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Found 6 papers, 1 papers with code
Price Interpretability of Prediction Markets: A Convergence Analysis
In broader markets with Constant Relative Risk Aversion (CRRA) utilities, we reveal that the limiting price can be characterized by systems of equations that encapsulate agent beliefs, risk parameters, and wealth.
Towards Fundamental Limits of Multi-armed Bandits with Random Walk Feedback
In this paper, we consider a new Multi-Armed Bandit (MAB) problem where arms are nodes in an unknown and possibly changing graph, and the agent (i) initiates random walks over the graph by pulling arms, (ii) observes the random walk trajectories, and (iii) receives rewards equal to the lengths of the walks.
Probabilistic Forecasting with Temporal Convolutional Neural Network
We present a probabilistic forecasting framework based on convolutional neural network for multiple related time series forecasting.
Multivariate Time Series Forecasting
Probabilistic Time Series Forecasting
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A Near-Optimal Dynamic Learning Algorithm for Online Matching Problems with Concave Returns
In this problem, a sequence of items arrive sequentially and each has to be allocated to one of the bidders, who bid a certain value for each item.
Close the Gaps: A Learning-while-Doing Algorithm for a Class of Single-Product Revenue Management Problems
The relationship between the action and the demand rate is not known in advance.
A Dynamic Near-Optimal Algorithm for Online Linear Programming
A natural optimization model that formulates many online resource allocation and revenue management problems is the online linear program (LP) in which the constraint matrix is revealed column by column along with the corresponding objective coefficient.
