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Adaptive learning forecasting, with applications in forecasting agricultural prices
Kyriazi, Foteini; Thomakos, Dimitrios D.; Guerard, John … - In: International journal of forecasting 35 (2019) 4, pp. 1356-1369
Persistent link: https://www.econbiz.de/10012305340
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Resolving the judgment and decision-making paradox between adaptive learning and escalation of commitment
Wong, Kin Fai Ellick; Kwong, Jessica Y. Y. - In: Management science : journal of the Institute for … 64 (2018) 4, pp. 1911-1925
Persistent link: https://www.econbiz.de/10011855751
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Distributionally robust batch contextual bandits
Si, Nian; Zhang, Fan; Zhou, Zhengyuan; Blanchet, Jose - In: Management science : journal of the Institute for … 69 (2023) 10, pp. 5772-5793
Persistent link: https://www.econbiz.de/10014392981
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Distributionally robust conditional quantile prediction with fixed design
Qi, Meng; Cao, Ying; Shen, Zuo-Jun - In: Management science : journal of the Institute for … 68 (2022) 3, pp. 1639-1658
Persistent link: https://www.econbiz.de/10013259976
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Machine learning and portfolio optimization
Ban, Gah-Yi; El Karoui, Noureddine; Lim, Andrew E. B. - In: Management science : journal of the Institute for … 64 (2018) 3, pp. 1136-1154
Persistent link: https://www.econbiz.de/10011847178
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Optimal and robust combination of forecasts via constrained optimization and shrinkage
Roccazzella, Francesco; Gambetti, Paolo; Vrins, Frédéric - In: International journal of forecasting 38 (2022) 1, pp. 97-116
Persistent link: https://www.econbiz.de/10013347741
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Monopoly pricing in the presence of social learning
Crapis, Davide; Ifrach, Bar; Maglaras, Costis; … - In: Management science : journal of the Institute for … 63 (2017) 11, pp. 3586-3608
Persistent link: https://www.econbiz.de/10011772481
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Adaptive expectations versus rational expectations : evidence from the lab
Colasante, Annarita; Palestrini, Antonio; Russo, Alberto; … - In: International journal of forecasting 33 (2017) 4, pp. 988-1006
Persistent link: https://www.econbiz.de/10011746935
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A Bayesian level-k model in n-person games
Ho, Teck-Hua; Park, So-Eun; Su, Xuanming - In: Management science : journal of the Institute for … 67 (2021) 3, pp. 1622-1638
Persistent link: https://www.econbiz.de/10012506015
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Statistical learning and exchange rate forecasting
Colombo, Emilio; Pelagatti, Matteo - In: International journal of forecasting 36 (2020) 4, pp. 1260-1289
Persistent link: https://www.econbiz.de/10012546661