arXiv research

This study examines fees in AMMs to reduce losses from informed orderflow.

New loss functions optimize pricing policies using transaction data, ensuring expected revenue guarantees.

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

Online advertisement is the main source of revenue for Internet business. Advertisers are typically ranked according to a score that takes into account their bids and potential click-through rates(eCTR). Generally, the likelihood that a user clicks on an ad is often modeled by optimizing for the click through rates rat…

The paper proves ADL mechanisms face a trilemma and optimizes them for fairness, revenue, and exchange solvency.

A new AMM mechanism reduces losses and maximizes revenue from orderflows.

This paper studies how AMMs can minimize losses from arbitrage while retaining uninformed trading activity.

Unfair pricing policies have been shown to be one of the most negative perceptions customers can have concerning pricing, and may result in long-term losses for a company. Despite the fact that dynamic pricing models help companies maximize revenue, fairness and equality should be taken into account in order to avoid u…

Paper uses 2-step Gradient Boosting to predict VAT tax gap.

We analyze annual revenues and earnings data for the 500 largest-revenue U.S. companies during the period 1954-2007. We find that mean year profits are proportional to mean year revenues, exception made for few anomalous years, from which we postulate a linear relation between company expected mean profit and revenue. …

Paper proposes a fair stock trading strategy using multi-agent reinforcement learning.

Data analytics using machine learning (ML) has become ubiquitous in science, business intelligence, journalism and many other domains. While a lot of work focuses on reducing the training cost, inference runtime and storage cost of ML models, little work studies how to reduce the cost of data acquisition, which potenti…

Study shows local governments smooth fiscal shocks from property tax revenues.

Paper optimizes liquidity provision in decentralized finance markets.

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

A scalable system detects price anomalies in online marketplaces to improve customer experience.

The problem of market clearing is to set a price for an item such that quantity demanded equals quantity supplied. In this work, we cast the problem of predicting clearing prices into a learning framework and use the resulting models to perform revenue optimization in auctions and markets with contextual information. T…

Paper forecasts tax revenues in Bulgaria during pandemic.

We consider the problem of multi-product dynamic pricing, in a contextual setting, for a seller of differentiated products. In this environment, the customers arrive over time and products are described by high-dimensional feature vectors. Each customer chooses a product according to the widely used Multinomial Logit (…

Uplift models support decision-making in marketing campaign planning. Estimating the causal effect of a marketing treatment, an uplift model facilitates targeting communication to responsive customers and efficient allocation of marketing budgets. Research into uplift models focuses on conversion models to maximize inc…

A scalable model estimates revenue uncertainty for SMEs.

In the cost per click (CPC) pricing model, an advertiser pays an ad network only when a user clicks on an ad; in turn, the ad network gives a share of that revenue to the publisher where the ad was impressed. Still, advertisers may be unsatisfied with ad networks charging them for "valueless" clicks, or so-called accid…

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

Study finds tax avoidance and IT issues hinder revenue in Gombe state.

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

Research analyzes Georgia's tax system and suggests improvements.

Model for dynamic pricing across multiple RE groups to maximize revenue.

'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 …

Study on tax administration issues and their impact on Georgia's budget revenues.

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

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

Proposes balancing revenue and environmental impact in assortment planning.

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

Optimizes web publisher revenues from RTB auctions.

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…

Proposes a revenue function to evaluate dendrograms from comparisons.

Study learns optimal auctions from corrupted or perturbed bidder valuation samples.

Proposes robust assortment optimization from observational data.

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

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…

This work studies learning curves for revenue maximization algorithms.

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

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

Simplifies complex pricing models for better interpretability and revenue.

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

We consider a firm that sells products over $T$ periods without knowing the demand function. The firm sequentially sets prices to earn revenue and to learn the underlying demand function simultaneously. A natural heuristic for this problem, commonly used in practice, is greedy iterative least squares (GILS). At each ti…

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

Contextual bandit framework improves revenue optimization in securities lending market.