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Model Mis-Specification in Newsvendor Decisions : A Comparison of Frequentist Parametric, Bayesian Parametric and Nonparametric Approaches

Ban, Gah‐Yi - 2020

We compare three different approaches studied by past literature on data-driven inventory optimization--- Frequentist Parametric (FP), Bayesian Parametric (BP) and Nonparametric--- for the newsvendor problem. For the Parametric approaches, we allow for mis-specification of the demand model. We...

Persistent link: https://www.econbiz.de/10012846484

A method for finding the maximal set in excess demand

Andersson, Tommy; Erlanson, Albin; Gudmundsson, Jens; … - In: Economics letters 125 (2014) 1, pp. 18-20

Persistent link: https://www.econbiz.de/10010504790

Mallows-smoothed distribution over rankings approach for modeling choice

Désir, Antoine; Goyal, Vineet; Jagabathula, Srikanth; … - In: Operations research 69 (2021) 4, pp. 1206-1227

Persistent link: https://www.econbiz.de/10012625180

Homotopy Perturbation Method for Solving Mathematical Model of Novel Coronavirus Differential Equations

Dhariwal, Monika; Fatima, Nahid - 2020

In this research work we apply the Homotopy Perturbation Method (HPM) to solve the Three-dimensional mathematical model of Novel Coronavirus differential equation, which is applied to investigate the transmittal dynamics Novel Coronavirus infection in public. We have got the solution which has...

Persistent link: https://www.econbiz.de/10014095993

Metropolis-Hastings prefetching algorithms

Strid, Ingvar (contributor) - 2008 - Rev. December 2, 2009

Prefetching is a simple and general method for single-chain parallelisation of the Metropolis-Hastings algorithm based … random walk Metropolis-Hastings algorithm is obtained for a special case and it is shown to decrease in the number of …

Persistent link: https://www.econbiz.de/10003779724

Efficient risk profiling using Bayesian networks and particle swarm optimization algorithm

Klepac, Goran; Mrsic, Leo; Kopal, Robert - In: Analyzing risk through probabilistic modeling in …, (pp. 91-124). 2016

Persistent link: https://www.econbiz.de/10011476911

A Bayesian approach to find Pareto optima in multiobjective programming problems using Sequential Monte Carlo algorithms

Tsionas, Efthymios G. - In: Omega : the international journal of management science 77 (2018), pp. 73-79

Persistent link: https://www.econbiz.de/10011799159

A system reduction method to efficiently solve DSGE models

Hernandez, Kolver - In: Journal of economic dynamics & control 37 (2013) 3, pp. 571-576

Persistent link: https://www.econbiz.de/10009710490

An Efficient Algorithm for Constructing Bayesian Optimal Choice Designs

Kessels, Roselinde - 2007

- and V-optimal design algorithm is computationally intensive, which is a barrier to its use in practice. In this paper, we … present an efficient algorithm for calculating Bayesian optimal designs by means of the different criteria. Particularly, the … speed of computation for the V-optimality criterion has improved dramatically.The new algorithm makes it possible to use …

Persistent link: https://www.econbiz.de/10012730574

Hyperparameter optimization for recommender systems through Bayesian optimization

Galuzzi, B. G.; Giordani, I.; Candelieri, Antonio; … - In: Computational management science 17 (2020) 4, pp. 495-515

Persistent link: https://www.econbiz.de/10012486977