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The causalfe package provides a Python implementation of Causal Forests with Fixed Effects (CFFE) for estimating heterogeneous treatment effects in panel data settings. Standard causal forest methods struggle with panel data because unit…

Econometrics · Economics 2026-01-16 Harry Aytug

In this paper we introduce a class of Markov decision processes that arise as a natural model for many renewable resource allocation problems. Upon extending results from the inventory control literature, we prove that they admit a closed…

Artificial Intelligence · Computer Science 2012-03-19 Stefano Ermon , Jon Conrad , Carla P. Gomes , Bart Selman

In surveys, the interest lies in estimating finite population parameters such as population totals and means. In most surveys, some auxiliary information is available at the estimation stage. This information may be incorporated in the…

Methodology · Statistics 2022-08-23 Mehdi Dagdoug , Camelia Goga , David Haziza

Random Forests [Breiman:2001] (RF) are a fully non-parametric statistical method requiring no distributional assumptions on covariate relation to the response. RF are a robust, nonlinear technique that optimizes predictive accuracy by…

Computation · Statistics 2016-12-30 John Ehrlinger

To achieve virtual certification for industrial design, quantifying the uncertainties in simulation-driven processes is crucial. We discuss a physics-constrained approach to account for epistemic uncertainty of turbulence models. In order…

Machine Learning · Computer Science 2023-07-12 Marcel Matha , Christian Morsbach

Policy-gradient methods are widely used for learning control policies. They can be easily distributed to multiple workers and reach state-of-the-art results in many domains. Unfortunately, they exhibit large variance and subsequently suffer…

Machine Learning · Computer Science 2022-09-29 Gal Dalal , Assaf Hallak , Shie Mannor , Gal Chechik

This paper formed part of a preliminary research report for a risk consultancy and academic research. Stochastic Programming models provide a powerful paradigm for decision making under uncertainty. In these models the uncertainties are…

Computational Finance · Quantitative Finance 2009-04-08 Sovan Mitra

To meet the Basel II regulatory requirements for the Advanced Measurement Approaches, the bank's internal model must include the use of internal data, relevant external data, scenario analysis and factors reflecting the business environment…

Risk Management · Quantitative Finance 2009-04-08 P. V. Shevchenko , M. V. Wüthrich

Reducing cycle time is a recurrent concern in the field of business process management. Depending on the process, various interventions may be triggered to reduce the cycle time of a case, for example, using a faster shipping service in an…

Machine Learning · Computer Science 2021-09-16 Zahra Dasht Bozorgi , Irene Teinemaa , Marlon Dumas , Marcello La Rosa , Artem Polyvyanyy

The present study contributes to the development of an online FRMP (Forest Road Management Platform) that aims to assist in the management of forest road network in a holistic way. This is achieved by the proposed methodology which serves…

Computers and Society · Computer Science 2018-06-26 Kantartzis A. , Malesios C

We have developed an open-source software package (SedSimple) for stratigraphic forward modeling. It is aimed for use in research and education. The package uses ASCII files for input and output to facilitate understanding, debugging and…

Geophysics · Physics 2023-02-13 Daniel Tetzlaff

We consider the use of decision trees for decision-making problems under the predict-then-optimize framework. That is, we would like to first use a decision tree to predict unknown input parameters of an optimization problem, and then make…

Machine Learning · Computer Science 2020-06-19 Adam N. Elmachtoub , Jason Cheuk Nam Liang , Ryan McNellis

Despite the massive investments in information security technologies and research over the past decades, the information security industry is still immature. In particular, the prioritization of remediation efforts within vulnerability…

Cryptography and Security · Computer Science 2019-08-15 Jay Jacobs , Sasha Romanosky , Benjamin Edwards , Michael Roytman , Idris Adjerid

Organizations that develop software have recognized that software process models are particularly useful for maintaining a high standard of quality. In the last decade, simulations of software processes were used in several settings and…

Software Engineering · Computer Science 2014-02-24 Holger Neu , Thomas Hanne , Jürgen Münch , Stefan Nickel , Andreas Wirsen

Forest fire spreading is a complex phenomenon characterized by a stochastic behavior. Nowadays, the enormous quantity of georeferenced data and the availability of powerful techniques for their analysis can provide a very careful picture of…

Populations and Evolution · Quantitative Biology 2023-09-06 Roberto Beneduci , Giovanni Mascali

We deal with the problem of energy management in buildings subject to uncertain occupancy. To this end, we formulate this as a finite horizon optimization program and optimize with respect to the windows' blinds position, radiator and…

Systems and Control · Electrical Eng. & Systems 2019-11-18 Arman Karshenas , Kostas Margellos , Simone Garatti

Software estimation is a crucial task in software engineering. Software estimation encompasses cost, effort, schedule, and size. The importance of software estimation becomes critical in the early stages of the software life cycle when the…

Software Engineering · Computer Science 2016-12-06 Ali Bou Nassif , Luiz Fernando Capretz , Danny Ho

Governments have to supervise and inspect social economy enterprises (SEEs). However, inspecting all SEEs is not possible due to the large number of SEEs and the low number of inspectors in general. We proposed a prediction model based on a…

Machine Learning · Computer Science 2022-10-12 Joseph Gallego-Mejia , Daniela Martin-Vega , Fabio Gonzalez

Variations of physical and chemical characteristics of biomass lead to an uneven flow of biomass in a biorefinery, which reduces equipment utilization and increases operational costs. Uncertainty of biomass supply and high processing costs…

Optimization and Control · Mathematics 2021-01-11 Berkay Gulcan , Sandra D. Eksioglu , Yongjia Song , Mohammad Roni , Qiushi Chen

To model combinatorial decision problems involving uncertainty and probability, we introduce scenario based stochastic constraint programming. Stochastic constraint programs contain both decision variables, which we can set, and stochastic…

Artificial Intelligence · Computer Science 2009-03-09 S. Armagan Tarim , Suresh Manandhar , Toby Walsh