Robust portfolio optimization model for electronic coupon allocation-Reference-Cited by-同舟云学术

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Robust portfolio optimization model for electronic coupon allocation

Published:2024-08-14 Issue: Volume: Page:1-15
ISSN:0315-5986
Container-title:INFOR: Information Systems and Operational Research
language:en
Short-container-title:INFOR: Information Systems and Operational Research

Author:

Uehara Yuki¹,Nishimura Naoki²³,Li Yilin⁴,Yang Jie⁴,Jobson Deddy⁴,Ohashi Koya⁴,Matsumoto Takeshi⁴,Sukegawa Noriyoshi⁵^ORCID,Takano Yuichi²^ORCID

Affiliation:

1. Master's Program in Policy and Planning Sciences, University of Tsukuba, Tsukuba, Japan

2. Institute of Systems and Information Engineering, University of Tsukuba, Tsukuba, Japan

3. Product Development Management Office, Data Management & Planning Office, Recruit Co., Ltd, Chiyoda City, Tokyo, Japan

4. Data Science, Mercari, Inc, Minato City, Tokyo, Japan

5. Department of Advanced Sciences, Hosei University, Chiyoda, Tokyo, Japan

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/03155986.2024.2386494

Reference28 articles.

1. Ai M, Li B, Gong H, Yu Q, Xue S, Zhang Y, Zhang Y, Jiang P. 2022. LBCF: a large-scale budget-constrained causal forest algorithm. Proceedings of the ACM Web Conference 2022. p. 2310–2319.

2. Optuna

3. E-Commerce Promotions Personalization via Online Multiple-Choice Knapsack with Uplift Modeling

4. Athey S Imbens GW. 2015. Machine learning methods for estimating heterogeneous causal effects. arXiv preprint arXiv:1504.01132v2.

5. Robust Optimization

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