JANOS: An Integrated Predictive and Prescriptive Modeling Framework

21 Nov 2019David BergmanTeng HuangPhilip BrooksAndrea LodiArvind U. Raghunathan

Business research practice is witnessing a surge in the integration of predictive modeling and prescriptive analysis. We describe a modeling framework JANOS that seamlessly integrates the two streams of analytics, for the first time allowing researchers and practitioners to embed machine learning models in an optimization framework... (read more)

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