15 citations · 16 across the 7 of their papers we have counts for
3 papers · 1 filter
Identifying the Predictable Drift of a Semimartingale from Marginal Laws
Jakub Marecek, Enrico Biffis, Abigail Langbridge +1
A special semimartingale admits a unique decomposition into a local martingale and a predictable finite-variation part . We consider the identification of wh…
Robust Dynamic Pricing and Admission Control with Fairness Guarantees
Yingqing Chen, Anni Li, Christos G. Cassandras +3
Dynamic pricing is commonly used to regulate congestion in shared service systems. This paper is motivated by the fact that in the presence of users with varying price sensitivity…
EVEREST: An Evidential, Tail-Aware Transformer for Rare-Event Time-Series Forecasting
Antanas Zilinskas, Robert N. Shorten, Jakub Marecek
Forecasting rare events in multivariate time-series data is challenging due to severe class imbalance, long-range dependencies, and distributional uncertainty. We introduce EVEREST…