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Significant research effort has been devoted in recent years to developing personalized pricing, promotions, and product recommendation algorithms that can leverage rich customer data to learn and earn. Systematic benchmarking and…

Applications · Statistics 2023-12-22 Yu Xia , Ali Arian , Sriram Narayanamoorthy , Joshua Mabry

This paper investigates the impact of decentralizing inventory decision-making in multi-establishment firms using data from a large retail chain. Analyzing two years of daily data, we find significant heterogeneity among the inventory…

Econometrics · Economics 2023-07-13 Victor Aguirregabiria , Francis Guiton

Neural networks have revolutionized many empirical fields, yet their application to financial time series forecasting remains controversial. In this study, we demonstrate that the conventional practice of estimating models locally in…

Econometrics · Economics 2025-02-21 Chen Liu , Minh-Ngoc Tran , Chao Wang , Richard Gerlach , Robert Kohn

Earth, water, air, food, shelter and energy are essential factors required for human being to survive on the planet. Among this energy plays a key role in our day to day living including giving lighting, cooling and heating of shelter,…

Other Computer Science · Computer Science 2015-12-21 Anshul Bansal , Susheel Kaushik Rompikuntla , Jaganadh Gopinadhan , Amanpreet Kaur , Zahoor Ahamed Kazi

This research investigates the implementation of a real-time, microservices-oriented dynamic pricing system for the travel sector. The system is designed to address factors such as demand, competitor pricing, and other external…

Computational Engineering, Finance, and Science · Computer Science 2024-11-05 Biman Barua , M. Shamim Kaiser

Time series forecasting is often fundamental to scientific and engineering problems and enables decision making. With ever increasing data set sizes, a trivial solution to scale up predictions is to assume independence between interacting…

Machine Learning · Computer Science 2021-01-18 Kashif Rasul , Abdul-Saboor Sheikh , Ingmar Schuster , Urs Bergmann , Roland Vollgraf

Data is required to develop forecasting models for use in Model Predictive Control (MPC) schemes in building energy systems. However, data is costly to both collect and exploit. Determining cost optimal data usage strategies requires…

Systems and Control · Electrical Eng. & Systems 2024-08-01 Max Langtry , Vijja Wichitwechkarn , Rebecca Ward , Chaoqun Zhuang , Monika J. Kreitmair , Nikolas Makasis , Zack Xuereb Conti , Ruchi Choudhary

User churn, characterized by customers ending their relationship with a business, has profound economic consequences across various Business-to-Customer scenarios. For numerous system-to-user actions, such as promotional discounts and…

Machine Learning · Computer Science 2023-09-27 Shamik Bhattacharjee , Utkarsh Thukral , Nilesh Patil

Understanding the impact that a new business has on the local market ecosystem is a challenging task as it is multifaceted in nature. Past work in this space has examined the collaborative or competitive role of homogeneous venue types…

Physics and Society · Physics 2021-04-30 Jordan Cambe , Krittika D'Silva , Anastasios Noulas , Cecilia Mascolo , Adam Waksman

Predicting a customer's propensity-to-pay at an early point in the revenue cycle can provide organisations many opportunities to improve the customer experience, reduce hardship and reduce the risk of impaired cash flow and occurrence of…

Machine Learning · Computer Science 2025-05-28 Md Abul Bashar , Astin-Walmsley Kieren , Heath Kerina , Richi Nayak

This paper proposes a forecast-centric adaptive learning model that engages with the past studies on the order book and high-frequency data, with applications to hypothesis testing. In line with the past literature, we produce brackets of…

Statistical Finance · Quantitative Finance 2021-03-02 Parley Ruogu Yang

Sales pipeline analysis is fundamental to proactive management of an enterprize's sales pipeline and critical for business success. In particular, win propensity prediction, which involves quantitatively estimating the likelihood that…

Computers and Society · Computer Science 2015-02-24 Junchi Yan , Min Gong , Changhua Sun , Jin Huang , Stephen M. Chu

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,…

Risk Management · Quantitative Finance 2020-12-21 Yiyan Huang , Cheuk Hang Leung , Xing Yan , Qi Wu , Nanbo Peng , Dongdong Wang , Zhixiang Huang

Time-series forecasting is an essential task with wide real-world applications across domains. While recent advances in deep learning have enabled time-series forecasting models with accurate predictions, there remains considerable debate…

Machine Learning · Computer Science 2026-03-26 Zhiyuan Zhao , Juntong Ni , Shangqing Xu , Haoxin Liu , Wei Jin , B. Aditya Prakash

Demand response (DR) programs play a crucial role in improving system reliability and mitigating price volatility by altering the core profile of electricity consumption. This paper proposes a game-theoretical model that captures the…

General Economics · Economics 2024-11-26 Arega Getaneh Abate , Rosana Riccardi , Carlos Ruiz

Time series forecasting is essential for decision making in many domains. In this work, we address the challenge of predicting prices evolution among multiple potentially interacting financial assets. A solution to this problem has obvious…

Computer Vision and Pattern Recognition · Computer Science 2021-11-05 Zhen Zeng , Tucker Balch , Manuela Veloso

Time-series forecasting plays an important role in many domains. Boosted by the advances in Deep Learning algorithms, it has for instance been used to predict wind power for eolic energy production, stock market fluctuations, or motor…

Machine Learning · Computer Science 2021-07-23 Luis P. Silvestrin , Leonardos Pantiskas , Mark Hoogendoorn

Predicting stock price movements is a pivotal element of investment strategy, providing insights into potential trends and market volatility. This study specifically examines the predictive capacity of historical stock prices and technical…

Computational Engineering, Finance, and Science · Computer Science 2024-04-17 Morteza Maleki

In recent years, the increased urbanization and industrialization has led to a rising water demand and resources, thus increasing the gap between demand and supply. Proper water distribution and forecasting of water consumption are key…

Machine Learning · Computer Science 2023-04-03 Ioannis Kontopoulos , Antonios Makris , Konstantinos Tserpes , Theodora Varvarigou

Time series forecasting is ubiquitous in the modern world. Applications range from health care to astronomy, and include climate modelling, financial trading and monitoring of critical engineering equipment. To offer value over this range…

Machine Learning · Statistics 2018-10-26 Bernardo Pérez Orozco , Gabriele Abbati , Stephen Roberts