Biology 2025-10-24 Adam Mielke , Mads Peter Sørensen , John Wyller

Competition between synapses arises in some forms of correlation-based plasticity. Here we propose a game theory-inspired model of synaptic interactions whose dynamics is driven by competition between synapses in their weak and strong…

Disordered Systems and Neural Networks · Physics 2011-10-19 Ajaz Ahmad Bhat , Gaurang Mahajan , Anita Mehta

Regulators and academics are increasingly interested in the causal effect that algorithmic actions of a digital platform have on consumption. We introduce a general causal inference problem we call the steerability of consumption that…

Machine Learning · Computer Science 2023-02-13 Gary Cheng , Moritz Hardt , Celestine Mendler-Dünner

This paper advances empirical demand analysis by integrating multimodal product representations derived from artificial intelligence (AI). Using a detailed dataset of toy cars on textit{Amazon.com}, we combine text descriptions, images, and…

A characteristic of existing predictive process monitoring techniques is to first construct a predictive model based on past process executions, and then use it to predict the future of new ongoing cases, without the possibility of updating…

Artificial Intelligence · Computer Science 2023-10-26 Chiara Di Francescomarino , Chiara Ghidini , Fabrizio Maria Maggi , Williams Rizzi , Cosimo Damiano Persia

Forecasting the Consumer Price Index (CPI) is an important yet challenging task in economics, where most existing approaches rely on low-frequency, survey-based data. With the recent advances of large language models (LLMs), there is…

Machine Learning · Statistics 2025-06-12 Yingying Fan , Jinchi Lv , Ao Sun , Yurou Wang

Many web systems rank and present a list of items to users, from recommender systems to search and advertising. An important problem in practice is to evaluate new ranking policies offline and optimize them before they are deployed. We…

Machine Learning · Computer Science 2018-06-15 Shuai Li , Yasin Abbasi-Yadkori , Branislav Kveton , S. Muthukrishnan , Vishwa Vinay , Zheng Wen

The effectiveness of long short term memory networks trained by backpropagation through time for stock price prediction is explored in this paper. A range of different architecture LSTM networks are constructed trained and tested.

Neural and Evolutionary Computing · Computer Science 2016-08-30 Hengjian Jia
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