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.
The paper explores formulas and applications for mixed scalar curvature in multi-product manifolds.
This article presents a proof of the existence of Bertrand-Nash equilibrium prices with multi-product firms and under the Logit model of demand that does not rely on restrictive assumptions on product characteristics, firm homogeneity or symmetry, product costs, or linearity of the utility function. The proof is based …
Paper applies RL to optimize inventory management across multiple products and nodes.
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 (…
Develops methods to improve demand counterfactuals from imperfect proxies.
MaxCOSD algorithm tackles non-i.i.d. demands and stateful dynamics in online inventory control.
In this paper we study convex stochastic search problems where a noisy objective function value is observed after a decision is made. There are many stochastic search problems whose behavior depends on an exogenous state variable which affects the shape of the objective function. Currently, there is no general purpose …
Study optimizes dynamic product selection and pricing using censored preference feedback.
Algorithm tackles adaptive discretization in adversarial Lipschitz bandits for dynamic pricing and auctions.