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We revisit the Bayesian Black-Litterman (BL) portfolio model and remove its reliance on subjective investor views. Classical BL requires an investor "view": a forecast vector $q$ and its uncertainty matrix $\Omega$ that describe how much a…

In the current global economy, supply chain transparency plays a pivotal role in ensuring this security by enabling companies to monitor supplier performance and fostering accountability and responsibility. Despite the advancements in…

With the growing prevalence of smart grid technology, short-term load forecasting (STLF) becomes particularly important in power system operations. There is a large collection of methods developed for STLF, but selecting a suitable method…

For large-scale IT corpora with hundreds of classes organized in a hierarchy, the task of accurate classification of classes at the higher level in the hierarchies is crucial to avoid errors propagating to the lower levels. In the business…

Traditional recurrent neural network architectures, such as long short-term memory neural networks (LSTM), have historically held a prominent role in time series forecasting (TSF) tasks. While the recently introduced sLSTM for Natural…

Accurate load forecasting is critical for electricity market operations and other real-time decision-making tasks in power systems. This paper considers the short-term load forecasting (STLF) problem for residential customers within a…

Traditional time series analysis has long relied on pattern recognition, trained on static and well-established benchmarks. However, in real-world settings -- where policies shift, human behavior adapts, and unexpected events unfold --…

Short-term traffic forecasting based on deep learning methods, especially long short-term memory (LSTM) neural networks, has received much attention in recent years. However, the potential of deep learning methods in traffic forecasting has…

Renewable sources are taking center stage in electricity generation. Due to the intermittent nature of these renewable resources, the problem of the demand-supply gap arises. To solve this problem, several techniques have been proposed in…

Next-day delivery logistics services are redefining the industry by increasingly focusing on customer service. A challenge each logistics service provider faces is to jointly optimize time window assignment and vehicle routing for such…

Multivariate time-series forecasting, as a typical problem in the field of time series prediction, has a wide range of applications in weather forecasting, traffic flow prediction, and other scenarios. However, existing works do not…

The wastage of perishable items has led to significant health and economic crises, increasing business uncertainty and fluctuating customer demand. This issue is worsened by online food delivery services, where frequent and unpredictable…

Groundwater resources are one of the most relevant elements in the water cycle, therefore developing models to accurately predict them is a pivotal task in the sustainable resource management framework. Deep Learning (DL) models have been…

With a new era of cloud and big data, Database Management Systems (DBMSs) have become more crucial in numerous enterprise business applications in all the industries. Accordingly, the importance of their proactive and preventive maintenance…

Deep Learning (DL) models can be used to tackle time series analysis tasks with great success. However, the performance of DL models can degenerate rapidly if the data are not appropriately normalized. This issue is even more apparent when…

In recent years, deep learning techniques have outperformed traditional models in many machine learning tasks. Deep neural networks have successfully been applied to address time series forecasting problems, which is a very important topic…

We study huge-scale assortment optimization problems to maximize expected revenue under customer choice, addressing a fundamental challenge in industries such as transportation, retail, and healthcare. The choice-based linear programming…

LLM serving is increasingly multi-tenant: the same deployment must handle latency-critical interactive requests and more relaxed background workloads under a fixed GPU budget. This creates a tiered-SLO setting where maximizing overall…

Recommending the right products is the central problem in recommender systems, but the right products should also be recommended at the right time to meet the demands of users, so as to maximize their values. Users' demands, implying strong…

We develop a large-scale deep learning model to predict price movements from limit order book (LOB) data of cash equities. The architecture utilises convolutional filters to capture the spatial structure of the limit order books as well as…