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We present a study of the group purchasing behavior of daily deals in Groupon and LivingSocial and introduce a predictive dynamic model of collective attention for group buying behavior. In our model, the aggregate number of purchases at a…

Computers and Society · Computer Science 2011-11-30 Mao Ye , Chunyan Wang , Christina Aperjis , Bernardo A. Huberman , Thomas Sandholm

A new model, called "Human Dynamics", has been recently proposed that individuals execute activities based on a perceived priority of tasks, which can be characterized by a power-law distribution of waiting time between consecutive tasks…

Computers and Society · Computer Science 2019-11-05 Jonathan J. H. Zhu , Tai-Quan Peng

We study unit-level expenditure on consumption across multiple countries and multiple years, in order to extract invariant features of consumption distribution. We show that the bulk of it is lognormally distributed, followed by a power law…

Physics and Society · Physics 2017-03-01 Anindya S. Chakrabarti , Arnab Chatterjee , Tushar K. Nandi , Asim Ghosh , Anirban Chakraborti

Understanding individual customers' sensitivities to prices, promotions, brands, and other marketing mix elements is fundamental to a wide swath of marketing problems. An important but understudied aspect of this problem is the dynamic…

Applications · Statistics 2024-06-03 Ryan Dew , Yuhao Fan

We study consumer demand in large-scale retail settings with many products, multiple categories and repeated purchase behavior. While inertia and brand loyalty are well documented, existing discrete choice models typically focus on single…

Econometrics · Economics 2026-05-25 Daniel Brunner , Florian Heiss , Anna B. Schmidt

Much of economic theory is built on observations of aggregate, rather than individual, behavior. Here, we present novel findings on human shopping patterns at the resolution of a single purchase. Our results suggest that much of our…

Computers and Society · Computer Science 2013-04-23 Coco Krumme , Manuel Cebrian , Alex Pentland

A consumer Behaviour model is considered in the context of a network of interacting individuals in an energy market. We propose and analyse a simple dynamical model of an ensemble of coupled active elements mimicking consumers' Behaviour,…

Adaptation and Self-Organizing Systems · Physics 2014-01-29 Nick. J. McCullen , Mikhail. V. Ivanchenko , Vladimir. D. Shalfeev , William. F. Gale

Based on empirical evidences and previous studies, we introduce and mathematically study a perception-driven model for the dynamics of buyer populations in markets of perishable goods. Buyer behaviours are driven partly by some loyalty to…

Theoretical Economics · Economics 2024-07-23 Ali Ellouze , Bastien Fernandez

In recent years it has been increasing evidence that lognormal distributions are widespread in physical and biological sciences, as well as in various phenomena of economics and social sciences. In social sciences, the appearance of…

Physics and Society · Physics 2018-09-06 Stefano Gualandi , Giuseppe Toscani

Given the combined evidences of bounded rationality, limited information and short-term optimization, over-the-counter (OTC) fresh product markets provide a perfect instance where to develop a behavioural approach to the analysis of…

Theoretical Economics · Economics 2025-11-17 Ali Ellouze , Bastien Fernandez

Demand forecasting is a central component of the replenishment process for retailers, as it provides crucial input for subsequent decision making like ordering processes. In contrast to point estimates, such as the conditional mean of the…

Machine Learning · Computer Science 2021-07-23 F. Wick , U. Kerzel , M. Hahn , M. Wolf , T. Singhal , D. Stemmer , J. Ernst , M. Feindt

We introduce a model, based on the Evolutionary Game Theory, for studying the dynamics of group formation. The latter constitutes a relevant phenomenon observed in different animal species, whose individuals tend to cluster together forming…

Populations and Evolution · Quantitative Biology 2018-02-07 Marco Alberto Javarone , Daniele Marinazzo

Commonly used limit order book attributes are empirically considered based on NASDAQ ITCH data. It is shown that some of them have the properties drastically different from the ones assumed in many market dynamics study. Because of this…

Trading and Market Microstructure · Quantitative Finance 2016-03-31 Vladislav Gennadievich Malyshkin , Ray Bakhramov

Implementing a set of microeconomic criteria, we develop price dynamics equations using a function of demand/supply with key symmetry properties. The function of demand/supply can be linear or nonlinear. The type of function determines the…

Mathematical Finance · Quantitative Finance 2019-04-02 Carey Caginalp , Gunduz Caginalp

We propose a model for the dynamics of a limit order book in a liquid market where buy and sell orders are submitted at high frequency. We derive a functional central limit theorem for the joint dynamics of the bid and ask queues and show…

Trading and Market Microstructure · Quantitative Finance 2012-03-01 Rama Cont , Adrien De Larrard

We study a distributed learning process observed in human groups and other social animals. This learning process appears in settings in which each individual in a group is trying to decide over time, in a distributed manner, which option to…

Machine Learning · Computer Science 2017-05-10 L. Elisa Celis , Peter M. Krafft , Nisheeth K. Vishnoi

The dynamics of technological, economic and social phenomena is controlled by how humans organize their daily tasks in response to both endogenous and exogenous stimulations. Queueing theory is believed to provide a generic answer to…

Physics and Society · Physics 2013-05-29 Thomas Maillart , Didier Sornette , Stefan Frei , Thomas Duebendorfer , Alexander Saichev

A dynamic model of collective consumption and saving decisions made by a finite number of agents with constant but different discount rates is developed. Collective utility is a weighted sum of individual utilities with time-varying utility…

Optimization and Control · Mathematics 2018-07-18 Luis A. Alcala

Understanding the energy consumption patterns of different types of consumers is essential in any planning of energy distribution. However, obtaining consumption information for single individuals is often either not possible or too…

Applications · Statistics 2021-12-24 Amanda Lenzi , Camila P. E. de Souza , Ronaldo Dias , Nancy Garcia , Nancy E. Heckman

Bursty dynamics is a common temporal property of various complex systems in Nature but it also characterises the dynamics of human actions and interactions. At the phenomenological level it is a feature of all systems that evolve…

Physics and Society · Physics 2018-03-08 Márton Karsai , Hang-Hyun Jo , Kimmo Kaski
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