Browsing Sloan School of Management by Author "Vahn, Gah-Yi"

Now showing items 1-2 of 2

    • The Big Data Newsvendor: Practical Insights from Machine Learning 

      Rudin, Cynthia; Vahn, Gah-Yi (DSpace, 2014-02-06)
      We investigate the newsvendor problem when one has n observations of p features related to the demand as well as past demands. Both small data (p=n = o(1)) and big data (p=n = O(1)) are considered. For both cases, we propose ...

    • The Big Data Newsvendor: Practical Insights from Machine Learning Analysis 

      Rudin, Cynthia; Vahn, Gah-Yi (2013-10-16)
      We present a version of the newsvendor problem where one has n observations of p features as well as past demand. We consider both \big data" (p=n = O(1)) as well as small data (p=n = o(1)). For small data, we provide a ...