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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.

169,051 papers · 148 categories

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13263851 · Oct 201919922001200920182026
48 results for customer demand

Proposes a pricing agent using reinforcement learning to balance renewable energy demand.

problem Intermittent renewable energy sources challenge carbon-free electricity generation.
method Reinforcement learning approach to balance customer demand with renewable energy generation.
result Demonstrates improved electricity pricing strategy for renewable energy integration.

Learning customer preferences from an observed behaviour is an important topic in the marketing literature. Structural models typically model forward-looking customers or firms as utility-maximizing agents whose utility is estimated using methods of Stochastic Optimal Control. We suggest an alternative approach to stud…

2017-12-13abs ↗pdf ↗

This paper addresses dynamic price discrimination with fairness constraints.

problem Dynamic price discrimination with fairness constraints in online retailing.
method Nonparametric demand models, dynamic pricing policy, regret minimization.
result Optimal dynamic pricing policy with ildeO(T4/5) ilde{O}(T^{4/5}) regret for price fairness.

Develops a Bayesian model to predict business revenue and demand.

problem Estimating revenue and demand at business facilities.
method Variational Bayesian spatial interaction model (BSIM) with scalable inference.
result BSIM outperforms competing approaches in predicting pub revenue and demand.

Whenever customers' choices (e.g. to buy or not a given good) depend on others choices (cases coined 'positive externalities' or 'bandwagon effect' in the economic literature), the demand may be multiply valued: for a same posted price, there is either a small number of buyers, or a large one -- in which case one says …

2012-09-06abs ↗pdf ↗

The paper develops loss functions for pricing models using observational data.

problem Evaluating pricing policies directly from observational data with historical biases.
method Adapting machine learning techniques for corrupted labels to derive unbiased loss functions.
result Identifies minimum variance and robust estimators for contextual pricing.

Study improves retail demand forecasting by integrating macroeconomic data.

problem Lack of accurate demand forecasting due to incomplete data.
method Enriched time series data with macroeconomic variables; compared regression and machine learning models.
result Improved accuracy in predicting retail demand through comprehensive data integration.

Suppliers (including companies and individual prosumers) may wish to protect their private information when selling items they have in stock. A market is envisaged where private information can be protected through the use of differential privacy and option contracts, while privacy-aware suppliers deliver their stock a…

2015-09-22abs ↗pdf ↗

Deep learning model reduces food waste by stabilizing online food delivery supply chains.

problem Wastage and bullwhip effect in online food delivery services.
method Two-phase LSTM network for demand forecasting, newsvendor model for inventory management.
result Significant reduction in bullwhip effect and food waste, improved forecasting accuracy.

Custom narrow-precision representations boost DNN inference speed by 7.6x with minimal accuracy loss.

problem Improving computational efficiency of deep neural networks.
method Exploring and utilizing unconventional narrow-precision floating-point representations for DNN weights and activations.
result Average speedup of 7.6x with less than 1% accuracy loss.

Study analyzes how discounts affect train ticket purchases and rescheduling in Switzerland.

problem Understanding how discounts influence train ticket buying and rescheduling behavior.
method Machine learning techniques, including causal machine learning, to analyze survey data.
result Increasing a discount rate by 1% increases the rescheduled trip share by 0.16% among always buyers.

System optimizes product images for e-commerce, enhancing customer engagement.

problem Optimizing product images for e-commerce to improve customer engagement.
method Machine learning, deep learning, and computer vision techniques applied to large e-commerce catalogs.
result System produces superior image sets tailored to customer preferences.

The paper proposes a demand prediction model for e-commerce sites using machine learning and stacking.

problem Accurately predicting demand for products sold by multiple sellers at different prices.
method Applied different regression algorithms and stacked generalization for demand prediction.
result Stacked generalization produced almost as good results as individual machine learning methods.

Network models assume unrealistic idiosyncratic risk, which can be mitigated by allowing for correlated shocks.

problem Network models assume idiosyncratic risk, which can be unrealistic and lead to incorrect predictions.
method Proposed a production-based asset pricing model to account for substitutability between trade partners and correlation in supply and demand shocks.
result Assets positively exposed to average propagation of upstream and downstream shocks earn lower average risk premia.

Optimizes profit in targeted marketing across multiple markets with varying marketing expenditures.

problem Maximizing profit in a sequential marketing strategy with multiple markets and varying marketing costs.
method Near-optimal algorithms in an adversarial bandit setting, proving regret bounds for different demand curve types.
result Proved near-optimal regret bounds for the profit-maximization problem in targeted marketing.

Study examines pricing strategies in competitive supply chains with discrete prices.

problem Inaccurate assumptions in traditional SC models for pricing decisions.
method Examines a SC model with one supplier and two manufacturers, considering customer demand segmentation and discrete price setting.
result Nash equilibria among manufacturers are not unique, and low denomination factors can lead to instability.

RNN models improve demand forecasting for diverse products.

problem Accurately predicting purchase patterns of popular products with sparse and heterogeneous data.
method Survival analysis with Recurrent Neural Networks (RNN) to model inter-arrival times and partially observed data.
result RNN-based approach achieves substantial improvements over traditional methods.

This paper tackles fair same-day delivery service by optimizing regional service rates.

problem Fairness in same-day delivery service for different neighborhoods.
method Partition service area into regions, use multi-objective Markov decision process and deep Q-learning.
result Our approach maximizes fairness across all regions while maintaining overall service rate.

Proposes RTL model for sentiment classification and key word detection in online reviews.

problem Sentiment classification and key word detection in online reviews for hospitality industry.
method Regularized Text Logistic (RTL) regression model.
result RTL model achieves satisfactory classification performance and identifies key word features.

Study online pricing with contextual elasticity and heteroscedastic valuation.

problem Online contextual dynamic pricing with customer decision based on features and price.
method Introduced a novel approach to modeling customer demand with feature-based price elasticity and heteroscedastic noise. Proposed an efficient algorithm called Pricing with Perturbation (PwP).
result Proved an O(dTlogT)O(\sqrt{dT\log T}) regret bound for the algorithm, matching a lower bound of Ω(dT)Ω(\sqrt{dT}).

The paper proposes a new DR model to better predict EUCs' responses in real-time pricing.

problem Static demand functions fail to capture temporal correlation in EUC behaviors.
method Proposes a dynamical DR model using neural networks to learn from historical data.
result The dynamical DR model significantly outperforms static models in predicting EUC responses.

Deep RL methods improve resource allocation in uncertain environments.

problem Optimizing resource allocation in dynamic, uncertain environments.
method Developed three DDPG-based approaches to handle constraints and combinatorial action spaces.
result Demonstrated improved performance over existing methods on real and semi-real data.

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

problem Optimizing pricing policies with transaction data where valuation data is not directly observed.
method Introducing convex loss functions for contextual pricing, focusing on log-concave valuation distributions.
result Proved expected revenue bounds for generalized hinge and quantile pricing loss functions.

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.

We describe an agent-based simulation of a fictional (but feasible) information trading business. The Gas Price Information Trader (GPIT) buys information about real-time gas prices in a metropolitan area from drivers and resells the information to drivers who need to refuel their vehicles. Our simulation uses real wor…

2013-03-29abs ↗pdf ↗

Optimal vehicle repositioning policy found for shared mobility services.

problem Matching fixed supply with spatial customer demand under uncertain and correlated demand.
method Base-stock repositioning policy, asymptotic optimality, regret analysis, adaptive repositioning algorithm.
result Surrogate Optimization and Adaptive Repositioning algorithm achieves optimal regret of O(n2.5T)O(n^{2.5} \sqrt{T}).

Efficient sequential matching of supply and demand is a problem of interest in many online to offline services. For instance, Uber, Lyft, Grab for matching taxis to customers; Ubereats, Deliveroo, FoodPanda etc for matching restaurants to customers. In these online to offline service problems, individuals who are respo…

2018-03-27abs ↗pdf ↗

This study designs a financial risk control platform using big data and machine learning.

problem Traditional risk management models are inadequate for modern financial complexities.
method Big data mining, real-time streaming data processing, statistical analysis, and precise customer behavior mining.
result The platform effectively identifies and responds to potential risks in real-time.

Starfield optimizes satellite links for LEO mega-constellations by aligning ISLs with regional traffic patterns.

problem Forming a stable satellite topology in LEO mega-constellations with limited ISLs and unstable acquisition.
method Starfield uses a demand-aware heuristic algorithm based on traffic flows and Riemannian geometry to assign satellite links.
result Starfield reduces hop count and improves stretch factor by up to 30% compared to existing methods.

Paper evaluates how forecast errors affect optimal utilisation in production planning.

problem Forecast errors impact optimal utilisation in production planning.
method Simulation and mixed integer programming for stochastic demand.
result Forecast errors significantly affect optimal costs in production planning.

This study enhances sales forecasts by integrating market indicators into forecasting models.

problem Traditional forecasting models rely solely on historical demand data.
method Automated integration of macroeconomic time series data (GDP growth) into forecasting models using feature selection methods.
result Feature selection methods, especially Forward Feature Selection, significantly improve forecasting accuracy.