1 code implementation • 28 May 2024 • Zhengyang Tang, Chenyu Huang, Xin Zheng, Shixi Hu, Zizhuo Wang, Dongdong Ge, Benyou Wang
We apply the data from OR-Instruct to various open-source LLMs of 7b size (termed as ORLMs), resulting in a significantly improved capability for optimization modeling.
no code implementations • 18 May 2022 • Dian Yu, Jianjun Gao, WeiPing Wu, Zizhuo Wang
In broader markets with Constant Relative Risk Aversion (CRRA) utilities, we reveal that the limiting price can be characterized by systems of equations that encapsulate agent beliefs, risk parameters, and wealth.
no code implementations • 3 Nov 2020 • Tianyu Wang, Lin F. Yang, Zizhuo Wang
In this paper, we consider a new Multi-Armed Bandit (MAB) problem where arms are nodes in an unknown and possibly changing graph, and the agent (i) initiates random walks over the graph by pulling arms, (ii) observes the random walk trajectories, and (iii) receives rewards equal to the lengths of the walks.
4 code implementations • 11 Jun 2019 • Yitian Chen, Yanfei Kang, Yixiong Chen, Zizhuo Wang
We present a probabilistic forecasting framework based on convolutional neural network for multiple related time series forecasting.
Multivariate Time Series Forecasting Probabilistic Time Series Forecasting +2
no code implementations • 23 Jul 2013 • Xiao Alison Chen, Zizhuo Wang
In this problem, a sequence of items arrive sequentially and each has to be allocated to one of the bidders, who bid a certain value for each item.
no code implementations • 24 Jan 2011 • Zizhuo Wang, Shiming Deng, Yinyu Ye
The relationship between the action and the demand rate is not known in advance.
no code implementations • 16 Nov 2009 • Shipra Agrawal, Zizhuo Wang, Yinyu Ye
A natural optimization model that formulates many online resource allocation and revenue management problems is the online linear program (LP) in which the constraint matrix is revealed column by column along with the corresponding objective coefficient.