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...

We employ model predictive control for a multi-period portfolio optimization problem. In addition to the mean-variance objective, we construct a portfolio whose allocation is given by model predictive control with a risk-parity objective, and provide a successive convex program algorithm that...