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The aim of this paper is the analysis and selection of stock trading systems that combine different models with data of different nature, such as financial and microeconomic information. Specifically, based on previous work by the authors…

计算金融 · 定量金融 2025-12-03 Juan C. King , Jose M. Amigo

Nearly all model algorithms used in machine learning use two different sets of parameters: the training parameters and the meta-parameters (hyperparameters). While the training parameters are learned during the training phase, the values of…

机器学习 · 计算机科学 2020-03-31 Razvan Andonie , Adrian-Catalin Florea

Assortment optimization is a fundamental challenge in modern retail and recommendation systems, where the goal is to select a subset of products that maximizes expected revenue under complex customer choice behaviors. While recent advances…

机器学习 · 统计学 2026-03-11 Miao Lu , Yuxuan Han , Han Zhong , Zhengyuan Zhou , Jose Blanchet

This paper discusses the prediction of hierarchical time series, where each upper-level time series is calculated by summing appropriate lower-level time series. Forecasts for such hierarchical time series should be coherent, meaning that…

机器学习 · 计算机科学 2021-01-27 Tomokaze Shiratori , Ken Kobayashi , Yuichi Takano

Amounts of historical data collected increase and business intelligence applicability with automatic forecasting of time series are in high demand. While no single time series modeling method is universal to all types of dynamics,…

机器学习 · 统计学 2022-04-18 Evaldas Vaiciukynas , Paulius Danenas , Vilius Kontrimas , Rimantas Butleris

This paper presents a statistical framework for assessing wireless systems performance using hierarchical data mining techniques. We consider WCDMA (wideband code division multiple access) systems with two-branch STTD (space time transmit…

计算工程、金融与科学 · 计算机科学 2007-05-23 Alex Verstak , Naren Ramakrishnan , Kyung Kyoon Bae , William H. Tranter , Layne T. Watson , Jian He , Clifford A. Shaffer , Theodore S. Rappaport

Recognizing that traditional forecasting models often rely solely on historical demand, this work investigates the potential of data-driven techniques to automatically select and integrate market indicators for improving customer demand…

计量经济学 · 经济学 2024-06-13 Lina Döring , Felix Grumbach , Pascal Reusch

Modeling of high-dimensional data is very important to categorize different classes. We develop a new mixture model called Multinomial cluster-weighted model (MCWM). We derive the identifiability of a general class of MCWM. We estimate the…

统计方法学 · 统计学 2022-08-25 Kehinde Olobatuyi , Oludare Ariyo

Supply chain resilience and efficiency are vital in industries characterized by volatile demand and uncertain supply, such as textiles and personal protective equipment (PPE). Traditional forecasting and optimization approaches often…

In numerous applications, it is required to produce forecasts for multiple time-series at different hierarchy levels. An obvious example is given by the supply chain in which demand forecasting may be needed at a store, city, or country…

机器学习 · 计算机科学 2021-01-06 Davide Burba , Trista Chen

With the advent of Big Data, nowadays in many applications databases containing large quantities of similar time series are available. Forecasting time series in these domains with traditional univariate forecasting procedures leaves great…

机器学习 · 计算机科学 2018-09-13 Kasun Bandara , Christoph Bergmeir , Slawek Smyl

In the context of time series forecasting, it is a common practice to evaluate multiple methods and choose one of these methods or an ensemble for producing the best forecasts. However, choosing among different ensembles over multiple…

机器学习 · 计算机科学 2021-12-16 Himanshi Charotia , Abhishek Garg , Gaurav Dhama , Naman Maheshwari

The importance of exploring a potential integration among surveys has been acknowledged in order to enhance effectiveness and minimize expenses. In this work, we employ the alignment method to combine information from two different surveys…

统计方法学 · 统计学 2024-04-09 Vasilis Chasiotis , Dimitris Karlis

It is well-established that increased product visibility to shoppers leads to higher sales for retailers. In this study, we propose an optimization methodology which assigns product categories and subcategories to store locations and…

最优化与控制 · 数学 2021-05-20 Evren Gul , Alvin Lim , Jiefeng Xu

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,…

计量经济学 · 经济学 2023-08-16 John V. Colias , Stella Park , Elizabeth Horn

Hierarchical time series are common in several applied fields. The forecasts for these time series are required to be coherent, that is, to satisfy the constraints given by the hierarchy. The most popular technique to enforce coherence is…

机器学习 · 统计学 2023-10-13 Lorenzo Zambon , Dario Azzimonti , Giorgio Corani

Retailers have significant potential to improve recommendations through strategic bundling and pricing. By taking into account different types of customers and their purchasing decisions, retailers can better accommodate customer…

最优化与控制 · 数学 2024-09-06 Maxime Bouscary , Mazen Danaf , Saurabh Amin

Time series data is prevalent across numerous fields, necessitating the development of robust and accurate forecasting models. Capturing patterns both within and between temporal and multivariate components is crucial for reliable…

机器学习 · 计算机科学 2025-11-21 Maurice Kraus , Felix Divo , Devendra Singh Dhami , Kristian Kersting

This work proposes a windowed least-squares (WLS) approach for model-reduction of dynamical systems. The proposed approach sequentially minimizes the time-continuous full-order-model residual within a low-dimensional space-time trial…

数值分析 · 数学 2019-10-28 Eric J. Parish , Kevin T. Carlberg

Accurate weather forecasting holds significant importance, serving as a crucial tool for decision-making in various industrial sectors. The limitations of statistical models, assuming independence among data points, highlight the need for…

机器学习 · 计算机科学 2025-01-22 Anuvab Sen , Udayon Sen , Mayukhi Paul , Apurba Prasad Padhy , Sujith Sai , Aakash Mallik , Chhandak Mallick