Predict and explain service failures in supply-chain networks using data models.
problem Predict and explain service failures in supply-chain networks, particularly last-mile pickup and delivery.
method Used supervised classification with Random Forests and Association Rules on a dataset of 500,000 services.
result Classifier reaches an average sensitivity of 0.7 and specificity of 0.7 for 5 types of failure.
Study predicts purchasing decisions of online food delivery customers.
problem Understanding and predicting consumer purchasing decisions in online food delivery.
method Used machine learning techniques including CART, C4.5, random forest, and rule-based classifiers to predict purchasing decisions.
result C4.5 decision tree model outperformed others with 91.67% accuracy.
Deep Q-learning optimizes same-day delivery with vehicles and drones.
problem Optimizing same-day delivery with limited vehicle and drone capacities.
method Deep Q-learning approach to assign packages to vehicles or drones.
result Deep Q-learning policy outperforms benchmark policies and maintains effectiveness with changing fleet sizes.
Extends Black model to include commodities with potential negative prices.
problem Modeling commodities with the possibility of negative prices due to delivery failures.
method Integrates a `delivery liability' option into the Black model.
result Validates the approach through a simple generalization of the Black model.
Paper introduces a new pricing method for electricity swaps and options.
problem Pricing electricity swaps and options in markets with varying delivery periods.
method Introduces a weighted geometric averaging of futures prices over delivery periods.
result Arbitrage-free pricing framework for derivatives in electricity markets.
This paper tackles fair same-day delivery service by optimizing regional service rates.
problem Fairness in same-day delivery service for different neighborhoods.
method Partition service area into regions, use multi-objective Markov decision process and deep Q-learning.
result Our approach maximizes fairness across all regions while maintaining overall service rate.
Boosting algorithms improve delivery time prediction in postal services.
problem Challenges in long-term travel time prediction for postal services.
method Investigated linear regression models, tree-based ensembles (random forest, bagging, boosting), and compared their performance.
result Boosting algorithms, especially light gradient boosting and catboost, outperform other methods in accuracy and runtime efficiency.
Deep learning tool classifies urban delivery vehicles.
problem Counting and categorizing delivery vehicles in cities.
method Developed annotated database and retrained CNNs.
result Accurate classification of 90%+ for 3 vehicle classes.
Study compares MAPF and MARL algorithms for warehouse automation.
problem Optimizing multi-agent pickup and delivery in warehouse settings.
method Compared conflict-based search (MAPF) and shared experience actor-critic (MARL).
result Comprehensive benchmarking of MAPF and MARL in a simulated warehouse environment.
An evolutionary game model analyzes e-commerce and traditional retail trends during the pandemic.
problem Understanding the dynamics between e-commerce and traditional retail during the pandemic.
method Developed an evolutionary game model to study consumer-producer interactions on e-commerce platforms.
result Investment in logistics and warehouses in e-commerce led to faster delivery and consumer trends.
Kriging predicts futures prices by accounting for trends and bid-ask spreads.
problem Predicting futures prices with trends and bid-ask spreads.
method Bayesian Kriging technique to model term structure.
result Kriging accurately predicts futures prices with embedded trends and bid-ask spreads.
We study superhedging of contingent claims with physical delivery in a discrete-time market model with convex transaction costs. Our model extends Kabanov's currency market model by allowing for nonlinear illiquidity effects. We show that an appropriate generalization of Schachermayer's robust no arbitrage condition im…
A make-your-mind-up option is an American derivative with delivery lags. We show that its put option can be decomposed as a European put and a new type of American-style derivative. The latter is an option for which the investor receives the Greek Theta of the corresponding European option as the running payoff, and de…
The paper models natural gas futures prices and volatility, using Monte Carlo and reinforcement learning.
problem Hedging and selecting delivery strategies in natural gas markets.
method Dynamical model for futures prices, least-square Monte Carlo simulation, reinforcement learning.
result Calibrated futures price quotes and implied volatility smiles for different delivery periods.
We present a new model for the electricity spot price dynamics, which is able to capture seasonality, low-frequency dynamics and the extreme spikes in the market. Instead of the usual purely deterministic trend we introduce a non-stationary independent increments process for the low-frequency dynamics, and model the la…
Deep learning model reduces food waste by stabilizing online food delivery supply chains.
problem Wastage and bullwhip effect in online food delivery services.
method Two-phase LSTM network for demand forecasting, newsvendor model for inventory management.
result Significant reduction in bullwhip effect and food waste, improved forecasting accuracy.
Deep learning predicts preterm birth risk with improved accuracy.
problem Improving accuracy in predicting spontaneous preterm deliveries.
method U-Net segmentation network for automatic extraction of cervical length and anterior cervical angle.
result Combined markers reduce false-negative ratio from 30% to 18%
Study uses few-shot learning to analyze claims and arguments in German debate on arms deliveries.
problem Limited data and computational resources for automated content analysis.
method Multilingual transformer model with adapter extension and few-shot learning.
result Parameter-efficient approach performs well on varying training set sizes.
Advertisement (abbreviated ad) options are a recent development in online advertising. Simply, an ad option is a first look contract in which a publisher or search engine grants an advertiser a right but not obligation to enter into transactions to purchase impressions or clicks from a specific ad slot at a pre-specifi…
This article presents an empirical study of thirteen derivative markets for commodity and financial assets. It compares the statistical properties of futures contracts's daily returns at different maturities, from 1998 to 2010 and for delivery dates up to 120 months. The analysis of the fourth first moments of the dist…
Proposes a model for long-term electricity contracts with explicit computation and easy calibration.
problem Non-storability and poor liquidity in long-term electricity markets.
method Multi-factor polynomial framework for explicit computation of forwards, risk premium, and correlation.
result Calibrated model provides a risk-minimizing hedge for various time horizons.
Proposes SDCN to integrate structural information into deep clustering.
problem Lack of attention to structural information in representation learning for clustering.
method Designs a delivery operator to transfer autoencoder representations to GCN layers and uses a dual self-supervised mechanism.
result SDCN consistently outperforms state-of-the-art techniques in clustering tasks.
Pooling data across users improves prediction of context occurrences in mobile health interventions.
problem Diffusing treatment delivery over times when a user is in a desired context.
method Investigated several methods to pool data across users to overcome individual-level data limitations.
result Pooling data lowers overall error rate compared to personalized and batch approaches.
The paper extends the market price of risk for electricity swap contracts, incorporating jump risk.
problem Pricing electricity swap contracts with consideration of jump risk.
method Introducing a Merton type model with jumps and transferring to the physical measure, comparing arithmetic and geometric averaging.
result A decomposition of swap's market price of risk into classical and market price of risk components.
We present an end-to-end framework for solving the Vehicle Routing Problem (VRP) using reinforcement learning. In this approach, we train a single model that finds near-optimal solutions for problem instances sampled from a given distribution, only by observing the reward signals and following feasibility rules. Our mo…
This paper applies reactor theory to supply chain management.
problem Maintaining optimal item delivery and collection ratios in supply chains.
method Translating neutron transport and diffusion theory to supply chain management, introducing analogy factors and interactors.
result A deterministic model for supply chain optimization.
In the first section, this report analyses Nuclear Power Plants (NPPs) in the context of megaprojects, explaining why they are often delivered over budget and late. In the second section, the report discusses how Small Modular Reactors (SMRs) might address these issues. Megaprojects are extremely risky and often implem…
New model optimizes oil product distribution via pipelines.
problem Optimizing oil product distribution via pipelines.
method Discrete-time mixed integer linear programming model.
result Significant reductions in pipeline operational cost.
The paper proposes a survival model to optimize mobile notification delivery times.
problem Inappropriate notification timing and interruptions lead to user complaints.
method Developed a state transition framework and a survival model with log-linear and Weibull structures.
result The survival model outperforms logistic regression in prediction accuracy.
Secure asynchronous federated learning with differential privacy for edge intelligence.
problem Privacy concerns in federated learning for edge computing.
method Differential privacy applied to secure asynchronous federated learning.
result MAPA improves model accuracy and convergence speed with sufficient privacy.
We propose an elementary model to price European physical delivery swaptions in multicurve setting with a simple exact closed formula. The proposed model is very parsimonious: it is a three-parameter multicurve extension of the two-parameter Hull-White (1990) model. The model allows also to obtain simple formulas for a…
There is a need for affordable, widely deployable maternal-fetal ECG monitors to improve maternal and fetal health during pregnancy and delivery. Based on the diffusion-based channel selection, here we present the mathematical formalism and clinical validation of an algorithm capable of accurate separation of maternal …
Scalable system predicts hot videos for peak VOD service.
problem Improving peak service quality of video on demand.
method Two neural networks: clustering and dispatch policy. Clustering reduces video numbers, dispatch policy ranks videos with probabilities. Networks are trained end-to-end.
result Average prediction accuracy of 17% compared to 3% baseline, for same number of dispatches.
Study examines retailer responses to stockouts in wholesale environments.
problem Effect of stockouts on future demand in wholesale settings.
method Statistical analysis of historical customer order and delivery data over 4 years.
result Stockouts negatively impact future demand frequency but not value, with effects being short-term.
The paper models user-advertiser interactions using point processes.
problem Causal inference problems in user-advertiser interaction.
method Temporal marked point processes and neural point processes.
result Neural point processes as practical solutions.
Improved prediction of polymer morphology through machine learning and simulations.
problem Understanding and predicting the morphology of multi-component polymer blends.
method Modified Cahn-Hilliard model for simulations, machine learning for clustering and prediction.
result Machine learning achieved ≥ 90% accuracy in predicting polymer morphology. Adversarial attacks degrade DRL-based EV energy management systems.
problem Adversarial attacks on DRL-based energy management systems of electric vehicles.
method Generated adversarial examples to degrade DRL performance using low-dimensional state representations.
result Adversarial attacks can significantly degrade DRL-based EV energy management systems.
Develops a new model for day-ahead electricity prices using ambit fields.
problem The high-dimensional panel structure of electricity spot prices in European zones.
method Formulates a continuous time framework as an ambit field indexed by a cylinder surface, embedding intrinsic dependence structures.
result The model allows for pricing of derivatives on individual delivery periods, making products like spreads analytically tractable.
LOLA uses LLMs to optimize content delivery, outperforming traditional methods.
problem Identifying the most engaging headlines for user engagement.
method LOLA integrates LLMs with adaptive experimentation to optimize content delivery.
result LOLA outperforms traditional methods in optimizing user engagement.
New algorithm learns uncertainty for edge devices.
problem Uncertainty handling for edge devices in critical applications.
method e-prop 1 algorithm with Broadcast Alignment and local information.
result Algorithm can learn uncertainty locally, improving decision-making.
A new method for energy-efficient file delivery in small cell networks.
problem Efficient resource management in femto-caching with time-variant statistical properties.
method Formulates a resource allocation problem as a stochastic knapsack problem and a multi-armed bandit problem, developing solutions for each.
result The proposed method maximizes the accumulated utility over the horizon, especially suitable for networks with time-variant statistical properties.
One of the peculiarities of power and gas markets is the delivery mechanism of forward contracts. The seller of a futures contract commits to deliver, say, power, over a certain period, while the classical forward is a financial agreement settled on a maturity date. Our purpose is to design a Heath-Jarrow-Morton framew…
Copulas model cross-product effects in intraday power markets.
problem Intraday power markets' cross-product effects are not adequately addressed by existing univariate approaches.
method Copulas and latent beta regression for modeling high-dimensional intraday price return vector, with time-varying dependence parameter.
result Modeling cross-product effects improves forecasting performance.
Develops a new trading strategy for renewable producers to manage price volatility.
problem Price volatility and imbalance risk in power markets due to renewable generation.
method Data-driven continuous-time stochastic optimal control framework using SDEs and diffusion models.
result Trading strategy outperforms benchmarks and reduces profit and loss.
Develops a semi-static strategy for hedging renewable PPAs, separating price and volume risks.
problem Risk exposure in pay-as-produced power purchase agreements (PPAs) due to joint power prices and renewable production.
method Uses a semi-static hedging strategy combining liquid futures for price risk and fixed renewable-linked claims for volume and covariance risk.
result Pricing and hedging of PPAs can be decomposed into a baseload forward level, a deterministic production-profile correction, and a stochastic price-volume covariance correction.
The entropy density is an intuitive and powerful concept to study the complicated nonlinear processes derived from physical systems. We develop the minimum entropy density method (MEDM) to detect the structure scale of a given time series, which is defined as the scale in which the uncertainty is minimized, hence the p…
Efficient sequential matching of supply and demand is a problem of interest in many online to offline services. For instance, Uber, Lyft, Grab for matching taxis to customers; Ubereats, Deliveroo, FoodPanda etc for matching restaurants to customers. In these online to offline service problems, individuals who are respo…
Sample-Rank simplifies MO recommendations by sampling and ranking, improving revenue with stable conversion rates.
problem Multi-objective recommendations in online food ordering systems.
method Multi-goal sampling followed by ranking, reducing MO problem to LTR model.
result Significant lift in revenue (2.64%) with stable conversion rates, no drop in last-mile traversal.