Browsing Research Publications and Outputs by publication year
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Random Effects Models with Deep Neural Network Basis Functions: Methodology and Computation
Published 2017-01-01Deep neural networks (DNNs) are a powerful tool for functional approximation. We describe flexible versions of generalized linear and generalized linear mixed models incorporating basis functions formed by a deep neural ...Open AccessArticle -
Consistent Estimation of Linear Regression Models Using Matched Data
Published 2017-03-16Economists often use matched samples, especially when dealing with earnings data where a number of missing observations need to be imputed. In this paper, we demonstrate that the ordinary least squares estimator of the ...Open AccessArticle -
Endogenous Environmental Variables In Stochastic Frontier Models
Published 2017-04-09This paper considers a stochastic frontier model that contains environmental variables that affect the level of inefficiency but not the frontier. The model contains statistical noise, potentially endogenous regressors, ...Open AccessArticle -
Python Language Companion to Introduction to Applied Linear Algebra: Vectors, Matrices, and Least Squares
Published 2019-11-13This Python Language Companion is drafted as a supplement to the book Introduction to Applied Linear Algebra: Vectors, Matrices, and Least Squares written by Stephen Boyd and Lieven Vandenberghe (referred to here as VMLS). ...Open AccessBook -
Higher Moment Constraints for Predictive Density Combinations
Published 2020-05-01The majority of financial data exhibit asymmetry and heavy tails, which makes forecasting the entire density critically important. Recently, a forecast combination methodology has been developed to combine predictive ...Open AccessArticle -
Closed-Form Solutions for Distributionally Robust Inventory Management: Extended Reformulation using Zero-Sum Game
Published 2022-07-27When only the moments (mean, variance or t-th moment) of the underline distribution are known, numerous max-min optimization models can be interpreted as a zero-sum game, in which the decision maker (DM) chooses actions ...Open AccessArticle -
Managing Inventory and Financing Decisions Under Ambiguity
Published 2022-08-30Micro, small and medium-sized enterprises (MSMEs) face persistent challenges in raising capitals, and one of the practical reasons could be the high level of ambiguity in this sector. As many not-for-profit organizations ...Working Paper -
Closed-Form Solutions for Distributionally Robust Inventory Management: A Controlled Relaxation Method
Published 2023When only the moments (mean, variance or t-th moment) of the underline distribution are known, a variety of many max-min optimization models choose actions to maximize the firm’s expected profit against the most unfavorable ...Working Paper -
The Online Shortest Path Problem: Learning Travel Times Using a Multiarmed Bandit Framework
Published 2024In the age of e-commerce, logistics companies often operate within extensive road networks without accurate knowledge of travel times for their specific fleet of vehicles. Moreover, millions of dollars are spent on routing ...Article