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Dynamic pricing of goods in a competitive environment to maximize revenue is a natural objective and has been a subject of research over the years. In this paper, we focus on a class of markets exhibiting the substitutes property with…

Machine Learning · Computer Science 2017-09-18 Paresh Nakhe

We consider a simple decision model in which a set of agents randomly choose one of two competing shops selling the same perishable products (typically food). The satisfaction of agents with respect to a given store is related to the…

Physics and Society · Physics 2011-06-21 Gaultier Lambert , Guillaume Chevereau , Eric Bertin

The recent coronavirus disease (COVID-19) outbreak has dramatically increased the public awareness and appreciation of the utility of dynamic models. At the same time, the dissemination of contradictory model predictions has highlighted…

Populations and Evolution · Quantitative Biology 2020-06-26 Gemma Massonis , Julio R. Banga , Alejandro F. Villaverde

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

In 2010, Web users ordered, only in Amazon, 73 items per second and massively contribute reviews about their consuming experience. As the Web matures and becomes social and participatory, collaborative filters are the basic complement in…

Information Retrieval · Computer Science 2011-12-13 Vafopoulos Michalis , Oikonomou Michael

This paper tackles challenges in pricing and revenue projections due to consumer uncertainty. We propose a novel data-based approach for firms facing unknown consumer type distributions. Unlike existing methods, we assume firms only observe…

Theoretical Economics · Economics 2024-05-28 Duarte Gonçalves , Bruno A. Furtado

Product bundling is a common selling mechanism used in online retailing. To set profitable bundle prices, the seller needs to learn consumer preferences from the transaction data. When customers purchase bundles or multiple products,…

Machine Learning · Statistics 2022-09-13 Ningyuan Chen , Setareh Farajollahzadeh , Guan Wang

In this paper, we describe a solution to tackle a common set of challenges in e-commerce, which arise from the fact that new products are continually being added to the catalogue. The challenges involve properly personalising the customer…

Machine Learning · Statistics 2018-03-22 Ângelo Cardoso , Fabio Daolio , Saúl Vargas

Large eCommerce players introduced comparison tables as a new type of recommendations. However, building comparisons at scale without pre-existing training/taxonomy data remains an open challenge, especially within the operational…

Information Retrieval · Computer Science 2021-07-09 Patrick John Chia , Bingqing Yu , Jacopo Tagliabue

We develop a nonparametric approach to identify and estimate consumer preferences and unobserved heterogeneity under nonlinear price schedules. Leveraging variation across multiple price schedules, we show that both the utility function and…

Econometrics · Economics 2026-04-29 Samuele Centorrino , Frédérique Fève , Jean-Pierre Florens

Assortment optimization is an important problem that arises in many industries such as retailing and online advertising where the goal is to find a subset of products from a universe of substitutable products which maximize seller's…

Theoretical Economics · Economics 2020-12-15 Kumar Goutam , Vineet Goyal , Agathe Soret

We propose a new approach to estimating the random coefficient logit demand model for differentiated products when the vector of market-product level shocks is sparse. Assuming sparsity, we establish nonparametric identification of the…

Econometrics · Economics 2025-07-28 Zhentong Lu , Kenichi Shimizu

The recent M5 competition has advanced the state-of-the-art in retail forecasting. However, we notice important differences between the competition challenge and the challenges we face in a large e-commerce company. The datasets in our…

The availability of historical data related to electricity day-ahead prices and to the underlying price formation process is limited. In addition, the electricity market in Europe is facing a rapid transformation, which limits the…

Applications · Statistics 2023-06-27 Raffaele Sgarlato

In this paper, we forecast euro area inflation and its main components using an econometric model which exploits a massive number of time series on survey expectations for the European Commission's Business and Consumer Survey. To make…

Econometrics · Economics 2022-07-26 Florian Huber , Luca Onorante , Michael Pfarrhofer

This study explores how the relatedness density of amenities influences consumer buying patterns, focusing on multi-purpose shopping preferences. Using Seoul's credit card data from 2018 to 2023, we find a clear preference for shopping at…

General Economics · Economics 2024-07-31 Hyoji Choi , Frank Neffke , Donghyeon Yu , Bogang Jun

In last years, the Portuguese economy has gone through a severe adjustment process, affecting almost all industrial sectors, the building blocks of economic structures. Research on economic structural changes has made use of input/output…

Economics · Quantitative Finance 2017-04-26 Tanya Araújo , Rui Faustino

We study competitive equilibrium in the canonical Fisher market model, but with indivisible goods. In this model, every agent has a budget of artificial currency with which to purchase bundles of goods. Equilibrium prices match between…

Computer Science and Game Theory · Computer Science 2019-11-25 Moshe Babaioff , Noam Nisan , Inbal Talgam-Cohen

The stability analysis of socioeconomic systems has been centered on answering whether small perturbations when a system is in a given quantitative state will push the system permanently to a different quantitative state. However, typically…

Physics and Society · Physics 2014-09-01 Serguei Saavedra , Rudolf P. Rohr , Luis J. Gilarranz , Jordi Bascompte

The programmable and composable nature of smart contract protocols has enabled the emergence of novel market structures and asset classes that are architecturally frictional to implement in traditional financial paradigms. This fluidity has…

Trading and Market Microstructure · Quantitative Finance 2025-10-08 Althea Sterrett , Austin Adams
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