2 papers
cs.DS2026
Learning Multinomial Logits in time
Flavio Chierichetti, Mirko Giacchini, Ravi Kumar +4
A Multinomial Logit (MNL) model is composed of a finite universe of items , each assigned a positive weight. A query specifies an admissible subset -- called a sl…
cs.DS2024
Data-Driven Solution Portfolios
Marina Drygala, Silvio Lattanzi, Andreas Maggiori +3
In this paper, we consider a new problem of portfolio optimization using stochastic information. In a setting where there is some uncertainty, we ask how to best select potenti…