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As the demand for more personalized recommendation grows and a dramatic boom in commercial scenarios arises, the study on multi-scenario recommendation (MSR) has attracted much attention, which uses the data from all scenarios to…
In markets where algorithmic data processing is increasingly prevalent, recommendation algorithms can substantially affect trade and welfare. We consider a setting in which an algorithm recommends a product based on its value to the buyer…
Online decision making aims to learn the optimal decision rule by making personalized decisions and updating the decision rule recursively. It has become easier than before with the help of big data, but new challenges also come along.…
Smoothed online combinatorial optimization considers a learner who repeatedly chooses a combinatorial decision to minimize an unknown changing cost function with a penalty on switching decisions in consecutive rounds. We study smoothed…
In this paper, machine learning techniques are used to forecast the difference between bike returns and withdrawals at each station of a bike sharing system. The forecasts are integrated into a simulation framework that is used to support…
After showing the efficiency of feedforward networks to estimate control in high dimension in the global optimization of some storages problems, we develop a modification of an algorithm based on some dynamic programming principle. We show…
Academic research in the field of recommender systems mainly focuses on the problem of maximizing the users' utility by trying to identify the most relevant items for each user. However, such items are not necessarily the ones that maximize…
Research on limit order book markets has been rapidly growing and nowadays high-frequency full order book data is widely available for researchers and practitioners. However, it is common that research papers use the best level data only,…
As machine learning (ML) models are increasingly being employed to assist human decision makers, it becomes critical to provide these decision makers with relevant inputs which can help them decide if and how to incorporate model…
Recommender systems are a vital tool that helps us to overcome the information overload problem. They are being used by most e-commerce web sites and attract the interest of a broad scientific community. A recommender system uses data on…
Machine learning has been used in all kinds of fields. In this article, we introduce how machine learning can be applied into time series problem. Especially, we use the airline ticket prediction problem as our specific problem. Airline…
Combinatorial optimization is the field devoted to the study and practice of algorithms that solve NP-hard problems. As Machine Learning (ML) and deep learning have popularized, several research groups have started to use ML to solve…
Machine-learned predictors, although achieving very good results for inputs resembling training data, cannot possibly provide perfect predictions in all situations. Still, decision-making systems that are based on such predictors need not…
Most existing recommender systems leverage user behavior data of one type only, such as the purchase behavior in E-commerce that is directly related to the business KPI (Key Performance Indicator) of conversion rate. Besides the key…
This paper models the availability of bikes at San Francisco Bay Area Bike Share stations using machine learning algorithms. Random Forest (RF) and Least-Squares Boosting (LSBoost) were used as univariate regression algorithms, and Partial…
Recommender systems (RSs) have become an inseparable part of our everyday lives. They help us find our favorite items to purchase, our friends on social networks, and our favorite movies to watch. Traditionally, the recommendation problem…
We study a demand response problem from utility (also referred to as operator)'s perspective with realistic settings, in which the utility faces uncertainty and limited communication. Specifically, the utility does not know the cost…
The exponential growth of volume, variety and velocity of data is raising the need for investigations of automated or semi-automated ways to extract useful patterns from the data. It requires deep expert knowledge and extensive…
E-commerce dominates a large part of the world's economy with many websites dedicated to online selling products. The vast majority of e-commerce websites provide their customers with the ability to express their opinions about the…
The effectiveness of recommender system algorithms varies in different real-world scenarios. It is difficult to choose a best algorithm for a scenario due to the quantity of algorithms available, and because of their varying performances.…