Related papers: Study of memory effect in an EOQ model for complet…
In general class-incremental learning, researchers typically use sample sets as a tool to avoid catastrophic forgetting during continuous learning. At the same time, researchers have also noted the differences between class-incremental…
We empirically study the activity patterns of individual blog-posting and find significant memory effects. The memory coefficient first decays in a power law and then turns to an exponential form. Moreover, the inter-event time distribution…
We study the market impact of a meta-order in the framework of the Minority Game. This amounts to studying the response of the market when introducing a trader who buys or sells a fixed amount h for a finite time T. This perturbation…
This paper studies the optimal investment problem with random endowment in an inventory-based price impact model with competitive market makers. Our goal is to analyze how price impact affects optimal policies, as well as both pricing rules…
Memory-augmented neural networks consisting of a neural controller and an external memory have shown potentials in long-term sequential learning. Current RAM-like memory models maintain memory accessing every timesteps, thus they do not…
We illustrate a class of conditional models for the analysis of longitudinal data suffering attrition in random effects models framework, where the subject-specific random effects are assumed to be discrete and to follow a time-dependent…
We consider a lifelong learning scenario in which a learner faces a neverending and arbitrary stream of facts and has to decide which ones to retain in its limited memory. We introduce a mathematical model based on the online learning…
We are interested in the effect of consumer demand estimation error for new products in the context of production planning. An inventory model is proposed, whereby demand is influenced by price and advertising. The effect of parameter…
Memory effects play a key role in the dynamics of strongly correlated systems driven out of equilibrium. In the present study, we explore the nature of memory in the nonequilibrium Anderson impurity model. The Nakajima--Zwanzig--Mori…
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…
Non-Markovian quantum processes exhibit different memory effects when measured in different ways; an unambiguous characterization of memory length requires accounting for the sequence of instruments applied to probe the system dynamics.…
Derivatives of fractional order with respect to time describe long-term memory effects. Using nonlinear differential equation with Caputo fractional derivative of arbitrary order $\alpha>0$, we obtain discrete maps with power-law memory.…
We examine the emergence of dynamical memory effects in quantum processes having indefinite time direction and causal order. In particular, we focus on the class of phase-covariant qubit channels, which encompasses some of the most…
We introduce a Vasicek-type short rate model which has two additional parameters representing memory effect. This model presents better results in yield curve fitting than the classical Vasicek model. We derive closed-form expressions for…
We study the effect of imperfect memory on decision making in the context of a stochastic sequential action-reward problem. An agent chooses a sequence of actions which generate discrete rewards at different rates. She is allowed to make…
Demand estimation plays an important role in dynamic pricing where the optimal price can be obtained via maximizing the revenue based on the demand curve. In online hotel booking platform, the demand or occupancy of rooms varies across…
Managing perishable products with limited lifetimes is a fundamental challenge in inventory management, as poor ordering decisions can quickly lead to stockouts or excessive waste. We study a perishable inventory system with random lead…
The capability to widely sample the state and action spaces is a key ingredient toward building effective reinforcement learning algorithms. The variational optimization principles exposed in this paper emphasize the importance of an…
We develop the equilibrium equations for the a model generalizing the continuous review (r, q) lost-sales model with constant lead time, multiple outstanding orders and unit Poisson demand. Demand rate is allowed to depend on inventory…
Fractional order differential and difference equations are used to model systems with memory. Variable order fractional equations are proposed to model systems where the memory changes in time. We investigate stability conditions for linear…