Technical Note—A Data-Driven Approach to Beating SAA Out of Sample

• Jun-ya Gotoh

  Jun-ya Gotoh

  [email protected]

  https://orcid.org/0000-0002-0097-7298

  Department of Data Science for Business Innovation, Chuo University, Tokyo 112-8551, Japan

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  ,
• Michael Jong Kim

  Michael Jong Kim

  [email protected]

  https://orcid.org/0000-0002-1858-4142

  Sauder School of Business, University of British Columbia, Vancouver, British Columbia V6T 1Z2, Canada

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  ,
• Andrew E. B. Lim

  Corresponding Author

  Andrew E. B. Lim

  [email protected]

  https://orcid.org/0000-0001-7189-3406

  Department of Analytics and Operations, Department of Finance, and Institute for Operations Research and Analytics, National University of Singapore, Singapore 119245

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