相关论文: Robust portfolio optimization model for electronic…

This paper is concerned with portfolio optimization models for creating high-quality lists of recommended items to balance the accuracy and diversity of recommendations. However, the statistics (i.e., expectation and covariance of ratings)…

Recommender systems play an essential role in online services by providing personalized item lists to support users' decision-making processes. While collaborative filtering methods can achieve high accuracy, it is crucial to consider not…

Online electronic coupon (e-coupon) is becoming a primary tool for e-commerce platforms to attract users to place orders. E-coupons are the digital equivalent of traditional paper coupons which provide customers with discounts or gifts. One…

CMO Council reports that 71\% of internet users in the U.S. were influenced by coupons and discounts when making their purchase decisions. It has also been shown that offering coupons to a small fraction of users (called seed users) may…

The field of portfolio selection is an active research topic, which combines elements and methodologies from various fields, such as optimization, decision analysis, risk management, data science, forecasting, etc. The modeling and…

Coupon distribution is a critical marketing strategy used by online platforms to boost revenue and enhance user engagement. Regrettably, existing coupon distribution strategies fall far short of effectively leveraging the complex sequential…

Promotions and discounts are essential components of modern e-commerce platforms, where they are often used to incentivize customers towards purchase completion. Promotions also affect revenue and may incur a monetary loss that is often…

This paper presents how the most recent improvements made on covariance matrix estimation and model order selection can be applied to the portfolio optimisation problem. The particular case of the Maximum Variety Portfolio is treated but…

Solving large-scale robust portfolio optimization problems is challenging due to the high computational demands associated with an increasing number of assets, the amount of data considered, and market uncertainty. To address this issue, we…

Robust optimization methods have shown practical advantages in a wide range of decision-making applications under uncertainty. Recently, their efficacy has been extended to multi-period settings. Current approaches model uncertainty either…

In a two-sided marketplace, network effects are crucial for competitiveness, and platforms need to retain users through advanced customer relationship management as much as possible. Maintaining numerous providers' stable and active…

The assortment planning problem is a central piece in the revenue management strategy of any company in the retail industry. In this paper, we study a robust assortment optimization problem for substitutable products under a sequential…

Online social systems have become important platforms for viral marketing where the advertising of products is carried out with the communication of users. After adopting the product, the seed buyers may spread the information to their…

The emergence of robust optimization has been driven primarily by the necessity to address the demerits of the Markowitz model. There has been a noteworthy debate regarding consideration of robust approaches as superior or at par with the…

The online advertising management platform has become increasingly popular among e-commerce vendors/advertisers, offering a streamlined approach to reach target customers. Despite its advantages, configuring advertising strategies correctly…

We extend Relative Robust Portfolio Optimisation models to allow portfolios to optimise their distance to a set of benchmarks. Portfolio managers are also given the option of computing regret in a way which is more in line with market…

In this paper, we provide a comprehensive review of recent advances in robust portfolio selection problems and their extensions, from both operational research and financial perspectives. A multi-dimensional classification of the models and…

The pooling problem has applications, e.g., in petrochemical refining, water networks, and supply chains and is widely studied in global optimization. To date, it has largely been treated deterministically, neglecting the influence of…

Portfolio optimization is a primary component of the decision-making process in finance, aiming to tactfully allocate assets to achieve optimal returns while considering various constraints. Herein, we proposed a method that uses the…

We introduce and study a general version of the fractional online knapsack problem with multiple knapsacks, heterogeneous constraints on which items can be assigned to which knapsack, and rate-limiting constraints on the assignment of items…