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Deep Learning for Commodity Procurement: Nonlinear Data-Driven Optimization of Hedging Decisions
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References

  • 2012Practical Bayesian Optimization of Machine Learning Algorithms6,967 cited
  • 2011Introduction to Stochastic Programming6,490 cited
  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,704 cited
  • 2009Robust Optimization3,008 cited
  • 2009Time series analysis forecasting and control2,614 cited
  • 1997The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging2,116 cited
  • 2008Forecasting with Exponential Smoothing1,630 cited
  • 2020Recurrent Neural Networks for Time Series Forecasting: Current status and future directions1,429 cited
  • 2000Short-Term Variations and Long-Term Dynamics in Commodity Prices1,098 cited
  • 2021Smart “Predict, then Optimize”880 cited
  • 2019From Predictive to Prescriptive Analytics868 cited
  • 2017A note on the validity of cross-validation for evaluating autoregressive time series prediction852 cited
  • 2019A hybrid method of exponential smoothing and recurrent neural networks for time series forecasting791 cited
  • 2002Foundations of Stochastic Inventory Theory716 cited
  • 2019BoTorch: A Framework for Efficient Monte-Carlo Bayesian Optimization

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586 cited
  • 2018The Big Data Newsvendor: Practical Insights from Machine Learning531 cited
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