We propose inventory replenishment and lateral transshipment policies for a distribution network. The distribution centers place weekly regular orders and daily urgent orders to the factory. Two classes of stochastic demands, pre-ordered and peddling, cause either backlogging or lost sales when...

Machine learning applications in finance commonly employ feature decorrelation techniques developed for generic statistical problems. We investigate whether this practice appropriately addresses the unique characteristics of financial data, where correlations often encode fundamental economic...