1 citations · 1 across the 3 of their papers we have counts for
3 papers
math.OC2024
Online Policy Selection for Inventory Problems
Massil Hihat, Adeline Fermanian
We tackle online inventory problems where at each time period the manager makes a replenishment decision based on partial historical information in order to meet demands and minimi…
stat.ML2024★ 1 cited
Multivariate Online Linear Regression for Hierarchical Forecasting
Massil Hihat, Guillaume Garrigos, Adeline Fermanian +1
In this paper, we consider a deterministic online linear regression model where we allow the responses to be multivariate. To address this problem, we introduce MultiVAW, a method…
cs.LG2023
New directions in the applications of rough path theory
Adeline Fermanian, Terry Lyons, James Morrill +1
This article provides a concise overview of some of the recent advances in the application of rough path theory to machine learning. Controlled differential equations (CDEs) are di…