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Related papers: Causal Forecasting for Pricing

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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

Most major retailers today have multiple divisions focused on various aspects, such as marketing, supply chain, online customer experience, store customer experience, employee productivity, and vendor fulfillment. They also regularly…

Machine Learning · Computer Science 2025-12-16 Pranav Gupta , Nithin Surendran

The estimation of causal effects with observational data continues to be a very active research area. In recent years, researchers have developed new frameworks which use machine learning to relax classical assumptions necessary for the…

Machine Learning · Statistics 2024-05-01 Jonathan Fuhr , Philipp Berens , Dominik Papies

Causal inference is a critical research topic across many domains, such as statistics, computer science, education, public policy and economics, for decades. Nowadays, estimating causal effect from observational data has become an appealing…

Methodology · Statistics 2020-02-10 Liuyi Yao , Zhixuan Chu , Sheng Li , Yaliang Li , Jing Gao , Aidong Zhang

This paper studies the problem of procuring diverse resources in a forward market to cover a set $\bf{E}$ of uncertain demand signals $\bf{e}$. We consider two scenarios: (a) $\bf{e}$ is revealed all at once by an oracle (b) $\bf{e}$…

Optimization and Control · Mathematics 2019-06-10 Sen Li , Akhil Shetty , Kameshwar Poolla , Pravin Varaiya

Purpose: Trading on electricity markets occurs such that the price settlement takes place before delivery, often day-ahead. In practice, these prices are highly volatile as they largely depend upon a range of variables such as electricity…

Applications · Statistics 2020-05-19 Christof Naumzik , Stefan Feuerriegel

This paper contributes to the literature on parametric demand estimation by using deep learning to model consumer preferences. Traditional econometric methods often struggle with limited within-product price variation, a challenge addressed…

General Economics · Economics 2024-12-16 Kirill Safonov

We study a canonical multi-task demand-learning problem motivated by retail pricing, where a firm seeks to estimate heterogeneous linear price-response functions across multiple decision contexts. Each context is described by rich…

Machine Learning · Computer Science 2026-05-15 Varun Gupta , Vijay Kamble

Reliable demand forecasts are critical for the effective supply chain management. Several endogenous and exogenous variables can influence the dynamics of demand, and hence a single statistical model that only consists of historical sales…

Applications · Statistics 2019-09-09 Mahdi Abolghasemi , Ali Eshragh , Jason Hurley , Behnam Fahimnia

A new and rapidly growing econometric literature is making advances in the problem of using machine learning methods for causal inference questions. Yet, the empirical economics literature has not started to fully exploit the strengths of…

General Economics · Economics 2021-01-05 Anna Baiardi , Andrea A. Naghi

Price prediction is one of the examples related to forecasting tasks and is a project based on data science. Price prediction analyzes data and predicts the cost of new products. The goal of this research is to achieve an arrangement to…

Computer Vision and Pattern Recognition · Computer Science 2021-04-05 Aidin Zehtab-Salmasi , Ali-Reza Feizi-Derakhshi , Narjes Nikzad-Khasmakhi , Meysam Asgari-Chenaghlu , Saeideh Nabipour

We study a problem of an online retailer who observes the unit sales of a product, and dynamically changes the retail price, in order to maximize the expected revenue. Assuming the demand of the product is price sensitive, we are interested…

Systems and Control · Electrical Eng. & Systems 2021-06-17 Chengcheng Liu , Mátyás A. Sustik

Demand forecasting in the online fashion industry is particularly amendable to global, data-driven forecasting models because of the industry's set of particular challenges. These include the volume of data, the irregularity, the high…

For a given causal question, it is important to efficiently decide which causal inference method to use for a given dataset. This is challenging because causal methods typically rely on complex and difficult-to-verify assumptions, and…

Machine Learning · Computer Science 2023-11-09 Shantanu Gupta , Cheng Zhang , Agrin Hilmkil

We introduce a novel framework to financial time series forecasting that leverages causality-inspired models to balance the trade-off between invariance to distributional changes and minimization of prediction errors. To the best of our…

Computational Finance · Quantitative Finance 2024-08-20 Daniel Cunha Oliveira , Yutong Lu , Xi Lin , Mihai Cucuringu , Andre Fujita

As a firm varies the price of a product, consumers exhibit reference effects, making purchase decisions based not only on the prevailing price but also the product's price history. We consider the problem of learning such behavioral…

Computer Science and Game Theory · Computer Science 2017-08-31 Abbas Kazerouni , Benjamin Van Roy

Higher educational institutions constantly look for ways to meet students' needs and support them through graduation. Recent work in the field of learning analytics have developed methods for grade prediction and course recommendations.…

Applications · Statistics 2019-06-12 Prableen Kaur , Agoritsa Polyzou , George Karypis

Predicting the future is an important component of decision making. In most situations, however, there is not enough information to make accurate predictions. In this paper, we develop a theory of causal reasoning for predictive inference…

Artificial Intelligence · Computer Science 2013-04-10 Thomas L. Dean , Keiji Kanazawa

The penultimate goal for developing machine learning models in supply chain management is to make optimal interventions. However, most machine learning models identify correlations in data rather than inferring causation, making it…

Machine Learning · Computer Science 2025-01-31 Mateusz Wyrembek , George Baryannis , Alexandra Brintrup

This study compares the performance of a causal and a predictive model in modeling travel mode choice in three neighborhoods in Chicago. A causal discovery algorithm and a causal inference technique were used to extract the causal…

Methodology · Statistics 2023-07-31 Rishabh Singh Chauhan , Uttara Sutradhar , Anton Rozhkov , Sybil Derrible
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