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The multivariate model is a popular statistical tool that uses multiple variables to forecast possible investment outcomes.
PresenterMichael HunterFirst presented atJune 2021 virtual WorkshopContentThis video takes us from the univariate ACE model to a multivariate ACE model: from ACE to MACE. We begin with a review of the ...
Motivated by the idea of Liu and Tian (Computational Statistics and Data Analysis, 83, 200-222; 2015), we develop a multivariate zero-inflated hurdle model to describe multivariate count data with ...
In this paper, we incorporate customers' multi-item purchase behavior into the assortment optimization problem. We consider both the uncapacitated and capacitated assortment problems under the ...