Ying Cao

University of California, Berkeley - Department of Industrial Engineering and Operations Research

4141 Etcheverry Hall

Berkeley, CA 94720-1777

United States

  • University of California, Berkeley - Department of Industrial Engineering and Operations Research

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Distributionally Robust Conditional Quantile Prediction with Fixed Design

Number of pages: 36 Posted: 12 Jun 2019 Last Revised: 18 Oct 2021
Meng Qi, Ying Cao and Zuo-Jun Max Shen
Cornell SC Johnson College of Business, University of California, Berkeley - Department of Industrial Engineering and Operations Research and University of California, Berkeley - Department of Industrial Engineering & Operations Research (IEOR)
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Abstract:

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quantile prediction, distributionally robust optimization, data-driven Newsvendor problem