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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.

168,742 papers · 148 categories

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55109164218 · May 202619922001200920172026
48 results for marginal revenue gap

The paper proposes a method to test properties of the optimal assortment in multinomial logit models.

problem Uncertainty quantification for the optimal assortment in multinomial logit models.
method The paper proposes a novel inferential framework to test properties of the optimal assortment in multinomial logit models, reducing the problem to detecting the sign change point of marginal revenue gaps.
result The asymptotic normality of the marginal revenue gap estimator and the construction of a maximum statistic to detect the sign change point.

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.

Study optimal auction formats for maximizing MEV on Ethereum.

problem Maximizing extractable value from Ethereum auctions.
method Empirical analysis of 2.2 million transactions, modeling affiliation among bidders.
result English and second-price sealed-bid auctions dominate other formats, with significant revenue losses.

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.

Tax evasion is the illegal evasion of taxes by individuals, corporations, and trusts. The revenue loss from tax avoidance can undermine the effectiveness and equity of the government policies. A standard measure of tax evasion is the tax gap, that can be estimated as the difference between the total amounts of tax theo…

2019-12-08abs ↗pdf ↗

This paper examines and proposes several attribution modeling methods that quantify how revenue should be attributed to online advertising inputs. We adopt and further develop relative importance method, which is based on regression models that have been extensively studied and utilized to investigate the relationship …

2017-10-18abs ↗pdf ↗

Paper optimizes liquidity provision in decentralized finance markets.

problem Strategic LPs face predictable losses and concentration risk in CL pools.
method Derive optimal liquidity provision strategy based on fees, PL, and concentration risk.
result Optimal strategy increases fee revenue and profit from marginal rate changes.

A new algorithm COVA-FC improves subgroup-fair clustering efficiency.

problem Challenges in making cluster assignments independent of sensitive attributes in subgroups.
method Defining a subgroup-fairness gap, deriving a covariance-based surrogate, and introducing a continuous relaxation for efficient optimization.
result COVA-FC achieves competitive cost-fairness trade-offs and improves computational efficiency.

The paper proposes a machine learning technique to optimize prices in fashion e-commerce.

problem Optimizing prices for millions of products in fashion e-commerce to maximize revenue and profit.
method Demand prediction, price elasticity, multiple price demand pairs, linear programming optimization.
result The model improved revenue by 1% and gross margin by 0.81% in AB tests.

The study analyzes how cross-chain interoperability affects decentralized lending protocols' performance.

problem Understudied cross-chain elements in DeFi lending risk management.
method Panel regression fixed effects and OLS models applied to empirical analysis.
result Cross-chain activity impacts protocol performance, with bridge volume being a critical driver.

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…

2018-04-03abs ↗pdf ↗

We present novel understandings of the Gamma-Poisson (GaP) model, a probabilistic matrix factorization model for count data. We show that GaP can be rewritten free of the score/activation matrix. This gives us new insights about the estimation of the topic/dictionary matrix by maximum marginal likelihood estimation. In…

2018-01-05abs ↗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.

Proposes robust assortment optimization from observational data.

problem Real-world scenarios often violate assumptions of stable customer preferences and correct choice models.
method Develops a robust framework that accounts for potential distributional shifts in customer choice behavior.
result Uncovered the notion of ``robust item-wise coverage'' as the minimal data requirement for sample-efficient robust assortment learning.

New offline RL method works with limited data and function approximators.

problem Sample efficiency with limited data and weak function approximators.
method Pessimistic algorithm based on version space formed by marginalized importance sampling (MIS), with gap assumption.
result Guarantees sample efficiency for simple algorithm under specific assumptions.

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.

This paper addresses the problem of unsupervised domain adaption from theoretical and algorithmic perspectives. Existing domain adaptation theories naturally imply minimax optimization algorithms, which connect well with the domain adaptation methods based on adversarial learning. However, several disconnections still …

2019-04-11abs ↗pdf ↗

In this paper, we reformulate the forest representation learning approach as an additive model which boosts the augmented feature instead of the prediction. We substantially improve the upper bound of generalization gap from O(lnmm)\mathcal{O}(\sqrt\frac{\ln m}{m}) to O(lnmm)\mathcal{O}(\frac{\ln m}{m}), while λλ - the margin r…

2019-05-07abs ↗pdf ↗

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.

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.

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.

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 ↗

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.

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.

Optimal design for multinomial logit models improves assortment selection efficiency.

problem Optimal experimental design for multinomial logit models with feedback.
method Two complementary approaches: MILP reformulation and lifted design.
result Achieves statistical efficiency and scalability for MNL bandits.