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Motivated by practical applications, we explore the constrained multi-period mean-variance portfolio selection problem within a market characterized by a dynamic factor model. This model captures predictability in asset returns driven by…

Portfolio Management · Quantitative Finance 2025-02-26 Jianjun Gao , Chengneng Jin , Yun Shi , Xiangyu Cui

The primary aim of market segmentation is to identify relevant groups of consumers that can be addressed efficiently by marketing or advertising campaigns. This paper addresses the issue whether consumer groups can be identified from…

Applications · Statistics 2017-04-05 Daniel Müllensiefen , Christian Hennig , Hedie Howells

This paper constructs individual-specific density forecasts for a panel of firms or households using a dynamic linear model with common and heterogeneous coefficients as well as cross-sectional heteroskedasticity. The panel considered in…

Econometrics · Economics 2021-10-06 Laura Liu

Predicting keywords performance, such as number of impressions, click-through rate (CTR), conversion rate (CVR), revenue per click (RPC), and cost per click (CPC), is critical for sponsored search in the online advertising industry. An…

Machine Learning · Statistics 2018-09-10 Yuan Yuan , Xiaojing Dong , Chen Dong , Yiwen Sun , Zhenyu Yan , Abhishek Pani

We study an online contextual dynamic pricing problem, where customers decide whether to purchase a product based on its features and price. We introduce a novel approach to modeling a customer's expected demand by incorporating…

Machine Learning · Computer Science 2023-12-27 Jianyu Xu , Yu-Xiang Wang

As the sociological theory of homophily suggests, people tend to interact with those of similar preferences. Motivated by this well-established phenomenon, today's online sellers, such as Amazon,~seek~to learn a new buyer's private…

Computer Science and Game Theory · Computer Science 2026-03-30 Qinqi Lin , Lingjie Duan , Jianwei Huang

Knowledge acquisition by consumers is a key process in the diffusion of innovations. However, in standard theories of the representative agent, agents do not learn and innovations are adopted instantaneously. Here, we show that in a…

Economics · Quantitative Finance 2018-07-02 Jean-Francois Mercure

A broad set of empirical phenomenon in the study of social, economic and machine behaviour can be modelled as complex systems with averaging dynamics. However many of these models naturally result in consensus or consensus-like outcomes. In…

Multiagent Systems · Computer Science 2020-07-03 Orowa Sikder

We consider the problem of multi-product dynamic pricing, in a contextual setting, for a seller of differentiated products. In this environment, the customers arrive over time and products are described by high-dimensional feature vectors.…

Machine Learning · Statistics 2020-05-19 Adel Javanmard , Hamid Nazerzadeh , Simeng Shao

Dynamic heterogeneity has often been modeled by assuming that a single-particle observable, fluctuating at a molecular scale, is influenced by its coupling to environmental variables fluctuating on a second, perhaps slower, time scale.…

Condensed Matter · Physics 2009-11-07 Gregor Diezemann , Gerald Hinze , Hans Sillescu

Network-theoretic tools contribute to understanding real-world system dynamics, e.g., in wildlife conservation, epidemics, and power outages. Network visualization helps illustrate structural heterogeneity; however, details about…

Social and Information Networks · Computer Science 2015-09-28 Kehinde R. Salau , Jacopo A. Baggio , Marco A. Janssen , Joshua K. Abbott , Eli P. Fenichel

Personalization in marketing aims at improving the shopping experience of customers by tailoring services to individuals. In order to achieve this, businesses must be able to make personalized predictions regarding the next purchase. That…

Information Retrieval · Computer Science 2019-09-12 Mathias Kraus , Stefan Feuerriegel

Graph-based collaborative filtering methods have prevailing performance for recommender systems since they can capture high-order information between users and items, in which the graphs are constructed from the observed user-item…

Information Retrieval · Computer Science 2024-01-24 Hongjian Gu , Yaochen Hu , Yingxue Zhang

This paper studies ranking policies in a stylized trial-offer marketplace model, in which a single firm offers products and has consumers with heterogeneous preferences. Consumer trials are influenced by past purchases and the ranking of…

Social and Information Networks · Computer Science 2021-02-11 Franco Berbeglia , Gerardo Berbeglia , Pascal Van Hentenryck

We introduce a fully probabilistic framework of consumer product choice based on quality assessment. It allows us to capture many aspects of marketing such as partial information asymmetry, quality differentiation, and product placement in…

Trading and Market Microstructure · Quantitative Finance 2009-01-06 Linyuan Lü , Matus Medo , Yi-Cheng Zhang , Damien Challet

Successful teamwork depends on interpersonal dynamics, the ways in which individuals coordinate, influence, and adapt to one another over time. Existing measures of interpersonal dynamics, such as CRQA, correlation, Granger causality, and…

Multiagent Systems · Computer Science 2025-09-23 Andrew Jun Lee , Grace Qiyuan Miao , Rick Dale , Alexia Galati , Hongjing Lu

This paper addresses analytical aspects of deterministic, continuous-time dynamical systems defined on networks. The goal is to model and analyze certain phenomena which must be framed beyond the context of networked dynamical systems,…

Dynamical Systems · Mathematics 2015-01-09 Ricardo Riaza

Dynamical models of cognition play an increasingly important role in driving theoretical and experimental research in psychology. Therefore, parameter estimation, model analysis and comparison of dynamical models are of essential…

Demographic heterogeneity is often studied through the geographical lens. Therefore it is considered at a predetermined spatial resolution, which is a suitable choice to understand scalefull phenomena. Spatial autocorrelation indices are…

Physics and Society · Physics 2024-04-01 Aleksejus Kononovicius , Justas Kvedaravicius

This work is concerned with the dynamics of online cultural markets, namely, attention allocation of many users on a set of digital goods with infinite supply. Such dynamic is important in shaping processes and outcomes in society, from…

Social and Information Networks · Computer Science 2023-04-25 Haiqing Zhu , Yun Kuen Cheung , Lexing Xie