Probability-free solutions to the non-stationary newsvendor problem.
Yong ZhangVladimir VovkWeiguo ZhangPublished in: Ann. Oper. Res. (2014)
Keyphrases
- non stationary
- adaptive algorithms
- concept drift
- autoregressive
- stock price
- computer vision
- blind source separation
- financial time series
- empirical mode decomposition
- multi component
- biomedical signals
- change point detection
- fractional brownian motion
- white noise
- probability distribution
- multiresolution
- optimal solution