3 papers
math.OC2025
OPO: Making Decision-Focused Data Acquisition Decisions
Egon Peršak, Miguel F. Anjos
We propose a model for making data acquisition decisions for variables in contextual stochastic optimisation problems. Data acquisition decisions are typically treated as separate…
cs.LG2024
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.OC2023
Learning Deterministic Surrogates for Robust Convex QCQPs
Egon Peršak, Miguel F. Anjos
Decision-focused learning is a promising development for contextual optimisation. It enables us to train prediction models that reflect the contextual sensitivity structure of the…