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.
Consider an ephemeral sale-and-repurchase of a security resulting in the same position before the sale and after the repurchase. A sale-and-repurchase is a wash sale if these transactions result in a loss within calendar days. Since a portfolio is essentially the same after a wash sale, any tax advantage from …
Paper proposes a machine learning method to predict sale efficacy.
To investigate the actual phenomena of transport on a complex network, we analysed empirical data for an inter-firm trading network, which consists of about one million Japanese firms and the sales of these firms (a sale corresponds to the total in-flow into a node). First, we analysed the relationships between sales a…
Study finds sales forecasters overreact to extreme news.
AI-driven sales prioritization boosts renewal bookings by 8.08%.
This paper improves sales forecasting on Tmall using Fourier decomposition and Tweedie distribution optimization.
Sales data in a commodity market (supermarket sales to consumers) has been analysed by studying the fluctuation spectrum and noise correlations. Three related products (ketchup, mayonnaise and curry sauce) have been analysed. Most noise in sales is caused by promotions, but here we focus on the fluctuations in baseline…
We analyze a database comprising quarterly sales of 55624 pharmaceutical products commercialized by 3939 pharmaceutical firms in the period 1992--2001. We study the probability density function (PDF) of growth in firms and product sales and find that the width of the PDF of growth decays with the sales as a power law w…
We analyze an exhaustive data-set of new-cars monthly sales. The set refers to 10 years of Spanish sales of more than 6500 different car model configurations and a total of 10M sold cars, from January 2007 to January 2017. We find that for those model configurations with a monthly market-share higher than 0.1% the sale…
New approach optimizes sales process for B2B businesses.
Sales forecast is an essential task in E-commerce and has a crucial impact on making informed business decisions. It can help us to manage the workforce, cash flow and resources such as optimizing the supply chain of manufacturers etc. Sales forecast is a challenging problem in that sales is affected by many factors in…
Improved sales forecasting for new products using transfer learning.
Predicting the outcome of sales opportunities is a core part of successful business management. Conventionally, making this prediction has relied mostly on subjective human evaluations in the process of sales decision making. In this paper, we addressed the problem of forecasting the outcome of business to business (B2…
Article offers models for choosing sale-leaseback vs debt.
Retail company uses Prophet algorithm for accurate sales forecasting.
Many economic applications including optimal pricing and inventory management requires prediction of demand based on sales data and estimation of sales reaction to a price change. There is a wide range of econometric approaches which are used to correct a bias in estimates of demand parameters on censored sales data. T…
New method improves sales forecasting accuracy using tensor factorization.
ARIMA model outperforms advanced forecasting models in predicting Walmart sales.
Keywords: corporate finance, Wrocław University of Economics, net profit margin lub net sales profitability
The paper proposes a method to improve sales forecasts by selecting optimal reference classes.
Detailed empirical studies of publicly traded business firms have established that the standard deviation of annual sales growth rates decreases with increasing firm sales as a power law, and that the sales growth distribution is non-Gaussian with slowly decaying tails. To explain these empirical facts, a theory is dev…
Model predicts competition between similar products in sales.
Empirical data of supermarket sales show stylised facts that are similar to stock markets, with a broad (truncated) Levy distribution of weekly sales differences in the baseline sales [R.D. Groot, Physica A 353 (2005) 501]. To investigate the cause of this, the influence of social interactions and advertisements are st…
We consider a context-based dynamic pricing problem of online products, which have low sales. Sales data from Alibaba, a major global online retailer, illustrate the prevalence of low-sale products. For these products, existing single-product dynamic pricing algorithms do not work well due to insufficient data samples.…
The paper introduces a method for forecasting corporate sales growth using multiple reference variables.
A constrained informationally efficient market is defined to be one whose price process arises as the outcome of some equilibrium where agents face restrictions on trade. This paper investigates the case of short sale constraints, a setting which despite its simplicity, generates new insights. In particular, it is show…
Paper analyzes fire sales in a network of banks using VWAP and LOB pricing.
Model explains how stablecoin runs are influenced by large sales and reserve quality.
Analytical results bound the approach to oligarchy in a modified asset exchange model.
Through a short sale, a person borrows a share of stock from a lender, sells the borrowed share to a third person at the current price, and purchases an identical share in the market at a future date and at a future price to replace the borrowed share of stock. This only makes sense if the short seller anticipates a do…
Paper predicts future sales using machine learning techniques.
Improved sales forecasting at various levels using ensemble methods.
This study enhances sales forecasts by integrating market indicators into forecasting models.
Model predicts alternating market dominance for two competing firms.
New model predicts sales of new products with short life cycles.
Before a person can be prosecuted and convicted for insider trading, he must first execute the overt act of trading. If no sale of security is consummated, no crime is also consummated. However, through a complex and insidious combination of various financial instruments, one can capture the same amount of gains from i…
Paper introduces SALE for better state-action learning in RL.
This paper argues that there has not been enough discussion in the field of applications of Gaussian Process for the fast moving consumer goods industry. Yet, this technique can be important as it e.g., can provide automatic feature relevance determination and the posterior mean can unlock insights on the data. Signifi…
Paper proposes a method to estimate consumer valuations from bundle sales data.
Study finds inventory inaccuracies are linked to store activity and product perishability.
Complex contagion model explains financial fire sales through continuous asset prices.
Generating accurate and reliable sales forecasts is crucial in the E-commerce business. The current state-of-the-art techniques are typically univariate methods, which produce forecasts considering only the historical sales data of a single product. However, in a situation where large quantities of related time series …
There are some statistical anomalies in the Chinese stock market, i.e., positive return skewness, anti-leverage effect (positive returns induce higher volatility than negative returns); and reverse volatility asymmetry (contemporaneous return-volatility correlation is positive). In this paper, we first confirm the exis…
Sales forecasting plays a prominent role in business planning and business strategy. The value and importance of advance information is a cornerstone of planning activity, and a well-set forecast goal can guide sale-force more efficiently. In this paper CPU sales forecasting of Intel Corporation, a multinational semico…
In mutual fund, an investment adviser gives advice to clients about investing in securities such as stocks, bonds, mutual funds, or exchange traded funds. Some investment advisers manage portfolios of securities. In this paper, we analyze advisor portfolio for each advisor so as to recognize the pattern in each adviser…
Analyzes retail trends from sales, search, and reviews.
Statistical models of economic distributions lead to Boltzmann distributions rather than a Pareto power law. This result is supported by two facts: 1. the distributions of income, car sales, marriages or jobs are a matter of chances and luck and not of reason! 2. Data for property, automobile sales, marriages and job m…
The Internet is known to have had a powerful impact on on-line retailer strategies in markets characterised by long-tail distribution of sales. Such retailers can exploit the long tail of the market, since they are effectively without physical limit on the number of choices on offer. Here we examine two extensions of t…