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Quantiles are very important statistics information used to describe the distribution of datasets. Given the quantiles of a dataset, we can easily know the distribution of the dataset, which is a fundamental problem in data analysis.…

Databases · Computer Science 2015-08-25 Zixuan Zhuang

Techniques for making future predictions based upon the present and past data, has always been an area with direct application to various real life problems. We are discussing a similar problem in this paper. The problem statement is…

Machine Learning · Computer Science 2020-08-19 Devendra Swami , Alay Dilipbhai Shah , Subhrajeet K B Ray

This paper presents a framework capable of accurately forecasting future sales in the retail industry and classifying the product portfolio according to the expected level of forecasting reliability. The proposed framework, that would be of…

General Finance · Quantitative Finance 2020-05-18 Emir Zunic , Kemal Korjenic , Kerim Hodzic , Dzenana Donko

We study the problem of modeling purchase of multiple products and utilizing it to display optimized recommendations for online retailers and e-commerce platforms. We present a parsimonious multi-purchase family of choice models called the…

Information Retrieval · Computer Science 2023-08-08 Theja Tulabandhula , Deeksha Sinha , Saketh Reddy Karra , Prasoon Patidar

We develop a stochastic inventory system which accounts for the limited patience of backlogged customers. While limited patience is a feature that is closer to the nature of unmet demand, our model also unifies the classic backlogging and…

Optimization and Control · Mathematics 2024-04-02 Andrew E. B. Lim , Zhao-Xuan Wei , Hanqin Zhang

This study presents a comprehensive approach to optimizing inventory management under stochastic demand by leveraging Monte Carlo Simulation (MCS) with grid search and Bayesian optimization. By using a business case of historical demand…

Optimization and Control · Mathematics 2024-07-01 Sarit Maitra

Optimal allocation of resources across sub-units in the context of centralized decision-making systems such as bank branches or supermarket chains is a classical application of operations research and management science. In this paper, we…

Methodology · Statistics 2023-11-14 Sheng Dai , Natalia Kuosmanen , Timo Kuosmanen , Juuso Liesiö

On-Shelf Availability (OSA) of products in retail stores is a critical business criterion in the fast moving consumer goods and retails sector. When a product is out-of-stock (OOS) and a customer cannot find it on its designed shelf, this…

Machine Learning · Computer Science 2022-05-31 Dipendra Jha , Ata Mahjoubfar , Anupama Joshi

In recent decades, new methods and approaches have been developed for forecasting intermittent demand series. However, the majority of research has focused on point forecasting, with little exploration into probabilistic intermittent demand…

Applications · Statistics 2024-04-16 Shengjie Wang , Yanfei Kang , Fotios Petropoulos

Recently, fitting probabilistic models have gained importance in many areas but estimation of such distributional models with very large data sets is a difficult task. In particular, the use of rather complex models can easily lead to…

This study develops a digitalized forecasting-inventory optimization pipeline integrating traditional forecasting models, machine learning regressors, and deep sequence models within a unified inventory simulation framework. Using the M5…

Artificial Intelligence · Computer Science 2026-03-18 Swata Marik , Swayamjit Saha , Garga Chatterjee

The rapid proliferation of omnichannel retail strategies has fundamentally transformed store replenishment operations in uncertain supply chain environments. With retail stores increasingly acting as hybrid fulfillment centers, pooled…

Optimization and Control · Mathematics 2026-05-05 Abdüssamet Sökel

Probabilistic intraday electricity price forecasting is becoming increasingly important for short-term power-system operation. With increasing renewable generation, demand-side flexibility, and storage assets, market participants need to…

Computational Finance · Quantitative Finance 2026-05-12 Runyao Yu , Yuchen Tao , Fabian Leimgruber , Tara Esterl , Jochen Stiasny , Derek W. Bunn , Qingsong Wen , Hongye Guo , Jochen L. Cremer

We give new approximation algorithms for the submodular joint replenishment problem and the inventory routing problem, using an iterative rounding approach. In both problems, we are given a set of $N$ items and a discrete time horizon of…

Data Structures and Algorithms · Computer Science 2019-12-03 Thomas Bosman , Neil Olver

Consumer demand forecasting is of high importance for many e-commerce applications, including supply chain optimization, advertisement placement, and delivery speed optimization. However, reliable time series sales forecasting for…

Machine Learning · Computer Science 2024-05-24 Dan Kalifa , Uriel Singer , Ido Guy , Guy D. Rosin , Kira Radinsky

Efficiently integrating renewable resources into electricity markets is vital for addressing the challenges of matching real-time supply and demand while reducing the significant energy wastage resulting from curtailments. To address this…

Machine Learning · Computer Science 2024-06-21 Ciaran O'Connor , Joseph Collins , Steven Prestwich , Andrea Visentin

Charging demands of electric vehicles (EVs) are sharply increasing due to the rapid development of EVs. Hence, reliable and convenient quick charge stations are required to respond to the needs of EV drivers. Due to the uncertainty of EV…

Systems and Control · Electrical Eng. & Systems 2019-09-04 Zeyu Liu , Yaxin Xie , Donghan Feng , Yun Zhou , Shanshan Shi , Chen Fang

We present a set of models relevant for predicting various aspects of intra-day trading volume for equities and showcase them as an ensemble that projects volume in unison. We introduce econometric methods for predicting total and remaining…

Trading and Market Microstructure · Quantitative Finance 2019-04-03 Vladimir Markov , Olga Vilenskaia , Vlad Rashkovich

We consider a stochastic lost-sales inventory control system with a lead time $L$ over a planning horizon $T$. Supply is uncertain, and is a function of the order quantity (due to random yield/capacity, etc). We aim to minimize the…

Optimization and Control · Mathematics 2023-11-01 Boxiao Chen , Jiashuo Jiang , Jiawei Zhang , Zhengyuan Zhou

Urban demand forecasting plays a critical role in optimizing routing, dispatching, and congestion management within Intelligent Transportation Systems. By leveraging data fusion and analytics techniques, traffic demand forecasting serves as…

Machine Learning · Computer Science 2026-02-19 Antonios Tziorvas , George S. Theodoropoulos , Yannis Theodoridis
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