Memorias de investigación
Ponencias en congresos:
Bayesian Regression with Factorization Machines for Risk Management and Robust Decision Making
Año:2018

Áreas de investigación
  • Teoría de la decisión,
  • Estadistica y probabilidades

Datos
Descripción
When considering different allocations of the marketing budget of a firm, some predictions, that correspond to scenarios similar to others observed in the past, can be made with more confidence than others, that correspond to more innovative strategies. Selecting a few relevant features of the predicted probability distribution leads to a multi-objective optimization problem, and the Pareto front contains the most interesting media plans. Using expected return and standard deviation we get the familiar two moment decision model, but other problem specific additional objectives can be incorporated. Factorization Machines, initially introduced for recommendation systems, but later used also for regression, are a good choice for incorporating interaction terms into the model, since they can effectively exploit the sparse nature of typical datasets found in econometrics.
Internacional
Si
Nombre congreso
29th European Conference On Operational Research
Tipo de participación
960
Lugar del congreso
Valencia
Revisores
Si
ISBN o ISSN
000-0-000-00000-0
DOI
Fecha inicio congreso
08/07/2018
Fecha fin congreso
11/07/2018
Desde la página
0
Hasta la página
0
Título de las actas
29th European Conference On Operational Research

Esta actividad pertenece a memorias de investigación

Participantes

Grupos de investigación, Departamentos, Centros e Institutos de I+D+i relacionados
  • Creador: Grupo de Investigación: Modelización Matemática, Análisis y Simulación Aplicadas a la Ingeniería
  • Departamento: Matemática Aplicada
  • Departamento: Matemática e Informática Aplicadas a la Ingenierías Civil y Naval