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Nowadays, with the availability of massive amount of trade data collected, the dynamics of the financial markets pose both a challenge and an opportunity for high frequency traders. In order to take advantage of the rapid, subtle movement…
In B2B markets, value-based pricing and selling has become an important alternative to discounting. This study outlines a modeling method that uses customer data (product offers made to each current or potential customer, features,…
Accurate prediction of agricultural crop prices is a crucial input for decision-making by various stakeholders in agriculture: farmers, consumers, retailers, wholesalers, and the Government. These decisions have significant implications…
In the context of globalization and the rapid expansion of the digital economy, anti-money laundering (AML) has become a crucial aspect of financial oversight, particularly in cross-border transactions. The rising complexity and scale of…
Finding Bertram's optimal trading strategy for a pair of cointegrated assets following the Ornstein--Uhlenbeck price difference process can be formulated as an unconstrained convex optimization problem for maximization of expected profit…
Sequential decision-making under cost-sensitive tasks is prohibitively daunting, especially for the problem that has a significant impact on people's daily lives, such as malaria control, treatment recommendation. The main challenge faced…
Forecasting agricultural markets remains challenging due to nonlinear dynamics, structural breaks, and sparse data. A long-standing belief holds that simple time-series methods outperform more advanced alternatives. This paper provides the…
We study the dynamic pricing problem faced by a broker seeking to learn prices for a large number of credit market securities, such as corporate bonds, government bonds, loans, and other credit-related securities. A major challenge in…
Financial time-series classification (FTC) is extremely valuable for investment management. In past decades, it draws a lot of attention from a wide extent of research areas, especially Artificial Intelligence (AI). Existing researches…
Deep learning has significantly improved the accuracy of crop classification using multispectral temporal data. However, these models have complex structures with numerous parameters, requiring large amounts of data and costly training. In…
The resource requirements of deep neural networks (DNNs) pose significant challenges to their deployment on edge devices. Common approaches to address this issue are pruning and mixed-precision quantization, which lead to latency and memory…
The multicommodity capacitated fixed-charge network design problem has been extensively studied in the literature due to its wide range of applications. Despite the fact that many sophisticated solution methods exist today, finding…
Previous research primarily characterized price movements according to time intervals, resulting in temporal discontinuity and overlooking crucial activities in financial markets. Directional Change (DC) is an alternative approach to…
This paper develops a novel method to estimate firm-specific market-entry thresholds in international economics, allowing fixed costs to vary across firms alongside productivity. Our framework models market entry as an interaction between…
This paper examines whether widely used online learning algorithms in pricing can independently reach competitive outcomes or instead foster tacit collusion. This issue has drawn considerable attention from competition regulators as…
In this work, we propose to apply a new model fusion and learning paradigm, known as Combinatorial Fusion Analysis (CFA), to the field of Bitcoin price prediction. Price prediction of financial product has always been a big topic in…
We introduce a new rule-based optimization method for classification with constraints. The proposed method leverages column generation for linear programming, and hence, is scalable to large datasets. The resulting pricing subproblem is…
Solving combinatorial optimization problems involve satisfying a set of hard constraints while optimizing some objectives. In this context, exact or approximate methods can be used. While exact methods guarantee the optimal solution, they…
Prediction markets are long known for prediction accuracy. This study systematically explores the fundamental properties of prediction markets, addressing questions about their information aggregation process and the factors contributing to…
Manufacturing advanced materials and products with a specific property or combination of properties is often warranted. To achieve that it is crucial to find out the optimum recipe or processing conditions that can generate the ideal…