arXiv Machine Learning

Optimizing ARDL Models for Retail Sales Forecasting and Fair Pricing

arXiv:2607. 09956v1 Announce Type: new Abstract: Pricing food products to balance profitability with consumer welfare is a central challenge for retailers.

arXiv Machine Learning
Jun 8

Learning Fair Demand Models

arXiv:2606. 06830v1 Announce Type: cross Abstract: Data-driven pricing is increasingly prevalent in sectors such as airlines, lending, insurance, and retail.

By Adam N. Elmachtoub, Hyemi Kim, Jonathan Y. Tan
arXiv Machine Learning
Jun 15

High-Frequency Pricing at Scale for E-Commerce

arXiv:2606. 13741v1 Announce Type: new Abstract: This paper presents the design, development, and implementation of a specialized forecast-then-optimize algorithmic pricing tool for sales campaigns in fashion e-commerce.

By Stefan Birr, Tobias Huelden, Mones Raslan, Adele Gouttes, Andreas Schmitt, Mateusz Koren, Johannes Stephan, Robert Streek, Manuel Kunz, Tim Januschowski
arXiv AI
Jul 7

Strategic Buying Agents

arXiv:2607. 04708v1 Announce Type: cross Abstract: Agentic AI is shifting online shopping from search toward delegated purchasing, where autonomous buying agents monitor markets and decide when to buy on a consumer's behalf.

By Mingyang Fu, Ming Hu
arXiv AI
Jun 16

LLM-Powered Virtual Population for Demand Simulation and Pricing

arXiv:2606. 16183v1 Announce Type: cross Abstract: We develop an LLM-powered virtual population model that simulates demand for pricing decisions, in settings where products are described by rich unstructured information, such as text descriptions and images, and where decision makers need not only mean-demand predictions but also uncertainty estimates for counterfactual prices.

By Chengpiao Huang, Kaizheng Wang
Hugging Face Trending Papers
Aug 6

Scalable estimation of VARMA models

Vector autoregressive moving-average (VARMA) models have long been considered impractical beyond moderate dimensions: the likelihood is non-convex, the parametrization is identified only up to equivalence, and every evaluation costs a pass over the entire series. Yet their moving-average term captures with a few parameters what a pure autoregression matches only with many lags.

arXiv Machine Learning
Aug 7

Scalable estimation of VARMA models

arXiv:2608. 06340v1 Announce Type: cross Abstract: Vector autoregressive moving-average (VARMA) models have long been considered impractical beyond moderate dimensions: the likelihood is non-convex, the parametrization is identified only up to equivalence, and every evaluation costs a pass over the entire series.

By Daniel Paulin, Victor Elvira