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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.

168,657 papers · 148 categories

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35810 · Nov 201919922001200920172026
48 results for revenue

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.

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 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.

A new RL approach optimizes reserve prices in multi-phase auctions, reducing revenue regret.

problem Optimizing reserve prices in multi-phase second-price auctions with noisy and potentially untruthful bidders.
method Combines RL techniques with buffer periods, a novel algorithm, and LSVI-UCB extension.
result Achieves optimal revenue regret under known and unknown noise conditions.

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.

The paper tackles revenue management with time-varying demand using posterior sampling.

problem Maximizing revenue in real-time applications with unknown and time-varying demand.
method Episodic generalization of RM problem, posterior sampling algorithm for linear programming optimization.
result The proposed algorithm outperforms other methods and is comparable to the optimal policy in hindsight.

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

problem OTT services are reducing traditional telecom revenue streams.
method Quantitative analysis of mobile user trends and revenue changes.
result OTT services are becoming more prevalent and impacting telecom revenue.

Contextual bandit framework improves revenue optimization in securities lending market.

problem Optimizing revenue for agent lenders in a dynamic securities lending market.
method Utilized contextual bandit frameworks to address dynamic pricing problems in an e-commerce-like securities lending market.
result Contextual bandit approach consistently outperforms traditional methods by at least 15% in total revenue generated.

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.

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

problem Predicting long-term customer revenue from sparse and irregular transaction data.
method Variational Autoencoder (VAE) with flexible latent representation.
result Improves upon latest benchmarks in multiple real-world datasets.

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

problem The impact of corruption and governance on economic development.
method General equilibrium model with heterogeneous agents and a government, including corruption as a fraction of tax revenues.
result Redistribution and innovation-led strategies can mitigate the negative effects of corruption on economic development.

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.

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.

Algorithm maximizes revenue from user choices with contextual information.

problem Maximizing revenue from user choices with contextual preference information.
method Proposes an algorithm that learns from user feedback and achieves a revenue regret of order \( \widetilde{O}(d \sqrt{K T} / L_0 ) \).
result Achieves a revenue regret of order \( \widetilde{O}(d \sqrt{K T} / L_0 ) \) and a lower bound of order \( \Omega(d \sqrt{T}/ L_0) \).

Optimizes reserve prices for first-price auctions to maximize revenue.

problem Optimizing reserve prices for first-price auctions in display advertising.
method Gradient-based algorithm to adaptively update and optimize reserve prices based on bidder responsiveness to experimental shocks.
result Revenue optimization in first-price auctions can be decomposed into demand and bidding components, and techniques are introduced to reduce variance of each.

Hierarchical clustering is a widely used approach for clustering datasets at multiple levels of granularity. Despite its popularity, existing algorithms such as hierarchical agglomerative clustering (HAC) are limited to the offline setting, and thus require the entire dataset to be available. This prohibits their use o…

2019-09-20abs ↗pdf ↗

Unfair pricing policies have been shown to be one of the most negative perceptions customers can have concerning pricing, and may result in long-term losses for a company. Despite the fact that dynamic pricing models help companies maximize revenue, fairness and equality should be taken into account in order to avoid u…

2018-03-27abs ↗pdf ↗

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.

Unfair stock trading strategies have been shown to be one of the most negative perceptions that customers can have concerning trading and may result in long-term losses for a company. Investment banks usually place trading orders for multiple clients with the same target assets but different order sizes and diverse req…

2019-12-14abs ↗pdf ↗