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The nexus between debt and inequality has attracted considerable scholarly attention in the wake of the global financial crisis. One prominent candidate to explain the striking co-evolution of income inequality and private debt in this…

We present a study of price impact in the over-the-counter credit index market, where no limit order book is used. Contracts are traded via dealers, that compete for the orders of clients. Despite this distinct microstructure, we…

Growing competitiveness and increasing availability of data is generating tremendous interest in data-driven analytics across industries. In the retail sector, stores need targeted guidance to improve both the efficiency and effectiveness…

We study the problem of pricing under a Multinomial Logit model where we incorporate network effects over the consumer's decisions. We analyse both cases, when sellers compete or collaborate. In particular, we pay special attention to the…

When an item goes out of stock, sales transaction data no longer reflect the original customer demand, since some customers leave with no purchase while others substitute alternative products for the one that was out of stock. Here we…

Growing networks have a causal structure. We show that the causality strongly influences the scaling and geometrical properties of the network. In particular the average distance between nodes is smaller for causal networks than for…

This paper focuses on the expected difference in borrower's repayment when there is a change in the lender's credit decisions. Classical estimators overlook the confounding effects and hence the estimation error can be magnificent. As such,…

The proliferation of smartphones has led to the increased popularity of location-based search and recommendation systems. Online platforms like Google and Yelp allow location-based search in the form of nearby feature to query for hotels or…

A common sales strategy involves having account executives (AEs) actively reach out and contact potential customers. However, not all contact attempts have a positive effect: some attempts do not change customer decisions, while others…

We address the problem of using observational data to estimate peer contagion effects, the influence of treatments applied to individuals in a network on the outcomes of their neighbors. A main challenge to such estimation is that homophily…

Critical behavior of the contact process is studied in annealed scale-free networks by mapping it on the random walk problem. We obtain the analytic results for the critical scaling, using the event-driven dynamics approach. These results…

Data center electricity use may reach 12% of U.S. demand by 2030, alongside growing ability to shift workloads geographically in response to prices or carbon signals. We examine the system-level implications of such strategic flexibility…

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…

The proliferation of mobile handheld devices in combination with the technological advancements in mobile computing has led to a number of innovative services that make use of the location information available on such devices. Traditional…

We apply causal machine learning algorithms to assess the causal effect of a marketing intervention, namely a coupon campaign, on the sales of a retailer. Besides assessing the average impacts of different types of coupons, we also…

With recent rapid growth in online shopping, AI-powered Engagement Surfaces (ES) have become ubiquitous across retail services. These engagement surfaces perform an increasing range of functions, including recommending new products for…

Economic models with input-output networks assume that firm or sector (unit) growth is driven by a weighted sum of trade partners' growth and an independently-drawn idiosyncratic shock. I show that the idiosyncratic risk assumption in a…

We study a discrete-time wireless network that serves both cacheable and non-cacheable traffic with assistance of a relay node with storage capabilities for both types of traffic. We investigate how allocating the storage capacity to…

We develop a tractable model for studying strategic interactions between learning algorithms. We uncover a mechanism responsible for the emergence of algorithmic collusion. We observe that algorithms periodically coordinate on actions that…

An important problem in econometrics and marketing is to infer the causal impact that a designed market intervention has exerted on an outcome metric over time. This paper proposes to infer causal impact on the basis of a…