Financial data are expensive and highly sensitive with limited access. We aim to generate abundant datasets given the original prices while preserving the original statistical features. We introduce the Wasserstein Generative Adversarial Network with Gradient Penalty (WGAN-GP) into the field of...

We study customer service chat (CSC) systems with generally distributed service and patience times by developing measure-valued processes to model and analyze the system dynamics. We first prove that these processes are tight in the many-server asymptotic regime and then show that their limits...

Perishable inventory problems have a long history and involve two fundamental decisions, how much to order and how much old inventory to clear before expiration, that are known to be difficult to optimize due to the curse of dimensionality. Most early work ignores the clearance decision and...