[go: up one dir, main page]

Levina et al., 2010 - Google Patents

Weak aggregating algorithm for the distribution-free perishable inventory problem

Levina et al., 2010

View PDF
Document ID
10021378192126882680
Author
Levina T
Levin Y
McGill J
Nediak M
Vovk V
Publication year
Publication venue
Operations Research Letters

External Links

Snippet

We formulate the multiperiod, distribution-free perishable inventory problem as a problem of prediction with expert advice and apply an online learning method (the Weak Aggregating Algorithm) to solve it. We show that the asymptotic average performance of this method is as …
Continue reading at www.academia.edu (PDF) (other versions)

Classifications

    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q10/00—Administration; Management
    • G06Q10/06—Resources, workflows, human or project management, e.g. organising, planning, scheduling or allocating time, human or machine resources; Enterprise planning; Organisational models
    • G06Q10/063—Operations research or analysis
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/06—Investment, e.g. financial instruments, portfolio management or fund management
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q30/00—Commerce, e.g. shopping or e-commerce
    • G06Q30/02—Marketing, e.g. market research and analysis, surveying, promotions, advertising, buyer profiling, customer management or rewards; Price estimation or determination
    • G06Q30/0202—Market predictions or demand forecasting
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q30/00—Commerce, e.g. shopping or e-commerce
    • G06Q30/06—Buying, selling or leasing transactions
    • G06Q30/08—Auctions, matching or brokerage
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F17/00—Digital computing or data processing equipment or methods, specially adapted for specific functions
    • G06F17/30—Information retrieval; Database structures therefor; File system structures therefor
    • G06F17/30286—Information retrieval; Database structures therefor; File system structures therefor in structured data stores
    • G06F17/30386—Retrieval requests
    • G06F17/30424—Query processing
    • G06F17/30533—Other types of queries
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/04—Exchange, e.g. stocks, commodities, derivatives or currency exchange
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N3/00—Computer systems based on biological models
    • G06N3/02—Computer systems based on biological models using neural network models
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/02—Banking, e.g. interest calculation, credit approval, mortgages, home banking or on-line banking
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q10/00—Administration; Management
    • G06Q10/04—Forecasting or optimisation, e.g. linear programming, "travelling salesman problem" or "cutting stock problem"
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N3/00—Computer systems based on biological models
    • G06N3/12—Computer systems based on biological models using genetic models
    • G06N3/126—Genetic algorithms, i.e. information processing using digital simulations of the genetic system
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q10/00—Administration; Management
    • G06Q10/10—Office automation, e.g. computer aided management of electronic mail or groupware; Time management, e.g. calendars, reminders, meetings or time accounting
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N5/00—Computer systems utilising knowledge based models
    • G06N5/04—Inference methods or devices
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N99/00—Subject matter not provided for in other groups of this subclass
    • G06N99/005—Learning machines, i.e. computer in which a programme is changed according to experience gained by the machine itself during a complete run
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q50/00—Systems or methods specially adapted for a specific business sector, e.g. utilities or tourism
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q20/00—Payment architectures, schemes or protocols
    • G06Q20/08—Payment architectures
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F7/00—Methods or arrangements for processing data by operating upon the order or content of the data handled
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F19/00—Digital computing or data processing equipment or methods, specially adapted for specific applications

Similar Documents

Publication Publication Date Title
Siami-Namini et al. A comparison of ARIMA and LSTM in forecasting time series
Takahashi et al. Agent-based approach to investors' behavior and asset price fluctuation in financial markets
Zopounidis et al. Multicriteria classification and sorting methods: A literature review
US6405179B1 (en) System and method for data collection, evaluation, information generation, and presentation
Yunusoglu et al. A fuzzy rule based expert system for stock evaluation and portfolio construction: An application to Istanbul Stock Exchange
Zhang et al. Validation and calibration of an agent‐based model: A surrogate approach
Grishina et al. Prospect theory–based portfolio optimization: an empirical study and analysis using intelligent algorithms
Levina et al. Weak aggregating algorithm for the distribution-free perishable inventory problem
US20090281956A1 (en) Method and system for enterprise portfolio optimization
Hejazi et al. Efficient valuation of SCR via a neural network approach
Shafahi et al. Modeling contractors' project selection and markup decisions influenced by eminence
Rubio et al. Forecasting portfolio returns using weighted fuzzy time series methods
Piasecki et al. Behavioural present value defined as fuzzy number–a new approach
CN111667307A (en) Method and device for predicting financial product sales volume
Chao et al. Risk taking after absolute and relative wealth changes: The role of reference point adaptation
Kinoshita et al. Evolutionary foundation of bounded rationality in a financial market
Bischi et al. Herd behavior and nonfundamental asset price fluctuations in financial markets
García et al. A multiobjective model for passive portfolio management: an application on the S&P 100 index
CN110264007A (en) Stock exchange control method and device
Baldacci et al. Adaptive trading strategies across liquidity pools
Fasli et al. Learning approaches for developing successful seller strategies in dynamic supply chain management
Fermanian et al. Model-based vs. agnostic methods for the prediction of time-varying covariance matrices
Ang et al. Index+ factors+ alpha
Tsai et al. Deep reinforcement learning for foreign exchange trading
Mahdavi et al. Measuring causal effect with ARDL-BART: A macroeconomic application