Related papers: Customer Momentum
We establish several new stylised facts concerning the intra-day seasonalities of stock dynamics. Beyond the well known U-shaped pattern of the volatility, we find that the average correlation between stocks increases throughout the day,…
We show that financial correlations exhibit a non-trivial dynamic behavior. We introduce a simple phenomenological model of a multi-asset financial market, which takes into account the impact of portfolio investment on price dynamics. This…
We introduce the logistic model of consumption growth, which captures a negative feedback loop preventing an unlimited growth of consumption due to finite biophysical resources of our planet. This simple dynamic model allows for derivation…
A fundamental decision faced by a firm hiring employees - and a familiar one to anyone who has dealt with the academic job market, for example - is deciding what caliber of candidates to pursue. Should the firm try to increase its…
This paper represents an analysis on the momentum of tennis match. And due to Generalization performance of it, it can be helpful in constructing a system to predict the result of sports game and analyze the performance of player based on…
We describe a new framework for causal inference and its application to return time series. In this system, causal relationships are represented as logical formulas, allowing us to test arbitrarily complex hypotheses in a computationally…
One stylized feature of financial volatility impacting the modeling process is long memory. This paper examines long memory for alternative risk measures, observed absolute and squared returns for Daily REITs and compares the findings for a…
Predicting customer future purchases and lifetime value is a key metrics for managing marketing campaigns and optimizing marketing spend. This task is specifically challenging when the relationships between the customer and the firm are of…
In a dynamic matching market, such as a marriage or job market, how should agents balance accepting a proposed match with the cost of continuing their search? We consider this problem in a discrete setting, in which agents have cardinal…
Recently, the proliferation of omni-channel platforms has attracted interest in customer journeys, particularly regarding their role in developing marketing strategies. However, few efforts have been taken to quantitatively study or…
We study sequential social learning with endogenous information acquisition when agents have a taste for nonconformity. Each agent observes predecessors' actions, chooses whether to acquire a private signal (and its precision), and then…
In this comment we discuss the problem of reconciling the linear efficiency of price returns with the long-memory of supply and demand. We present new evidence that shows that efficiency is maintained by a liquidity imbalance that co-moves…
In this paper, we are interested in continuous time models in which the index level induces some feedback on the dynamics of its composing stocks. More precisely, we propose a model in which the log-returns of each stock may be decomposed…
Product search is one of the most popular methods for customers to discover products online. Most existing studies on product search focus on developing effective retrieval models that rank items by their likelihood to be purchased. They,…
We study the price dynamics of stocks traded in the NASDAQ market by considering the statistical properties of an ensemble of stocks traded simultaneously. For each trading day of our database, we study the ensemble return distribution by…
In financial markets, greater volatility is usually considered synonym of greater risk and instability. However, large market downturns and upturns are often preceded by long periods where price returns exhibit only small fluctuations. To…
Online reviews provided by consumers are a valuable asset for e-Commerce platforms, influencing potential consumers in making purchasing decisions. However, these reviews are of varying quality, with the useful ones buried deep within a…
Most of the research in the recommender systems domain is focused on the optimization of the metrics based on historical data such as Mean Average Precision (MAP) or Recall. However, there is a gap between the research and industry since…
Online reviews enable consumers to engage with companies and provide important feedback. Due to the complexity of the high-dimensional text, these reviews are often simplified as a single numerical score, e.g., ratings or sentiment scores.…
Understanding what drives popularity is critical in today's digital service economy, where content creators compete for consumer attention. Prior studies have primarily emphasized the role of content features, yet creators often misjudge…