In this paper, we study the problems of multiple-product demand prediction, predictive shipping mechanisms, and products allocation across multiple warehouses for large-scale e-commerce. These research problems are triggered by an exploratory data analysis on the transactional level data from...

This supplementary material for A Closed-form Expansion Approach for Pricing Discretely Monitored Variance Swaps contains (1) more details on the computational results (Section 1), (2) an illustration of expansion formulas (Section 2), and (3) an interpretation of our expansions for the examples...

Rechargeable aqueous zinc-ion batteries (ZIBs) have attracted increasing interest in large-scale energy storage systems due to their low cost, high safety, and high volumetric energy density. Manganese-based materials are one of most promising aqueous zinc-ion battery cathode materials but...

Econophysics and econometrics agree that there is a correlation between volume and volatility in a time series. Using empirical data and their distributions, we further investigate this correlation and discover new ways that volatility and volume interact, particularly when the levels of both...

In a highly interdependent economic world, the nature of relationships between financial entities is becoming an increasingly important area of study. Recently, many studies have shown the usefulness of minimal spanning trees (MST) in extracting interactions between financial entities. Here, we...

We analyze realized volatilities constructed using high-frequency stock data on the Tokyo Stock Exchange. In order to avoid non-trading hours issue in volatility calculations we define two realized volatilities calculated separately in the two trading sessions of the Tokyo Stock Exchange, i.e....

We design new policies that ensure both worst-case optimality for expected regret and light-tailed risk for regret distribution in the stochastic multi-armed bandit problem. Recently, \cite{fan2021fragility} showed that information-theoretically optimized bandit algorithms suffer from some...

We propose estimators and analyze their large-sample distribution for two problems, data-oriented expected performance evaluation and data-oriented stochastic optimization, in presence of a specific class of non-stationarities in the observed data. The considered non-stationarities reflect...

We propose a new framework named DS-WGAN that integrates the doubly stochastic (DS) structure and the Wasserstein generative adversarial networks (WGAN) to model, estimate, and simulate a wide class of arrival processes with general non-stationary and random arrival rates. Regarding statistical...