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20232025
most citedMultiple-Resolution Tokenization for Time Series Forecasting with an Application to Pricing

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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…