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.
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 …
We analyze annual revenues and earnings data for the 500 largest-revenue U.S. companies during the period 1954-2007. We find that mean year profits are proportional to mean year revenues, exception made for few anomalous years, from which we postulate a linear relation between company expected mean profit and revenue. …
Uplift models support decision-making in marketing campaign planning. Estimating the causal effect of a marketing treatment, an uplift model facilitates targeting communication to responsive customers and efficient allocation of marketing budgets. Research into uplift models focuses on conversion models to maximize inc…
'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 …
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…
Online advertising is an important and huge industry. Having knowledge of the website attributes can contribute greatly to business strategies for ad-targeting, content display, inventory purchase or revenue prediction. Classical inferences on users and sites impose challenge, because the data is voluminous, sparse, hi…
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…
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…
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.
Online advertisement is the main source of revenue for Internet business. Advertisers are typically ranked according to a score that takes into account their bids and potential click-through rates(eCTR). Generally, the likelihood that a user clicks on an ad is often modeled by optimizing for the click through rates rat…
Sponsored search in E-commerce platforms such as Amazon, Taobao and Tmall provides sellers an effective way to reach potential buyers with most relevant purpose. In this paper, we study the auction mechanism optimization problem in sponsored search on Alibaba's mobile E-commerce platform. Besides generating revenue, we…
We have created a framework for analyzing subscription based businesses in terms of a unified metric which we call SCV (single customer value). The major advance in this paper is to model customer churn as an exponential decay variable, which directly follows from experimental data relating to subscription based busine…