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cs.LG2024★ 1 cited
Multiple-Resolution Tokenization for Time Series Forecasting with an Application to Pricing
Egon Peršak, Miguel F. Anjos, Sebastian Lautz +1
We propose a transformer architecture for time series forecasting with a focus on time series tokenisation and apply it to a real-world prediction problem from the pricing domain.…
math.OC2024
Decision-Focused Forecasting: A Differentiable Multistage Optimisation Architecture
Egon Peršak, Miguel F. Anjos
Most decision-focused learning work has focused on single stage problems whereas many real-world decision problems are more appropriately modelled using multistage optimisation. In…