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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

Machine learning algorithms are increasingly employed to price or value homes for sale, properties for rent, rides for hire, and various other goods and services. Machine learning-based prices are typically generated by complex algorithms…

Theoretical Economics · Economics 2023-02-21 Nikhil Malik , Emaad Manzoor

Matching markets are often organized in a multi-stage and decentralized manner. Moreover, participants in real-world matching markets often have uncertain preferences. This article develops a framework for learning optimal strategies in…

Computer Science and Game Theory · Computer Science 2021-12-21 Xiaowu Dai , Michael I. Jordan

Bilevel learning refers to machine learning problems that can be formulated as bilevel optimization models, where decisions are organized in a hierarchical structure. This paradigm has recently gained considerable attention in machine…

Optimization and Control · Mathematics 2026-05-05 Riccardo Grazzi , Massimiliano Pontil , Saverio Salzo , Alain Zemkoho

We propose a demand estimation approach that leverages unstructured data to infer substitution patterns. Using pre-trained deep learning models, we extract embeddings from product images and textual descriptions and incorporate them into a…

General Economics · Economics 2026-02-19 Giovanni Compiani , Ilya Morozov , Stephan Seiler

This paper studies an online selection problem, where a seller seeks to sequentially sell multiple copies of an item to arriving buyers. We consider an adversarial setting, making no modeling assumptions about buyers' valuations for the…

Computer Science and Game Theory · Computer Science 2024-10-11 Bo Sun , Hossein Nekouyan Jazi , Xiaoqi Tan , Raouf Boutaba

Machine learning is central to empirical asset pricing, but portfolio construction still relies on point predictions and largely ignores asset-specific estimation uncertainty. We propose a simple change: sort assets using…

Portfolio Management · Quantitative Finance 2026-01-05 Yan Liu , Ye Luo , Zigan Wang , Xiaowei Zhang

We introduce a Loss Discounting Framework for model and forecast combination which generalises and combines Bayesian model synthesis and generalized Bayes methodologies. We use a loss function to score the performance of different models…

Methodology · Statistics 2024-03-29 Dawid Bernaciak , Jim E. Griffin

We introduce a general model of resource allocation with customer choice. In this model, there are multiple resources that are available over a finite horizon. The resources are non-replenishable and perishable. Each unit of a resource can…

Optimization and Control · Mathematics 2015-11-06 Guillermo Gallego , Anran Li , Van-Anh Truong , Xinshang Wang

In this work, we build a series of machine learning models to predict the price of a product given its image, and visualize the features that result in higher or lower price predictions. We collect two novel datasets of product images and…

Computer Vision and Pattern Recognition · Computer Science 2018-10-19 Richard R. Yang , Steven Chen , Edward Chou

Predicting booking probability and value at the traveler level plays a central role in computational advertising for massive two-sided vacation rental marketplaces. These marketplaces host millions of travelers with long shopping cycles,…

Information Retrieval · Computer Science 2019-07-11 Meisam Hejazinia , Pavlos Mitsoulis-Ntompos , Serena Zhang

Motivated by the recent popularity of machine learning training services, we introduce a contract design problem in which a provider sells a service that results in an outcome of uncertain quality for the buyer. The seller has a set of…

Computer Science and Game Theory · Computer Science 2026-05-06 Krishnamurthy Iyer , Alec Sun , Haifeng Xu , You Zu

The main goal of this topic is to showcase several studied algorithms for estimating the linear utility function to predict the users preferences. For example, if a user comes to buy a car that has several attributes including speed, color,…

Information Retrieval · Computer Science 2025-06-17 Thomas Hoang

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…

Machine Learning · Computer Science 2021-02-12 Ziv Pollak

Motivated by applications from gig economy and online marketplaces, we study a two-sided queueing system under joint pricing and matching controls. The queueing system is modeled by a bipartite graph, where the vertices represent customer…

Optimization and Control · Mathematics 2025-03-12 Sushil Mahavir Varma , Pornpawee Bumpensanti , Siva Theja Maguluri , He Wang

Complementary product recommendation, which aims to suggest items that are used together to enhance customer value, is a crucial yet challenging task in e-commerce. While existing graph neural network (GNN) approaches have made significant…

Information Retrieval · Computer Science 2025-12-02 Zekun Xu , Yudi Zhang

Within hospitality, marketing departments use segmentation to create tailored strategies to ensure personalized marketing. This study provides a data-driven approach by segmenting guest profiles via hierarchical clustering, based on an…

Machine Learning · Computer Science 2021-11-05 Rik van Leeuwen , Ger Koole

The manufacturing industry is under growing pressure to enhance sustainability while preserving economic competitiveness. As a result, manufacturers have been trying to determine how to integrate onsite renewable energy and real-time…

Systems and Control · Electrical Eng. & Systems 2025-07-22 Hongliang Li , Herschel C. Pangborn , Ilya Kovalenko

We apply classical statistical methods in conjunction with the state-of-the-art machine learning techniques to develop a hybrid interpretable model to analyse 454,897 online customers' behavior for a particular product category at the…

Machine Learning · Computer Science 2023-02-13 Saed Alizamir , Kasun Bandara , Ali Eshragh , Foaad Iravani

In contextual dynamic pricing, a seller sequentially prices goods based on contextual information. Buyers will purchase products only if the prices are below their valuations. The goal of the seller is to design a pricing strategy that…

Machine Learning · Statistics 2025-02-14 Matilde Tullii , Solenne Gaucher , Nadav Merlis , Vianney Perchet