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Present bias, the tendency to overvalue immediate rewards while undervaluing future ones, is a well-known barrier to achieving long-term goals. As artificial intelligence and behavioral economics increasingly focus on this phenomenon, the…

Computer Science and Game Theory · Computer Science 2024-09-18 Yasunori Akagi , Hideaki Kim , Takeshi Kurashima

Algorithmic pricing is the computational problem that sellers (e.g., in supermarkets) face when trying to set prices for their items to maximize their profit in the presence of a known demand. Guruswami et al. (2005) propose this problem…

Computer Science and Game Theory · Computer Science 2008-08-13 Shuchi Chawla , Jason Hartline , Robert Kleinberg

We develop SHOPPER, a sequential probabilistic model of shopping data. SHOPPER uses interpretable components to model the forces that drive how a customer chooses products; in particular, we designed SHOPPER to capture how items interact…

Machine Learning · Statistics 2019-06-11 Francisco J. R. Ruiz , Susan Athey , David M. Blei

Product ranking is the core problem for revenue-maximizing online retailers. To design proper product ranking algorithms, various consumer choice models are proposed to characterize the consumers' behaviors when they are provided with a…

Machine Learning · Computer Science 2023-01-03 Renzhe Xu , Xingxuan Zhang , Bo Li , Yafeng Zhang , Xiaolong Chen , Peng Cui

Based on empirical evidences and previous studies, we introduce and mathematically study a perception-driven model for the dynamics of buyer populations in markets of perishable goods. Buyer behaviours are driven partly by some loyalty to…

Theoretical Economics · Economics 2024-07-23 Ali Ellouze , Bastien Fernandez

We consider a monopolist seller with $n$ heterogeneous items, facing a single buyer. The buyer has a value for each item drawn independently according to (non-identical) distributions, and her value for a set of items is additive. The…

Computer Science and Game Theory · Computer Science 2020-08-03 Moshe Babaioff , Nicole Immorlica , Brendan Lucier , S. Matthew Weinberg

Quick commerce (q-commerce) is one of the fastest growing sectors in India. It provides informal employment to approximately 4,50,000 workers, and it is estimated to become a USD 200 Billion industry by 2026. A significant portion of this…

Computational Engineering, Finance, and Science · Computer Science 2025-10-14 Milon Bhattacharya

A continuous-time consumption-investment model with constraint is considered for a small investor whose decisions are the consumption rate and the allocation of wealth to a risk-free and a risky asset with logarithmic Brownian motion…

Portfolio Management · Quantitative Finance 2022-01-06 Zuo Quan Xu , Fahuai Yi

This paper studies the estimation of ranked-list discrete choice models with single and multiple purchases. In this setting, each consumer type is characterized by a ranking over a subset of products and a desired number of purchases, and…

Data Structures and Algorithms · Computer Science 2026-05-11 Luciano Costa , Gerardo Berbeglia , Claudio Contardo , Jean-François Cordeau

There are clear benefits associated with a particular consumer choice for many current markets. For example, as we consider here, some products might carry environmental or `green' benefits. Some consumers might value these benefits while…

General Finance · Quantitative Finance 2008-12-02 Gérard Weisbuch , Vincent Buskens , Luat Vuong

We study a discrete-time consumption-based capital asset pricing model under expectations-based reference-dependent preferences. More precisely, we consider an endowment economy populated by a representative agent who derives utility from…

Mathematical Finance · Quantitative Finance 2024-01-24 Luca De Gennaro Aquino , Xuedong He , Moris Simon Strub , Yuting Yang

This paper proposes a change in perspective on the ``transformation of values'' problem: from ``searching for a single constant solution'' to ``characterizing the allocation space under objective constraints imposed by the physical…

Theoretical Economics · Economics 2026-03-12 Jiyuan Lyu

A recent line of research has established a novel desideratum for designing approximately-revenue-optimal multi-item mechanisms, namely the buy-many constraint. Under this constraint, prices for different allocations made by the mechanism…

Computer Science and Game Theory · Computer Science 2024-05-17 Shuchi Chawla , Rojin Rezvan , Yifeng Teng , Christos Tzamos

Market-based mechanisms such as auctions are being studied as an appropriate means for resource allocation in distributed and mulitagent decision problems. When agents value resources in combination rather than in isolation, they must often…

Artificial Intelligence · Computer Science 2013-01-30 Craig Boutilier , Moises Goldszmidt , Bikash Sabata

We study consumer demand in large-scale retail settings with many products, multiple categories and repeated purchase behavior. While inertia and brand loyalty are well documented, existing discrete choice models typically focus on single…

Econometrics · Economics 2026-05-25 Daniel Brunner , Florian Heiss , Anna B. Schmidt

Sharpe et al. proposed the idea of having an expected utility maximizer choose a probability distribution for future wealth as an input to her investment problem instead of a utility function. They developed a computer program, called The…

Portfolio Management · Quantitative Finance 2013-01-08 Phillip Monin

Digital advertising constitutes one of the main revenue sources for online platforms. In recent years, some advertisers tend to adopt auto-bidding tools to facilitate advertising performance optimization, making the classical \emph{utility…

Computer Science and Game Theory · Computer Science 2022-12-01 Hongtao Lv , Zhilin Zhang , Zhenzhe Zheng , Jinghan Liu , Chuan Yu , Lei Liu , Lizhen Cui , Fan Wu

Understanding consumption dynamics and its impact on the whole economy and welfare within the present economic crisis is not an easy task. Indeed the level of consumer demand for different goods varies with the prices, consumer incomes and…

General Finance · Quantitative Finance 2017-05-11 Roberto De Luca , Marco Di Mauro , Angelo Falzarano , Adele Naddeo

Historically, the banking multiplier has been in a range of 4 to 100, with 25% to 1% reserve ratios at most layers of the banking system encompassing the majority of its range in recent centuries. Here it is shown that multipliers over 1…

General Finance · Quantitative Finance 2014-01-30 Brian P. Hanley

This paper studies the equilibrium of an extended case of the classical Samuelson's multiplier-accelerator model for national economy. This case has incorporated some kind of memory into the system. We assume that total consumption and…

Dynamical Systems · Mathematics 2017-06-27 Fernando Ortega , Maria Philomena Barros , Grigoris Kalogeropoulos
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