scholarly journals Data-Driven Robust Model for Container Slot Allocation with Uncertain Demand

2021 ◽  
Vol 20 (4) ◽  
pp. 707-718
Author(s):  
X. Y. Ma ◽  
Y. Lin ◽  
Q. W. Ma
Keyword(s):  
Data Driven ◽  
Uncertain Demand ◽  
Slot Allocation ◽  
Robust Model

scholarly journals Data-Driven Robust Credit Portfolio Optimization for Investment Decisions in P2P Lending

2019 ◽  
Vol 2019 ◽  
pp. 1-10 ◽  
Author(s):  
Guotai Chi ◽  
Shijie Ding ◽  
Xiankun Peng
Keyword(s):  
Portfolio Optimization ◽  
Relative Entropy ◽  
Investment Decision ◽  
Entropy Method ◽  
Data Driven ◽  
Expected Return ◽  
Robust Model ◽  
P2p Lending ◽  
Kernel Approach ◽  
Nonparametric Kernel

Peer-to-Peer (P2P) lending has attracted increasing attention recently. As an emerging micro-finance platform, P2P lending plays roles in removing intermediaries, reducing transaction costs, and increasing the benefits of both borrowers and lenders. However, for the P2P lending investment, there are two major challenges, the deficiency of loans’ historical observations about the certain borrower and the ambiguity problem of estimated loans’ distribution. In order to solve the difficulties, this paper proposes a data-driven robust model of portfolio optimization with relative entropy constraints based on an “instance-based” credit risk assessment framework. The model exploits a nonparametric kernel approach to estimate P2P loans’ expected return and risk under the condition that the historical data of the same borrower is unavailable. Furthermore, we construct a robust mean–variance optimization problem based on relative entropy method for P2P loan investment decision. Using the real-world dataset from a notable P2P lending platform, Prosper, we validate the proposed model. Empirical results reveal that our model provides better investment performances than the existing model.

scholarly journals Data-driven Scenario Selection for Multistage Robust Model Predictive Control

2018 ◽  
Vol 51 (20) ◽  
pp. 462-468 ◽  
Author(s):  
Dinesh Krishnamoorthy ◽  
Mandar Thombre ◽  
Sigurd Skogestad ◽  
Johannes Jäschke
Keyword(s):  
Model Predictive Control ◽  
Predictive Control ◽  
Data Driven ◽  
Robust Model Predictive Control ◽  
Robust Model ◽  
Selection For

Data-Driven Digital Advertising with Uncertain Demand Model in Metro Networks

2019 ◽  
pp. 1-1 ◽  
Author(s):  
Ruobing Jiang ◽  
Zhenni Feng ◽  
Desheng Zhang ◽  
Shuai Wang ◽  
Yanmin Zhu ◽  
...  
Keyword(s):  
Data Driven ◽  
Uncertain Demand ◽  
Demand Model ◽  
Metro Networks
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