Related papers: Hierarchical Dynamic Modeling for Individualized B…

We are most grateful to all discussants for their positive comments and many thought-provoking questions. In addition, the discussants provide a number of useful leads into various areas of the literatures on time series, forecasting and…

Multistage stochastic programming provides a modeling framework for sequential decision-making problems that involve uncertainty. One typically overlooked aspect of this methodology is how uncertainty is incorporated into modeling.…

An ability to predict the popularity dynamics of individual items within a complex evolving system has important implications in an array of areas. Here we propose a generative probabilistic framework using a reinforced Poisson process to…

In contextual dynamic pricing, a seller sequentially prices goods based on contextual information. Buyers will purchase products only if the prices are below their valuations. The goal of the seller is to design a pricing strategy that…

Hierarchical time series forecasting plays a crucial role in decision-making in various domains while presenting significant challenges for modelling as they involve multiple levels of aggregation, constraints, and availability of…

Traditional recommendation systems mainly focus on modeling user interests. However, the dynamics of recommended items caused by attribute modifications (e.g. changes in prices) are also of great importance in real systems, especially in…

We study discrete-time predictable forward processes when trading times do not coincide with performance evaluation times in a binomial tree model for the financial market. The key step in the construction of these processes is to solve a…

We consider the problem of learning the preferences of a heterogeneous population by observing choices from an assortment of products, ads, or other offerings. Our observation model takes a form common in assortment planning applications:…

We consider a simple decision model in which a set of agents randomly choose one of two competing shops selling the same perishable products (typically food). The satisfaction of agents with respect to a given store is related to the…

Operational maturity of biological control systems have fuelled the inspiration for a large number of mathematical and logical models for control, automation and optimisation. The human brain represents the most sophisticated control…

The growing popularity of Virtual Assistants poses new challenges for Entity Resolution, the task of linking mentions in text to their referent entities in a knowledge base. Specifically, in the shopping domain, customers tend to use…

The individual data collected throughout patient follow-up constitute crucial information for assessing the risk of a clinical event, and eventually for adapting a therapeutic strategy. Joint models and landmark models have been proposed to…

With the rise of the digital economy and an explosion of available information about consumers, effective personalization of goods and services has become a core business focus for companies to improve revenues and maintain a competitive…

Mathematical modelling is a widely used approach to understand and interpret clinical trial data. This modelling typically involves fitting mechanistic mathematical models to data from individual trial participants. Despite the widespread…

Accurate forecasting in the e-commerce finance domain is particularly challenging due to irregular invoice schedules, payment deferrals, and user-specific behavioral variability. These factors, combined with sparse datasets and short…

Hierarchical model fitting has become commonplace for case-control studies of cognition and behaviour in mental health. However, these techniques require us to formalise assumptions about the data-generating process at the group level,…

An informed seller designs a dynamic mechanism to sell an experience good. The seller has partial information about the product match, which affects the buyer's private consumption experience. We characterize equilibrium mechanisms of this…

In many mobile health interventions, treatments should only be delivered in a particular context, for example when a user is currently stressed, walking or sedentary. Even in an optimal context, concerns about user burden can restrict which…

We consider the problem of a firm seeking to use personalized pricing to sell an exogenously given stock of a product over a finite selling horizon to different consumer types. We assume that the type of an arriving consumer can be observed…

In this paper, we propose a realistic multiple dynamic pricing approach to demand response in the retail market. First, an adaptive clustering-based customer segmentation framework is proposed to categorize customers into different groups…