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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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48 results for retail analysis

Study models growth of unorganized retail in Indian pharma sector amid organized and e-retail competition.

problem Survival strategies of unorganized retailers challenged by organized and e-retailers.
method Field investigation, conjoint analysis, design of experiments, agent-based simulation.
result Unorganized retailers' performance influenced by their own attribute levels and price discounts.

Research identifies four motivational groups for crypto-metaverse landowners.

problem Understanding motivations of retail investors in the crypto-metaverse.
method Detailed financial behavior survey and principal components analysis.
result Four distinct motivational groups identified: Aesthetics, Social, Speculation, Innovation.

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.

Study benchmarks mutual funds in India using DEA, finding efficiency metrics.

problem Benchmark mutual funds in India based on efficiency metrics.
method Data Envelopment Analysis (DEA) model incorporating risk, cost, return, and information ratio.
result DEA model identifies efficiency frontier and compares results with traditional metrics.

Supply uncertainty leads to inefficient supply chain network formation.

problem How supply uncertainty affects supply chain network structure.
method Modeling a supply chain network with uncertain yield, where retailers and suppliers must form relationships and compete.
result Retailers tend to link to too few suppliers, leading to insufficient diversification of the supply base.

Estimates treatment effects in time series data with always-missing controls.

problem Lack of control group in time series data, especially during specific events.
method Recover control group in event period, account for confounders and temporal dependencies.
result Robust estimation of control group's potential outcome and accurate predicted holiday effect.

New analysis shows ROI's predictive power for stock returns weakens significantly.

problem The predictive power of retail order imbalance (ROI) for future stock returns.
method Replicated Boehmer et al. (2021) using a more recent period and analyzed the effect of using alternative quote midpoint (QMP) method.
result Past ROI can no longer predict weekly returns on large-cap stocks, and the long-short strategy based on past ROI is no longer profitable.

Newly available data on the spatial distribution of retail activities in cities makes it possible to build models formalized at the level of the single retailer. Current models tackle consumer location choices at an aggregate level and the opportunity new data offers for modeling at the retail unit level lacks a theore…

2016-12-16abs ↗pdf ↗

Study reveals investor heterogeneity in Korean equity market cash flows.

problem Investor heterogeneity and its impact on market dynamics.
method Detrended fluctuation analysis (DFA) on aggregated cash flows.
result Persistence in cash flows varies by investor type, with retail flows showing strong persistence.

Research examines motivations and factors influencing retailers' payment method choices.

problem Understanding motivations and factors affecting retailers' payment method choices.
method Qualitative and quantitative analysis of various factors including regulatory constraints, merchant service providers, and demographic variables.
result Lower interchange fees and regulatory constraints make card payment adoption financially feasible for merchants.

This study examines non-retail trading on Polymarket, revealing unique behavior patterns and structural limitations.

problem Lack of address-level quote-lifecycle data in Polymarket prediction markets.
method Empirical analysis of 13 million order-filled events using DBSCAN clustering on a six-feature fill-side vector.
result Non-retail behavior is uni-modal, contradicting previous archetypal hypotheses.

Supplier learns to price contracts against a learning retailer.

problem Designing data-driven pricing policies for a supplier facing a learning retailer.
method Connecting to non-stationary online learning, proposing dynamic pricing policies for discrete and continuous demand.
result Supplier's pricing policies lead to sublinear regret bounds under various retailer learning policies.

Study reveals centralization in Bitcoin transactions involving retail users.

problem Centralization and bias in Bitcoin transaction data.
method Heuristic classification of Bitcoin users, weekly activity pattern analysis.
result Most real transactions involve Frequent Receivers, centralizing the ecosystem.

Improved neural network convergence with causal Bayesian modeling in retail performance.

problem Improving neural network convergence in retail performance models.
method Causal Bayesian neural network implementation, removal of weakest SEM path, Flipout layers, Vadam optimizer.
result Neural network convergence improved with removal of the weakest SEM path.

India is ranked as the third most attractive nation for retail investment among emerging markets and many MNCs have been looking for the potential benefits to be taken from it. The development of organized retail has the potential of generating employment, improvement in technology, development of real estate etc. On t…

2012-10-23abs ↗pdf ↗

This study benchmarks AI agents for personalized retail promotions using simulations.

problem Optimizing coupon targeting for sparse customer purchase events.
method Comprehensive simulations of customer shopping behaviors; training RL agents on batch data.
result Contextual bandit and deep RL methods outperform static policies in sparse reward environments.

Model predicts internal fraud in retail banking is cyclical and influenced by corruption.

problem Predicting and mitigating internal fraud losses in retail banking.
method Developed a dynamic model considering internal factors and macroeconomic indicators.
result Internal fraud losses are pro-cyclical and positively affected by corruption perceptions.

Investor-driven information diffusion affects excess comovement in China and the U.S. markets.

problem Investor-driven information diffusion and its impact on excess comovement.
method Cross-sectional analysis of 4,533 Chinese and 4,517 U.S. stocks from 2010 to 2022.
result Retail-driven information diffusion significantly drives excess comovement in China, while institution-driven diffusion is the primary driver in the U.S.

Study finds inventory inaccuracies are linked to store activity and product perishability.

problem Inventory record inaccuracy in grocery retailing environments.
method Analysis of 24,000 SKUs across 11 stores, field quasi-experiment on audits.
result Inventory audits can boost sales by 11%, especially for perishable items.

The study reveals distinct patterns in retail investors' holding periods affecting stock returns.

problem Understanding the impact of retail investors' investment horizons on stock returns.
method Using self-reported holding periods from StockTwits, the study categorizes retail investors into long-horizon and short-horizon groups and analyzes their return patterns.
result Long-horizon retail investors exhibit underreaction to earnings announcements, while short-horizon investors show overreaction.

This paper uses bandit algorithms to reduce the cost of user interface experimentation in online retail.

problem Reducing the cost of user interface experimentation in online retail.
method Modeling user interface experimentation as an opportunistic bandit problem, reducing the cost of exploration.
result Significant regret reduction and improved contextual information for testing.

Study uses causal machine learning to assess coupon campaign impact on retailer sales.

problem Assessing the causal effect of a coupon campaign on retailer sales.
method Causal machine learning algorithms, subgroup analysis, optimal policy learning.
result Only two coupon categories (drugstore and other food) have a significant positive impact on sales.

Study finds Twitter activity correlates with stock volatility but not sentiment.

problem Understanding the impact of social media on stock market dynamics.
method Collected and analyzed tweets from Twitter and Reddit, examining their sentiment and correlation with stock volatility.
result Twitter activity correlates with stock volatility but not sentiment.

Study on stock portfolio concentration among Finnish households and investors.

problem Understanding the concentration of stock portfolios owned by Finnish households and investors.
method Analysis of stock portfolios using Herfindahl-Hirschman index over 20 years.
result High portfolio concentration observed in Finnish retail investors, similar to institutional investors.

An evolutionary game model analyzes e-commerce and traditional retail trends during the pandemic.

problem Understanding the dynamics between e-commerce and traditional retail during the pandemic.
method Developed an evolutionary game model to study consumer-producer interactions on e-commerce platforms.
result Investment in logistics and warehouses in e-commerce led to faster delivery and consumer trends.

Study resolves the Korean LVRP puzzle by showing HVRP exists but is masked by investor heterogeneity and improper intensity normalization.

problem Puzzling Low Volume Return Premium (LVRP) in Korea, contradicting global High Volume Return Premium (HVRP) evidence.
method Used Korean market data (2020-2024) to demonstrate HVRP exists but is masked by investor heterogeneity and improper intensity normalization. Normalized institutional buying intensity by market capitalization rather than trading value.
result Demonstrated a perfect monotonic relationship between highest-conviction institutional buying and positive cumulative abnormal returns, while lowest-intensity trades yield modest returns.

Retail investors set interest rates for P2P loans based on borrower characteristics.

problem Understanding how individual investors price credit risk in online consumer loan auctions.
method Reverse auction framework, analyzing interest rate variance and borrower characteristics.
result Retail investors exhibit strong predictability in pricing, with gender and marital status influencing interest rates.

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.