arXiv:2609.14718v1 Announce Type: new
Abstract: Demand forecasting is critical in modern industry, offering opportunities to reduce costs and gain competitive advantage through improved inventory man...
By Vladislav Kislinskii, Mazhar Hameed
arXiv:2609.06085v1 Announce Type: cross
Abstract: Understanding the joint dynamics of prices and trades is central to market microstructure, where returns and order flow interact through nonlinear an...
By Manuel Naviglio, Fabrizio Lillo
arXiv:2608. 12680v1 Announce Type: cross Abstract: Item demand forecasting is an integral component of store assortment optimization.
By Lakshya Garg, Deep Narayan Mishra, Swapnil Yadav, Haoan Wang, Sujal Alugubelli, Karthik Kumaran, Anupriya Sharma
arXiv:2505. 16319v3 Announce Type: replace Abstract: Accurate demand estimation is critical for the retail business in guiding the inventory and pricing policies of perishable products.
By Yangyang Wang, Jiawei Gu, Li Long, Xin Li, Li Shen, Zhouyu Fu, Xiangjun Zhou, Xu Jiang
arXiv:2505. 16319v5 Announce Type: replace Abstract: Accurate demand estimation is critical for the retail business in guiding the inventory and pricing policies of perishable products.
By Yangyang Wang, Jiawei Gu, Li Long, Xin Li, Li Shen, Zhouyu Fu, Xiangjun Zhou, Xu Jiang
The paper proposes a neural‑network algorithm for contextual electricity pricing, framing the problem as a Stackelberg game and using a mean‑field solution to learn constrained mappings from contextual features (e.g., weather, sunrise/sunset, day‑of‑week) to feasible price signals. The method is validated through simulations of the energy grid in several U.S. cities, demonstrating that incorporating rich contextual information can significantly enhance the value of demand‑response programs.
By Jing Shang, Mohammad Mehrabi, Xinyang Zhou, Mahmoud Saleh, Andrey Bernstein, Stefan Wager