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Current practice for evaluating recommender systems typically focuses on point estimates of user-oriented effectiveness metrics or business metrics, sometimes combined with additional metrics for considerations such as diversity and…

Information Retrieval · Computer Science 2023-09-13 Michael D. Ekstrand , Ben Carterette , Fernando Diaz

Designing a financial market that works well is very important for developing and maintaining an advanced economy, but is not easy because changing detailed rules, even ones that seem trivial, sometimes causes unexpected large impacts and…

Trading and Market Microstructure · Quantitative Finance 2021-01-08 Takanobu Mizuta

Financial markets across all asset classes are known to exhibit trends. These trends have been exploited by traders for decades. Here, we empirically measure when trends revert, based on 30 years of daily futures prices for equity indices,…

Statistical Finance · Quantitative Finance 2021-07-26 Christof Schmidhuber

An attempt to obtain market directional information from non-stationary solution of the dynamic equation: "future price tends to the value maximizing the number of shares traded per unit time" is presented. A remarkable feature of the…

Computational Finance · Quantitative Finance 2022-10-11 Vladislav Gennadievich Malyshkin , Mikhail Gennadievich Belov

This study tries to examine the influence of salesperson's customer orientation on customer loyalty. Customer orientation is the approach taken by a salesperson to improve customer relationship and increase sales. Many organizations prefer…

Applications · Statistics 2021-03-03 Prathamesh Muzumdar , George Kurian

Retail competition today can be described by three main features: i) oligopolistic competition, ii) multi-store settings, and iii) the presence of large economies of scale. In these markets, firms usually apply a centralized decisions…

Economics · Quantitative Finance 2018-03-29 Marcelo J. Villena , Axel A. Araneda

In an increasingly customer-centric business environment, effective communication between marketing and senior management is crucial for success. With the rise of globalization and increased competition, utilizing new data mining techniques…

Artificial Intelligence · Computer Science 2023-02-06 Mahmoud SalahEldin Kasem , Mohamed Hamada , Islam Taj-Eddin

Predictive analysis in business process monitoring aims at forecasting the future information of a running business process. The prediction is typically made based on the model extracted from historical process execution logs (event logs).…

Artificial Intelligence · Computer Science 2019-04-25 Ario Santoso , Michael Felderer

We study the problem of modeling purchase of multiple products and utilizing it to display optimized recommendations for online retailers and e-commerce platforms. We present a parsimonious multi-purchase family of choice models called the…

Information Retrieval · Computer Science 2023-08-08 Theja Tulabandhula , Deeksha Sinha , Saketh Reddy Karra , Prasoon Patidar

This paper proposes a novel method for demand forecasting in a pricing context. Here, modeling the causal relationship between price as an input variable to demand is crucial because retailers aim to set prices in a (profit) optimal manner…

In recent years, data mining researchers have developed efficient association rule algorithms for retail market basket analysis. Still, retailers often complain about how to adopt association rules to optimize concrete retail marketing-mix…

Databases · Computer Science 2007-05-23 Tom Brijs , Bart Goethals , Gilbert Swinnen , Koen Vanhoof , Geert Wets

While the market impact of aggressive orders has been extensively studied, the impact of passive orders, those executed through limit orders, remains less understood. The goal of this paper is to investigate passive market impact by…

Mathematical Finance · Quantitative Finance 2024-12-11 Youssef Ouazzani Chahdi , Mathieu Rosenbaum , Grégoire Szymanski

We introduce a mathematical theory called market connectivity that gives concrete ways to both measure the efficiency of markets and find inefficiencies in large markets. The theory leads to new methods for testing the famous efficient…

Economics · Quantitative Finance 2017-02-14 Anup Rao

Market makers play an essential role in financial markets. A successful market maker should control inventory and adverse selection risks and provide liquidity to the market. As an important methodology in control problems, Reinforcement…

Trading and Market Microstructure · Quantitative Finance 2022-07-04 Junshu Jiang , Thomas Dierckx , Duxiang Xiao , Wim Schoutens

Investigation of household electricity usage patterns, and matching the patterns to behaviours, is an important area of research given the centrality of such patterns in addressing the needs of the electricity industry. Additional knowledge…

Applications · Statistics 2020-11-24 Ian Dent , Tony Craig , Uwe Aickelin , Tom Rodden

We review the state of the art of clustering financial time series and the study of their correlations alongside other interaction networks. The aim of this review is to gather in one place the relevant material from different fields, e.g.…

Statistical Finance · Quantitative Finance 2021-04-14 Gautier Marti , Frank Nielsen , Mikołaj Bińkowski , Philippe Donnat

Livestream e-commerce integrates live streaming and online shopping, allowing viewers to make purchases while watching. However, effective marketing strategies remain a challenge due to limited empirical research and subjective biases from…

Human-Computer Interaction · Computer Science 2023-08-03 Yuchen Wu , Yuansong Xu , Shenghan Gao , Xingbo Wang , Wenkai Song , Zhiheng Nie , Xiaomeng Fan , Quan Li

This paper analyzes stability conditions for wholesale electricity markets under real-time retail pricing and realistic consumption models with memory, which explicitly take into account previous electricity prices and consumption levels.…

Systems and Control · Computer Science 2017-02-21 Datong P. Zhou , Mardavij Roozbehani , Munther A. Dahleh , Claire J. Tomlin

Nowadays all industrial sectors are increasingly faced with the explosion in the amount of data. Therefore, it raises the question of the efficient use of this large amount of data. In this research work, we are concerned with process and…

Computers and Society · Computer Science 2018-11-01 Thierno Diallo , Sébastien Henry , Yacine Ouzrout

Rather than directly predicting future prices or returns, we follow a more recent trend in asset management and classify the state of a market based on labels. We use numerous standard labels and even construct our own ones. The labels rely…

Trading and Market Microstructure · Quantitative Finance 2020-12-08 Michal Balcerak , Thomas Schmelzer
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