Exponential line-crossing inequalities
E18-304Abstract: This talk will present a class of exponential bounds for the probability that a martingale sequence crosses a time-dependent linear threshold. Our key insight is that it is both…
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Personalized Dynamic Pricing with Machine Learning: High Dimensional Covariates and Heterogeneous Elasticity
32-155We consider a seller who can dynamically adjust the price of a product at the individual customer level, by utilizing information about customers’ characteristics encoded as a $d$-dimensional feature vector.…
MIT Policy Hackathon 2019
MIT Stata Center CambridgeThe MIT Policy Hackathon is a 48-hour hackathon that will gather participants to work together in teams to propose creative policy solutions using a combination of robust data analytics and domain knowledge.