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In two previous papers the author developed a second-order price adjustment (t\^atonnement) process. This paper extends the approach to include both quantity and price adjustments. We demonstrate three results: a analogue to physical…

General Finance · Quantitative Finance 2012-04-17 Eric Kemp-Benedict

This work is motivated by our collaboration with a large consumer packaged goods (CPG) company. We have found that while the company appreciates the advantages of dynamic pricing, they deem it operationally much easier to plan out a static…

Data Structures and Algorithms · Computer Science 2020-11-24 Will Ma , David Simchi-Levi , Jinglong Zhao

We consider the problem of maximizing the expected revenue from selling $k$ homogeneous goods to $n$ unit-demand buyers who arrive sequentially with independent and identically distributed valuations. In this setting the optimal posted…

Computer Science and Game Theory · Computer Science 2019-04-17 Paul Dütting , Felix Fischer , Max Klimm

The common wisdom argues that, in general, large trades cause large price changes, while small trades cause small price changes. However, for extremely large price changes, the trade size and news play a minor role, while the liquidity…

Statistical Finance · Quantitative Finance 2012-02-27 Wei-Xing Zhou

The general and special repo rates are related with the prices of the European call- and American put-options. The evaluation takes into account specific business models of the parties in the repo agreement and the law restrictions. Using…

Pricing of Securities · Quantitative Finance 2013-11-27 Andrei Kapaev

In this paper we consider the problem of pricing multiple differentiated products. This is challenging as a price change in one product, not only changes the demand of that particular product, but also the demand for the other products. To…

Optimization and Control · Mathematics 2017-10-27 Ruben van de Geer , Sandjai Bhulai

Prices in financial markets exhibit extreme jumps far more often than can be accounted for by external news. Further, magnitudes of price changes are correlated over long times. These so called stylized facts are quantified by scaling laws…

Trading and Market Microstructure · Quantitative Finance 2016-05-04 Felix Patzelt , Klaus Pawelzik

Strategic classification studies the interaction between a classification rule and the strategic agents it governs. Under the assumption that the classifier is known, rational agents respond to it by manipulating their features. However, in…

Machine Learning · Computer Science 2021-06-15 Ganesh Ghalme , Vineet Nair , Itay Eilat , Inbal Talgam-Cohen , Nir Rosenfeld

We study the problem of online dynamic pricing with two types of fairness constraints: a "procedural fairness" which requires the proposed prices to be equal in expectation among different groups, and a "substantive fairness" which requires…

Machine Learning · Computer Science 2022-09-27 Jianyu Xu , Dan Qiao , Yu-Xiang Wang

We investigate the statistical properties of the EBS order book for the EUR/USD and USD/JPY currency pairs and the impact of a ten-fold tick size reduction on its dynamics. A large fraction of limit orders are still placed right at or…

Trading and Market Microstructure · Quantitative Finance 2014-09-30 Mehdi Lallouache , Frédéric Abergel

In financial markets, the order flow, defined as the process assuming value one for buy market orders and minus one for sell market orders, displays a very slowly decaying autocorrelation function. Since orders impact prices, reconciling…

Statistical Finance · Quantitative Finance 2015-06-19 Damian Eduardo Taranto , Giacomo Bormetti , Fabrizio Lillo

Studies of micro-level price datasets find more frequent small price increases than decreases, which can be explained by consumer inattention because time-constrained shoppers might ignore small price changes. Recent empirical studies of…

General Economics · Economics 2025-06-27 Daniel Levy , Haipeng , Chen , Sourav Ray , Elliot Charette , Xiao Ling , Weihong Zhao , Mark Bergen , Avichai Snir

Machine learning (especially reinforcement learning) methods for trading are increasingly reliant on simulation for agent training and testing. Furthermore, simulation is important for validation of hand-coded trading strategies and for…

Trading and Market Microstructure · Quantitative Finance 2019-12-12 Svitlana Vyetrenko , David Byrd , Nick Petosa , Mahmoud Mahfouz , Danial Dervovic , Manuela Veloso , Tucker Hybinette Balch

Marketing is the way we ensure our sales are the best in the market, our prices the most accessible, and our clients satisfied, thus ensuring our brand has the widest distribution. This requires sophisticated and advanced understanding of…

Mathematical Finance · Quantitative Finance 2024-03-21 Mohamed Elshazli A. Zidan , Anouar Ben Mabrouk , Nidhal Ben Abdallah , Tawfeeq M. Alanazi

Pricing decisions of companies require an understanding of the causal effect of a price change on the demand. When real-life pricing experiments are infeasible, data-driven decision-making must be based on alternative data sources such as…

Applications · Statistics 2024-07-03 Lauri Valkonen , Santtu Tikka , Jouni Helske , Juha Karvanen

Do price regulations lead to inefficiencies and trade loss? The answer depends on the type of regulation, monetary and non-monetary factors influencing demand, technological factors affecting supply elasticities, difference between…

General Economics · Economics 2025-07-08 Piyush Akimitsu

We investigated distributions of short term price trends for high frequency stock market data. A number of trends as a function of their lengths was measured. We found that such a distribution does not fit to results following from an…

Physics and Society · Physics 2009-11-13 Paweł Sieczka , Janusz A. Hołyst

Personalized pricing, which involves tailoring prices based on individual characteristics, is commonly used by firms to implement a consumer-specific pricing policy. In this process, buyers can also strategically manipulate their feature…

Machine Learning · Statistics 2024-06-27 Pangpang Liu , Zhuoran Yang , Zhaoran Wang , Will Wei Sun

In this chapter we review some recent results on the dynamics of price formation in financial markets and its relations with the efficient market hypothesis. Specifically, we present the limit order book mechanism for markets and we…

Trading and Market Microstructure · Quantitative Finance 2017-08-24 Paolo Barucca , Fabrizio Lillo

When launching new products, firms face uncertainty about market reception. Online reviews provide valuable information not only to consumers but also to firms, allowing firms to adjust the product characteristics, including its selling…

Machine Learning · Computer Science 2024-04-24 José Correa , Mathieu Mari , Andrew Xia