2 citations · 3 across the 2 of their papers we have counts for
3 papers
math.ST2024
Fast convergence rates for estimating the stationary density in SDEs driven by a fractional Brownian motion with semi-contractive drift
Chiara Amorino, Eulalia Nualart, Fabien Panloup +1
We study the estimation of the invariant density of additive fractional stochastic differential equations with Hurst parameter . We first focus on continuous observati…
stat.ML2024★ 2 cited
Causal Forecasting for Pricing
Douglas Schultz, Johannes Stephan, Julian Sieber +4
This paper proposes a novel method for demand forecasting in a pricing context. Here, modeling the causal relationship between price as an input variable to demand is crucial becau…
cs.LG2023★ 1 cited
Deep Learning based Forecasting: a case study from the online fashion industry
Manuel Kunz, Stefan Birr, Mones Raslan +13
Demand forecasting in the online fashion industry is particularly amendable to global, data-driven forecasting models because of the industry's set of particular challenges. These…