Zobrazeno 1 - 10
of 71
pro vyhledávání: '"TSAI, HENGHSIU"'
This paper presents a novel non-stationary dynamic pricing algorithm design, where pricing agents face incomplete demand information and market environment shifts. The agents run price experiments to learn about each product's demand curve and the pr
Externí odkaz:
http://arxiv.org/abs/2208.09372
Publikováno v:
Statistica Sinica, 2021 Jan 01. 31(1), 547-569.
Externí odkaz:
https://www.jstor.org/stable/26969695
Publikováno v:
Computational Statistics; Jul2024, Vol. 39 Issue 5, p2859-2872, 14p
Publikováno v:
In Computational Statistics and Data Analysis February 2020 142
Autor:
Chan, Kung-Sik, Tsai, Henghsiu
Publikováno v:
Bernoulli 2012, Vol. 18, No. 4, 1448-1464
Time-series data with regular and/or seasonal long-memory are often aggregated before analysis. Often, the aggregation scale is large enough to remove any short-memory components of the underlying process but too short to eliminate seasonal patterns
Externí odkaz:
http://arxiv.org/abs/1211.5513
Autor:
Tsai, Henghsiu
Publikováno v:
Bernoulli 2009, Vol. 15, No. 1, 178-194
In this paper, we consider a continuous-time autoregressive fractionally integrated moving average (CARFIMA) model, which is defined as the stationary solution of a stochastic differential equation driven by a standard fractional Brownian motion. Lik
Externí odkaz:
http://arxiv.org/abs/0902.1403
Publikováno v:
Statistica Sinica, 2018 Jan 01. 28(1), 399-421.
Externí odkaz:
https://www.jstor.org/stable/26384247
Autor:
Tsai, Henghsiu, Chan, K. S.
Publikováno v:
Scandinavian Journal of Statistics, 2005 Dec 01. 32(4), 583-597.
Externí odkaz:
https://www.jstor.org/stable/4616899
Autor:
Tsai, Henghsiu, Chan, K. S.
Publikováno v:
Journal of the Royal Statistical Society. Series B (Statistical Methodology), 2005 Jan 01. 67(5), 703-716.
Externí odkaz:
https://www.jstor.org/stable/3647615
Autor:
Tsai, Henghsiu, Chan, K. S.
Publikováno v:
Journal of the Royal Statistical Society. Series B (Statistical Methodology), 2005 Jan 01. 67(4), 589-597.
Externí odkaz:
https://www.jstor.org/stable/3647646