Multivariate time-series forecasting plays a crucial role in many real-world applications.

In this appendix, we include all the material missing from the main paper. Moreover, we restate a key result which connects random sampling and submodular maximization. The original version of the theorem was due to Feige et al. In fact, in what follows we exclusively use S and O for their final versions. Before stating the next lemma, let us introduce some notation for the sake of readability.

Motivated by the high discard rate of donated organs in the United States, we study an allocation problem in the presence of learning and strategic incentives. We consider a setting where a benevolent social planner decides whether and how to allocate a single indivisible object to a queue of strategic agents. The object has a common true quality, good or bad, which is ex-ante unknown to everyone. Each agent holds an informative, yet noisy, private signal about the quality.

Machine learning (ML) methods have been successfully employed in identifying variables that can predict the equity premium of individual stocks. In this paper, we investigate if ML can also be helpful in selecting variables relevant for optimal portfolio choice. To address this question, we parameterize minimum-variance portfolio weights as a function of a large pool of firm-level characteristics as well as their second-order and cross-product transformations, yielding a total of 4,610 predictors. We find that the gains from employing ML to select relevant predictors are substantial: minimum-variance portfolios achieve lower risk relative to sparse specifications commonly considered in the literature, especially when non-linear terms are added to the predictor space. Moreover, some of the selected predictors that help decreasing portfolio risk also increase returns, leading to minimum-variance portfolios with good performance in terms of Shape ratios in some situations. Our evidence suggests that ad-hoc sparsity can be detrimental to the performance of minimum-variance characteristics-based portfolios.

We propose DeCoDi, a debiasing procedure for text-to-image diffusion-based models that changes the inference procedure, does not significantly change image quality, has negligible compute overhead, and can be applied in any diffusion-based image generation model. DeCoDi changes the diffusion process to avoid latent dimension regions of biased concepts. While most deep learning debiasing methods require complex or compute-intensive interventions, our method is designed to change only the inference procedure. Therefore, it is more accessible to a wide range of practitioners. We show the effectiveness of the method by debiasing for gender, ethnicity, and age for the concepts of nurse, firefighter, and CEO. Two distinct human evaluators manually inspect 1,200 generated images. Their evaluation results provide evidence that our method is effective in mitigating biases based on gender, ethnicity, and age. We also show that an automatic bias evaluation performed by the GPT4o is not significantly statistically distinct from a human evaluation. Our evaluation shows promising results, with reliable levels of agreement between evaluators and more coverage of protected attributes. Our method has the potential to significantly improve the diversity of images it generates by diffusion-based text-to-image generative models.