arXiv research

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

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

We investigate the problem of optimal dividend distribution for a company in the presence of regime shifts. We consider a company whose cumulative net revenues evolve as a Brownian motion with positive drift that is modulated by a finite state Markov chain, and model the discount rate as a deterministic function of the…

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

Algorithm maximizes revenue from user choices with contextual information.

This paper describes an agent-based model of interacting firms, in which interacting firm agents rationally invest capital and labor in order to maximize payoff. Both transactions and production are taken into account in this model. First, the performance of individual firms on a real transaction network was simulated.…

A new mechanism optimizes data marketplace pricing efficiently.

Study examines revenue from scam tokens on Ethereum, revealing key characteristics and market factors.

Improved product recommendations using deep learning.

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 (…

This paper studies the impact of limited switches on resource-constrained dynamic pricing with demand learning. We focus on the classical price-based blind network revenue management problem and extend our results to the bandits with knapsacks problem. In both settings, a decision maker faces stochastic and distributio…

We study revenue optimization learning algorithms for repeated second-price auctions with reserve where a seller interacts with multiple strategic bidders each of which holds a fixed private valuation for a good and seeks to maximize his expected future cumulative discounted surplus. We propose a novel algorithm that h…

New model optimizes assortment and pricing with dynamic customer arrivals.

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. …

Optimizes assortment decisions with a new OFU scheme for online choice problems.

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

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

Paper forecasts tax revenues in Bulgaria during pandemic.

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.

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.

In this paper we study a continuous time stochastic inventory model for a commodity traded in the spot market and whose supply purchase is affected by price and demand uncertainty. A firm aims at meeting a random demand of the commodity at a random time by maximizing total expected profits. We model the firm's optimal …

'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.

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.

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…

New algorithms reduce matching regret by limiting frequent updates.

This work studies learning curves for revenue maximization algorithms.

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…

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.

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

Contextual bandit framework improves revenue optimization in securities lending market.

A new RL method improves revenue management with delayed feedback.

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

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

Study examines how governance, corruption, and R&D affect economic development.