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Protecting the data-driven newsvendor against rare events: a correction-term approach.

Gokhan MetanAurélie Thiele
Published in: Comput. Manag. Sci. (2016)
Keyphrases
  • rare events
  • data driven
  • fraud detection
  • importance sampling
  • distributed data
  • class imbalance
  • class distribution
  • monte carlo
  • training set
  • multi class