2 papers
eess.SY2020
Optimal Real-time Bidding Policies for Contract Fulfillment in Second Price Auctions
R. J. Kinnear, R. R. Mazumdar, P. Marbach
We study a real-time bidding problem resulting from a set of contractual obligations stipulating that a firm win a specified number of heterogeneous impressions or ad placements ov…
math.ST2019
Graph Topological Aspects of Granger Causal Network Learning
R. J. Kinnear, R. R. Mazumdar
We study Granger causality in the context of wide-sense stationary time series, where our focus is on the topological aspects of the underlying causality graph. We establish suffic…