270 citations · 352 across the 19 of their papers we have counts for
Showing 2022Show all
2 papers · 1 filter
stat.ML2022
A Nonparametric Approach with Marginals for Modeling Consumer Choice
Yanqiu Ruan, Xiaobo Li, Karthyek Murthy +1
Given data on the choices made by consumers for different offer sets, a key challenge is to develop parsimonious models that describe and predict consumer choice behavior while bei…
q-fin.RM2022
Combining Retrospective Approximation with Importance Sampling for Optimising Conditional Value at Risk
Anand Deo, Karthyek Murthy, Tirtho Sarker
This paper investigates the use of retrospective approximation solution paradigm in solving risk-averse optimization problems effectively via importance sampling (IS). While IS ser…