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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.

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48 results for sales prediction

Many economic applications including optimal pricing and inventory management requires prediction of demand based on sales data and estimation of sales reaction to a price change. There is a wide range of econometric approaches which are used to correct a bias in estimates of demand parameters on censored sales data. T…

2018-10-22abs ↗pdf ↗

We analyze an exhaustive data-set of new-cars monthly sales. The set refers to 10 years of Spanish sales of more than 6500 different car model configurations and a total of 10M sold cars, from January 2007 to January 2017. We find that for those model configurations with a monthly market-share higher than 0.1% the sale…

2017-05-09abs ↗pdf ↗

Improved sales forecasting for new products using transfer learning.

problem Insufficient training data for new products leads to inaccurate sales forecasts.
method Network-based Transfer Learning approach for deep neural networks.
result Deep neural networks' prediction accuracy for food sales forecasting can be effectively increased.

We analyze a database comprising quarterly sales of 55624 pharmaceutical products commercialized by 3939 pharmaceutical firms in the period 1992--2001. We study the probability density function (PDF) of growth in firms and product sales and find that the width of the PDF of growth decays with the sales as a power law w…

2005-02-15abs ↗pdf ↗

Sales forecast is an essential task in E-commerce and has a crucial impact on making informed business decisions. It can help us to manage the workforce, cash flow and resources such as optimizing the supply chain of manufacturers etc. Sales forecast is a challenging problem in that sales is affected by many factors in…

2017-08-26abs ↗pdf ↗

Proposes a GNN for multivariate time-series prediction with filtering.

problem Low signal-to-noise ratio in complex systems data.
method Integrates a spatial-temporal GNN with a matrix filtering module to generate filtered graphs.
result Proposed model outperforms baseline approaches in multivariate time-series prediction.

Detailed empirical studies of publicly traded business firms have established that the standard deviation of annual sales growth rates decreases with increasing firm sales as a power law, and that the sales growth distribution is non-Gaussian with slowly decaying tails. To explain these empirical facts, a theory is dev…

2007-03-02abs ↗pdf ↗

Improved sales forecasting at various levels using ensemble methods.

problem Enhancing sales forecasting accuracy at different levels of e-commerce data.
method Hierarchical robust aggregation of sales forecasts using exponential smoothing and Holt's linear trend method.
result Better forecasts at subsubfamily, subfamily, and family levels compared to individual techniques.

New method improves sales forecasting accuracy using tensor factorization.

problem Improving sales forecasting accuracy in retail businesses.
method Advanced Temporal Latent-factor Approach to Sales forecasting (ATLAS) using tensor factorization.
result Accurate and individualized prediction for sales across multiple stores and products.

The paper proposes a method to improve sales forecasts by selecting optimal reference classes.

problem Improving forecasts of sales growth exposed to behavioural bias.
method Finding optimal reference classes for each company based on specific predictors and matching forecast distributions to actual sales.
result The past operating margins are strong predictors for future sales distributions.

This study enhances sales forecasts by integrating market indicators into forecasting models.

problem Traditional forecasting models rely solely on historical demand data.
method Automated integration of macroeconomic time series data (GDP growth) into forecasting models using feature selection methods.
result Feature selection methods, especially Forward Feature Selection, significantly improve forecasting accuracy.

A dynamic model of the product lifecycle of (nearly) homogeneous durables in polypoly markets is established. It describes the concurrent evolution of the unit sales and price of durable goods. The theory is based on the idea that the sales dynamics is determined by a meeting process of demanded with supplied product u…

2011-09-05abs ↗pdf ↗

Consider an ephemeral sale-and-repurchase of a security resulting in the same position before the sale and after the repurchase. A sale-and-repurchase is a wash sale if these transactions result in a loss within ±30\pm 30 calendar days. Since a portfolio is essentially the same after a wash sale, any tax advantage from …

2015-11-11abs ↗pdf ↗

Model predicts alternating market dominance for two competing firms.

problem Alternating market dominance of two competing firms in a competitive market.
method Deterministic model with investment strategy, stability analysis of fixed points, bifurcation diagrams, time-series analysis.
result Leapfrogging regime is stabilized by specific parameter values and high elasticity coefficient.

Study measures impact of data and neural net similarity on transferability in restaurant sales data.

problem Identify indicators for successful transferability of neural nets across different data sets.
method Empirical study on sales data from six restaurants, calculating indicators based on data and neural net similarities.
result Negative correlations between transferability and indicators, allowing better model performance and fewer transfers.

New model predicts sales of new products with short life cycles.

problem Forecasting sales of new products with short lead times and life cycles.
method Developed an exponential factorization machine (EFM) to consider attributes and pairwise interactions.
result EFM model outperforms existing models in terms of MAPE and MAE.

Sales data in a commodity market (supermarket sales to consumers) has been analysed by studying the fluctuation spectrum and noise correlations. Three related products (ketchup, mayonnaise and curry sauce) have been analysed. Most noise in sales is caused by promotions, but here we focus on the fluctuations in baseline…

2004-12-07abs ↗pdf ↗

Investment tool predicts higher returns for Madrid real estate units.

problem Determining which real estate units have higher returns to investment in Madrid.
method Data collection from Idealista.com, descriptive statistics, return index, machine learning algorithms.
result Introduction of machine learning algorithms for rental real estate price prediction.

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.

Sales forecasts are crucial for the E-commerce business. State-of-the-art techniques typically apply only univariate methods to make prediction for each series independently. However, due to the short nature of sales times series in E-commerce, univariate methods don't apply well. In this article, we propose a global m…

2019-05-31abs ↗pdf ↗

This paper addresses a novel data science problem, prescriptive price optimization, which derives the optimal price strategy to maximize future profit/revenue on the basis of massive predictive formulas produced by machine learning. The prescriptive price optimization first builds sales forecast formulas of multiple pr…

2016-05-18abs ↗pdf ↗

Hierarchical forecasting (HF) is needed in many situations in the supply chain (SC) because managers often need different levels of forecasts at different levels of SC to make a decision. Top-Down (TD), Bottom-Up (BU) and Optimal Combination (COM) are common HF models. These approaches are static and often ignore the d…

2019-12-01abs ↗pdf ↗

Study reveals opacity in insider sales, leading to inefficiencies in capital allocation.

problem Insider sales opacity due to reporting inversion of Form 144 and Form 4.
method Event study framework, machine learning audit, cross-sectional tests.
result Persistent opacity of insider sales signals, leading to inefficiencies in capital allocation.

We consider a context-based dynamic pricing problem of online products, which have low sales. Sales data from Alibaba, a major global online retailer, illustrate the prevalence of low-sale products. For these products, existing single-product dynamic pricing algorithms do not work well due to insufficient data samples.…

2019-02-17abs ↗pdf ↗

The paper introduces a method for forecasting corporate sales growth using multiple reference variables.

problem Forecasting corporate sales growth with multiple reference variables.
method Reference class selection using rank-based algorithms and principal components analysis for data dimension reduction.
result Dimension reduced variables with past sales growth rates and operating margins perform well in forecasting.

A constrained informationally efficient market is defined to be one whose price process arises as the outcome of some equilibrium where agents face restrictions on trade. This paper investigates the case of short sale constraints, a setting which despite its simplicity, generates new insights. In particular, it is show…

2014-01-08abs ↗pdf ↗

A new microeconomic model is presented that aims at a description of the long-term unit sales and price evolution of homogeneous non-durable goods in polypoly markets. It merges the product lifecycle approach with the price dispersion dynamics of homogeneous goods. The model predicts a minimum critical lifetime of non-…

2011-09-27abs ↗pdf ↗