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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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17355269 · May 202619922001200920172026
48 results for Revenue forecasting

For any business, planning is a continuous process, and typically business-owners focus on making both long-term planning aligned with a particular strategy as well as short-term planning that accommodates the dynamic market situations. An ability to perform an accurate financial forecast is crucial for effective plann…

2016-11-21abs ↗pdf ↗

New findings challenge the importance of forecast accuracy in battery storage optimization, highlighting the role of rank correlation instead.

problem The challenge of optimizing battery storage dispatch decisions in multi-market electricity trading using forecast accuracy metrics.
method A hierarchical three-layer optimization system trading in multiple markets (FCR, aFRR, day-ahead, intraday) with real market data.
result Rank correlation (Kendall tau) is a better predictor of intraday dispatch value than forecast accuracy (MAE), with a threshold of tau around 0.85-0.95 capturing up to 97-100% of perfect-foresight revenue.

The study uses historical revenue data to forecast music catalog cashflows and multipliers.

problem Valuation of music catalogs based on historical revenue data.
method Risk-neutral approach using discounted cashflows formula.
result Ask prices are close to multipliers justified by median song cashflows, while best bids are near multipliers justified by bottom decile cashflows.

This paper improves bidding price prediction for ancillary services markets, boosting revenues.

problem Volatility in renewable energy sources affects grid stability and revenue optimization.
method Machine learning models (SVR, DT, k-NN) and offset adjustment for pay-as-bid markets.
result The proposed approach increases potential revenues by 27.43% to 37.31% compared to baseline models.

Proposes a variational autoencoder for long-term customer revenue forecasting.

problem Predicting long-term customer revenue from sparse and irregular transaction data.
method Variational Autoencoder (VAE) with flexible latent representation.
result Improves upon latest benchmarks in multiple real-world datasets.

This study improves valuation of post-revenue biopharmaceutical assets using Pfizer's data.

problem Accurate valuation of post-revenue drug assets in biotech and pharma.
method Historical sales data analysis to forecast future sales and calculate Net Present Value.
result Demonstrates a method for more informed investment decisions in biotech and pharma.

Optimizes BESS for cross-market energy arbitrage to boost revenues.

problem Charging and discharging BESS at optimal times to maximize profits.
method Developed a generic framework, backtest engine, and optimization strategy.
result Boosted revenues by 10% through strategic BESS operation.

Ancillaries have become a major source of revenue and profitability in the travel industry. Yet, conventional pricing strategies are based on business rules that are poorly optimized and do not respond to changing market conditions. This paper describes the dynamic pricing model developed by Deepair solutions, an AI te…

2019-02-06abs ↗pdf ↗

YC Bench forecasts startup success in Y Combinator batches with a short-term metric.

problem Difficult forecasting of startup success due to sparse meaningful outcomes and slow evaluation cycles.
method Developed a live benchmark using publicly available traction signals and web visibility metrics.
result Revealed 6 out of 11 top performers at YC Demo Day with a simple proxy for prior brand recognition.

Optimal model selection for forecasting large collections of short time series using latent space.

problem Challenges in choosing among multiple forecasting methods for large, high-dimensional time series with limited data.
method Combining low-rank temporal matrix factorization with optimal model selection using cross-validation.
result Forecasting latent factors leads to significant performance gains compared to direct uni-variate model application.

For any financial organization, computing accurate quarterly forecasts for various products is one of the most critical operations. As the granularity at which forecasts are needed increases, traditional statistical time series models may not scale well. We apply deep neural networks in the forecasting domain by experi…

2019-04-29abs ↗pdf ↗

This paper optimizes revenue and resource balance in network revenue management.

problem Maximizing revenue while ensuring fair resource consumption across different suppliers.
method Introduces a regularized revenue objective and a primal-dual UCB algorithm for continuous prices and balancing.
result Achieves a worst-case regret of O~(N5/2T)\widetilde O(N^{5/2}\sqrt{T}) for revenue maximization and balancing.

Germany's tax admin costs likely exceed 20% of total revenue, requiring system improvement.

problem High tax administrative costs in Germany and other jurisdictions.
method Statistical data, surveys, and a novel approach to measure total administrative cost as a percentage of total tax revenue.
result Germany's 2021 tax administrative costs likely exceeded 20% of total tax revenue.

The paper proposes a new method for product recommendation that considers revenue contributions and user similarity.

problem High dimensionality and sparsity in user-item data, especially in terms of revenue contributions.
method The approach encodes revenue contributions in the user-item matrix and computes customer similarity using suitable distance measures.
result The method segments users based on revenue-based similarity and supports recommendations aligned with profitability objectives.

'There is no terror in the bang, only is the anticipation of it' - Alfred Hitchcock. Yet there is everything in correctly anticipating the bang a movie would make in the box-office. Movies make a high profile, billion dollar industry and prediction of movie revenue can be very lucrative. Predicted revenues can be used …

2018-04-03abs ↗pdf ↗

This paper optimizes multi-channel sequential advertising to maximize cumulative revenue.

problem Maximizing cumulative revenue in multi-channel sequential advertising under a budget constraint.
method Formulated as a dynamic knapsack problem, proposed a bilevel optimization framework with action space reduction.
result Significantly improved cumulative revenue compared to state-of-the-art baselines.

Proposes balancing revenue and environmental impact in assortment planning.

problem Maximizing revenue while considering environmental impact in retail assortment planning.
method Multi-objective optimization using Higg Material Sustainability Index.
result Shows it's possible to have lower environmental impact without significant revenue loss.

In markets for online advertising, some advertisers pay only when users respond to ads. So publishers estimate ad response rates and multiply by advertiser bids to estimate expected revenue for showing ads. Since these estimates may be inaccurate, the publisher risks not selecting the ad for each ad call that would max…

2015-06-05abs ↗pdf ↗

This work studies learning curves for revenue maximization algorithms.

problem Understanding the performance of revenue-maximizing algorithms as they learn from more data.
method Initiates the study of learning curves for revenue maximization, providing a near-complete characterization of their rate of decay.
result Learning curves for revenue maximization can decay arbitrarily slowly or almost exponentially fast, depending on the distribution and optimal revenue.

Optimizes cash management in ATM networks to reduce costs and increase revenue.

problem Minimizing cash costs while ensuring adequate funds in a network of ATMs.
method Developed a discrete optimal control model using forecasting techniques and control theory.
result The proposed model outperforms classical inventory management models, earning 30% more revenue.

Improved stock selection through predictive fundamentals and uncertainty estimates.

problem Selecting stocks based on future financial data to outperform traditional factor models.
method Train deep nets to forecast future fundamentals, incorporate uncertainty estimates, and adjust portfolios to manage risk.
result Simulated annualized return of 17.7% and Sharpe ratio of 0.84 for uncertainty-aware model, significantly higher than 14.0% and 0.52 for standard factor models.

A new RL approach optimizes reserve prices in multi-phase auctions, reducing revenue regret.

problem Optimizing reserve prices in multi-phase second-price auctions with noisy and potentially untruthful bidders.
method Combines RL techniques with buffer periods, a novel algorithm, and LSVI-UCB extension.
result Achieves optimal revenue regret under known and unknown noise conditions.

Paper shows re-solving heuristics have constant regret for price-based revenue management.

problem Optimal pricing policies for revenue management with time constraints.
method Proves re-solving heuristics have O(1)O(1) regret compared to optimal policies.
result Improved regret bound to O(1)O(1) from O(lnT)O(\ln T), complemented by Ω(lnT)Ω(\ln T) gap with fluid model.

The paper tackles revenue management with time-varying demand using posterior sampling.

problem Maximizing revenue in real-time applications with unknown and time-varying demand.
method Episodic generalization of RM problem, posterior sampling algorithm for linear programming optimization.
result The proposed algorithm outperforms other methods and is comparable to the optimal policy in hindsight.

Enhances VC startup success predictions using graph augmented time series models.

problem Challenges in predicting startup success due to limited financial data and subjective forecasts.
method Integrates inter-company relationships into time series analysis using GraphRAG.
result Significantly outperforms previous models in startup success predictions.

OTT services are replacing traditional telecom services, affecting revenue streams.

problem OTT services are reducing traditional telecom revenue streams.
method Quantitative analysis of mobile user trends and revenue changes.
result OTT services are becoming more prevalent and impacting telecom revenue.

Contextual bandit framework improves revenue optimization in securities lending market.

problem Optimizing revenue for agent lenders in a dynamic securities lending market.
method Utilized contextual bandit frameworks to address dynamic pricing problems in an e-commerce-like securities lending market.
result Contextual bandit approach consistently outperforms traditional methods by at least 15% in total revenue generated.

Triangle fees adjust fees based on trade size and price movement, improving price accuracy and revenue.

problem Price staleness and low fee revenue in AMMs.
method Decreasing marginal fees proportional to price movement, creating incentives for price accuracy.
result Triangle fees strictly improve the Pareto frontier of price accuracy versus losses.