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A new robust stochastic volatility (SV) model having Student-t marginals is proposed. Our process is defined through a linear normal regression model driven by a latent gamma process that controls temporal dependence. This gamma process is…

Recommendation system (RS) plays significant roles in matching users information needs for Internet applications, and it usually utilizes the vanilla neural network as the backbone to handle embedding details. Recently, the large language…

In e-commerce, user representations are essential for various applications. Existing methods often use deep learning techniques to convert customer behaviors into implicit embeddings. However, these embeddings are difficult to understand…

Click-through rate (CTR) prediction plays an important role in online advertising systems. On the one hand, traditional CTR prediction models capture the collaborative signals in tabular data via feature interaction modeling, but they lose…

The aim of this paper is to describe a new an integrated methodology for project control under uncertainty. This proposal is based on Earned Value Methodology and risk analysis and presents several refinements to previous methodologies.…

Automated recommendations can nowadays be found on many e-commerce platforms, and such recommendations can create substantial value for consumers and providers. Often, however, not all recommendable items have the same profit margin, and…

A well-informed recommendation framework could not only help users identify their interested items, but also benefit the revenue of various online platforms (e.g., e-commerce, social media). Traditional recommendation models usually assume…

While research of reinforcement learning applied to financial markets predominantly concentrates on finding optimal behaviours, it is worth to realize that the reinforcement learning returns $G_t$ and state value functions themselves are of…

As a technique that can compactly represent complex patterns, machine learning has significant potential for predictive inference. K-fold cross-validation (CV) is the most common approach to ascertaining the likelihood that a machine…

Online reinforcement learning (RL) with sparse rewards poses a challenge partly because of the lack of feedback on states leading to the goal. Furthermore, expert offline data with reward signal is rarely available to provide this feedback…

Predicting temporal progress from visual trajectories is important for intelligent robots that can learn, adapt, and improve. However, learning such progress estimator, or temporal value function, across different tasks and domains requires…

Recommender system, as an essential part of modern e-commerce, consists of two fundamental modules, namely Click-Through Rate (CTR) and Conversion Rate (CVR) prediction. While CVR has a direct impact on the purchasing volume, its prediction…

Studying competition and market structure at the product level instead of brand level can provide firms with insights on cannibalization and product line optimization. However, it is computationally challenging to analyze product-level…

Accurately estimating the remaining useful life (RUL) of industrial machinery is beneficial in many real-world applications. Estimation techniques have mainly utilized linear models or neural network based approaches with a focus on short…

An effective online recommendation system should jointly capture users' long-term and short-term preferences in both users' internal behaviors (from the target recommendation task) and external behaviors (from other tasks). However, it is…

Sequential recommendation methods play a crucial role in modern recommender systems because of their ability to capture a user's dynamic interest from her/his historical interactions. Despite their success, we argue that these approaches…

Dynamic portfolio optimization is the process of sequentially allocating wealth to a collection of assets in some consecutive trading periods, based on investors' return-risk profile. Automating this process with machine learning remains a…

In various practical situations, forecasting of aggregate values rather than individual ones is often our main focus. For instance, electricity companies are interested in forecasting the total electricity demand in a specific region to…

Contrastive learning (CL) benefits the training of sequential recommendation models with informative self-supervision signals. Existing solutions apply general sequential data augmentation strategies to generate positive pairs and encourage…

The financial domain presents a complex environment for stock market prediction, characterized by volatile patterns and the influence of multifaceted data sources. Traditional models have leveraged either Convolutional Neural Networks (CNN)…