arXiv AI By Sebastian Frey, Edoardo Beccari, Maximilian Kranz, Nicol\`o Alberto Pellizzari, Ali Mete Karaman, Qiwei Han, Maximilian Kaiser

Competition-Aware CPC Forecasting with Near-Market Coverage

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arXiv:2603. 13059v2 Announce Type: replace-cross Abstract: Cost-per-click (CPC) in paid search is an auction-generated outcome shaped by a competitive landscape that is only partially observable from any single advertiser's history.

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arXiv Machine Learning
Aug 28

A causal graph-informed temporal convolution architecture for interpretable retail electricity price forecasting

The paper presents a Causal Graph‑Informed Temporal Convolutional Network (CG‑TCN) that fuses a learned causal graph with a temporal convolutional network to forecast retail electricity prices. By decomposing price series into multi‑resolution trends and discovering a causal graph over these components and key covariates, the model conditions its convolutions and attention on causal pathways. On ten years of Ohio residential contracts, CG‑TCN outperforms benchmarks, achieving MAEps of 3.08%, 3.82%, and 5.43% for one‑, ten‑, and fifteen‑step‑ahead forecasts, respectively.

By Yufan Ji, Abdollah Shafieezadeh, Noah Dormady
arXiv Machine Learning
Jul 21

Time-Aware Prior Fitted Networks for Zero-Shot Forecasting with Exogenous Variables

arXiv:2603. 15802v2 Announce Type: replace Abstract: In many time series forecasting settings, the target time series is accompanied by exogenous covariates, such as promotions and prices in retail demand; temperature in energy load; calendar and holiday indicators for traffic or sales; and grid load or fuel costs in electricity pricing.

By Andres Potapczynski, Ravi Kiran Selvam, Tatiana Konstantinova, Malcolm Wolff, Kin G. Olivares, Ruijun Ma, Michael W. Mahoney, Andrew Gordon Wilson, Boris N. Oreshkin, Dmitry Efimov
arXiv AI
Sep 10

Alpha-R1: Alpha Screening with LLM Reasoning via Reinforcement Learning

Alpha‑R1 introduces a reinforcement‑learning aligned large language model framework that performs context‑aware alpha screening by semantically gating candidate factors against a dynamic market state description. The model, trained with group relative policy optimization using realized portfolio returns as reward, selects a sparse subset of factors whose economic rationale matches current market conditions. In a 12‑month out‑of‑sample test, Alpha‑R1 achieved annualized returns of 47.87% on the S&P 500 and 40.57% on the CSI 300, with Sharpe ratios of 1.62 and 2.23, demonstrating the effectiveness of semantic factor reranking in non‑stationary markets.

By Zuoyou Jiang, Li Zhao, Rui Sun, Ruohan Sun, Zhongjian Li, Jing Li, Daxin Jiang, Zuo Bai, Cheng Hua
arXiv Computation and Language
Sep 1

LLP: LLM-Based Product Pricing in E-commerce

The paper introduces LLP, a Large Language Model–based generative framework for pricing second‑hand products on consumer‑to‑consumer platforms. LLP retrieves similar items to capture market dynamics, then uses LLMs to generate price suggestions, refined through supervised fine‑tuning and group relative policy optimization. A confidence‑based filter rejects unreliable predictions, and experiments show LLP outperforms prior methods, achieving higher static adoption rates when deployed on Xianyu.

By Hairu Wang, Sheng You, Qiheng Zhang, Xike Xie, Shuguang Han, Yuchen Wu, Fei Huang, Jufeng Chen
arXiv Machine Learning
Jul 22

JD-BP: A Joint-Decision Generative Framework for Auto-Bidding and Pricing

arXiv:2604. 05845v2 Announce Type: replace-cross Abstract: Auto-bidding services optimize real-time bidding strategies for advertisers under key performance indicator (KPI) constraints such as target return on investment and budget.

By Linghui Meng, Chun Gan, Shengsheng Niu, Chengcheng Zhang, Chenchen Li, Chuan Yang, Yi Mao, Xin Zhu, Jie He, Zhangang Lin, Ching Law