Ensemble method for censored demand prediction
arxiv.org. Computer Science. Cornell University , 2018. No. arXiv:1810.09166.
Ozhegov E. M., Teterina D.
Research target: Economics and Management
Priority areas: economics
, , Lecture Notes in Computer Science 2019 Vol. 11331 P. 441-446
In this paper, we analyze a new approach for demand prediction in retail. One of the signicant gaps in demand prediction by machine learning methods is the unaccounted sales data censorship. Econometric approaches to modeling censored demand are used to obtain consistent and unbiased estimates of parameters. These approaches can also be transferred to different ...
Added: October 2, 2018
, , Ensemble method for censored demand prediction / Высшая школа экономики. Series EC "Economics". 2018. No. 200/EC/2018.
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. These approaches can also be ...
Added: October 17, 2018
, , Бизнес-информатика 2019 Т. 13 № 3 С. 52-66
This paper is devoted to comparison of the capabilities of various methods to predict the bankruptcy of construction industry companies on a one-year horizon. The authors considered the following algorithms: logit and probit models, classification trees, random forests, artificial neural networks. Special attention was paid to the peculiarities of the training machine learning models, the impact of data ...
Added: December 8, 2019
, , International Journal of Communication 2015 Vol. 9 P. 839-851
This paper suggests that media piracy in Russia is a cultural phenomenon caused largely by long-standing state ideological pressures. It also questions the common approach that considers the issue of piracy in economic or legal terms. In Russia, piracy historically concerns not only copyright issues but also censoring practices, and the sharing of pirated content ...
Added: October 9, 2014
Proceedings of the Fourth Workshop on Experimental Economics and Machine Learning (EEML 2017), Dresden, Germany, September 17-18, 2017
Aachen : CEUR Workshop Proceedings, 2017
Workshop concentrates on an interdisciplinary approach to modeling human behavior incorporating data mining and/or expert knowledge from behavioral sciences. Data analysis results extracted from clean data of laboratory experiments can be compared with noisy industrial data-sets from the web e.g.. Insights from behavioral sciences will help data scientists. Behavior scientists will see new inspirations to ...
Added: October 10, 2017
, , Heterogeneity in demand and optimal price conditioning for local rail transport / . 2019.
This paper describes the results of research project on optimal pricing for LLC "Perm Local Rail Company". In this study we propose a regression tree based approach for estimation of demand function for local rail tickets considering high degree of demand heterogeneity by various trip directions and the goals of travel. Employing detailed data on ...
Added: May 31, 2019
, , Journal of Forecasting 2019 Vol. 39 No. 3 P. 489-500
In this research we analyze a new approach for prediction of demand. In the studied market of performing arts the observed demand is limited by capacity of the house. Then one needs to account for demand censorship to obtain unbiased estimates of demand function parameters. The presence of consumer segments with different purposes of going ...
Added: November 24, 2019
, Логистика и управление цепями поставок 2018 № 4 (87) С. 27-33
One of the options for a more flexible approach to analyzing the reliability of supply chains is the principal component analysis (PCA). With a large number of variables describing supply chain, it is a difficult task to analyze the structure of variables in two-dimensional space. Within the analysis of the variables dependencies PCA allows to ...
Added: November 29, 2018
Comparison of Empirical Methods for the Reproduction of Global Manufacturing Companies’ Credit Ratings
, , et al., International Journal of Technology 2020 Vol. 11 No. 6 P. 1223-1232
The quantitative assessment of the credit quality of manufacturing companies is a task of great interest to researchers and practitioners. This is underpinned by the elevated credit risk of these companies stemming from rapid technological changes. However, few studies have addressed this issue specifically for manufacturing companies. This study aimed to fill this research gap ...
Added: December 9, 2020
, , Perm University Herald. Economy 2017 Vol. 12 No. 1 P. 49-60
The ability to predict the dynamics of financial instruments is an important topic for financial market players. In the context of large and heterogeneous information, there is a need to use effective methods to data processing for management decision-processing. In particular, machine learning techniques are becoming very popular in financial modeling. The aim of this ...
Added: December 24, 2016
, , Journal of Forecasting 2018
In this research we analyze new approach for prediction of demand. In the studied market of performing arts the observed demand is limited by capacity of the house. Then one needs to account for demand censorhip to obtain unbiased estimates of demand function parameters. The presence of consumer segments with different purposes of going to ...
Added: October 10, 2017
М. : ООО "ЭКЦ"Профессор", 2015
Group of authors sets out new directions of development of the national economy, considering these processes not only domestic but also global positions. This issue is covered in the dynamics, since historical periods and describing the situation at the present stage, the time series ends with the prospects of Russia's development in the future. Moreover, ...
Added: February 28, 2016
Proceedings of the Fifth Workshop on Experimental Economics and Machine Learning at the National Research University Higher School of Economics co-located with the Seventh International Conference on Applied Research in Economics (iCare7)
Aachen : CEUR Workshop Proceedings, 2019
Workshop concentrates on an interdisciplinary approach to modelling human behavior incorporating data mining and expert knowledge from behavioral sciences. Data analysis results extracted from clean data of laboratory experiments will be compared with noisy industrial datasets from the web e.g. Insights from behavioral sciences will help data scientists. Behavior scientists will see new inspirations to ...
Added: November 19, 2019
Improving prediction of stock market indices by analyzing the psychological states of Twitter users.
, , , Improving prediction of stock market indices by analyzing the psychological states of Twitter users. / Высшая школа экономики. Series WP BRP "Economics/EC". 2013. No. 22.
In our paper, we analyze the possibility of improving the prediction of stock market indicators by conducting a sentiment analysis of Twitter posts. We use a dictionary-based approach for sentiment analysis, which allows us to distinguish eight basic emotions in the tweets of users. We compare the results of applying the Support Vector Machine algorithm ...
Added: December 25, 2013
Использование пространственных эконометрических моделей при прогнозе регионального уровня безработицы
, , Прикладная эконометрика 2016 № 43 С. 29-51
We consider forecasting unemployment in Russian and German region with the help of econometric panel data models. Using regional data from 2005 till 2012 we show that spatial panel data models perform better in terms of forecasting accuracy than other models (on average and at least for some distinct regions) such as non-spatial panel data ...
Added: October 1, 2016
, , et al., Voting: a machine learning approach / . 2020. No. 145.
Voting rules can be assessed from quite different perspectives: the axiomatic, the pragmatic, in terms of computational or conceptual simplicity, susceptibility to manipulation, and many others aspects. In this paper, we take the machine learning perspective and ask how ‘well’ a few prominent voting rules can be learned by a neural network. To address this ...
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, , Научно-исследовательский финансовый институт. Финансовый журнал 2019 Т. 47 № 1 С. 76-87
In the field of cryptoeconomics the Ethereum (Ethereum Foundation) project gave opportunity to create “own” cryptocurrency – new token based on its smart-contract platform to everyone without lowlevel programming skills. Then it became obvious that tokens could be used for crowdfunding as the Ethereum did in 2014. Unregulated and easy to access such scheme became popular among related to ...
Added: November 5, 2020
, , , Энергия: экономика, техника, экология 2012 № 5 С. 37-39
The article discusses the potential role of Russia in global carbon markets, prospects and opportunities for national businesses in greenhouse gas emission reduction ...
Added: July 20, 2016
Профессиональный стандарт "Специалист по управлению финансовыми рисками": опыт разработки и перспективы применения
, , Экономика и управление: проблемы, решения 2016 Т. 2 № 8 С. 247-252
Под эгидой Гильдии финансовых аналитиков и риск-менеджеров и Русского общества управления рисками разработан новый профессиональный стандарт «Специалист по управлению финансовыми рисками», который предназначен для оценки квалификации риск-менеджеров. В статье описываются предпосылки создания и краткое содержание стандарта с целью его популяризации. ...
Added: September 5, 2016
, , , Вестник АКСОР 2017 Т. 43 № 3-4 С. 71-78
In this article we consider the issues of preparing statistical data for using in applied macroeconomic models, based on balance equalities. We propose a description of every macroeconomic agent, which consists of four balances of different kind. The described construction is filled with statistical data, which describes the condition of main sectors of Russian economy, ...
Added: November 26, 2017
, , , Problems of Economic Transition 2010 Vol. 53 No. 3 P. 69-95
The article considers different approaches, all based on detailed statistical data, to determine which industries and commodities have high, medium, or low sensitivity to exchange rate fluctuations. The authors conclude that any exchange rate policy is an inappropriate tool to influence the structure of Russian economy. ...
Added: April 12, 2013
, , , Foresight 2017 Vol. 19 No. 5 P. 511-527
Purpose This study aims to assess future prospects for Russian energy exports until 2040, as global energy markets are undergoing major changes, with possible impacts on Russia. Design/methodology/approach Qualitative and quantitative approaches are integrated under a proposed foresight framework. The qualitative method involves an expert survey aimed at identifying major energy trends and their influence on ...
Added: October 3, 2017
A Binary Model versus Discriminant Analysis Relating to Corporate Bankruptcies: The Case of Russian Construction Industry
, , Journal of Accounting, Finance and Economics 2013 Vol. 3 No. 1 P. 65-76
The last market crash of 2008-2009 showed that the construction sphere is one of the most fragile subject to the crisis effect. The destructive effect of this crash resulted in substantial decrease in mortgage lending, price index, capital investment, and in growth of the cost level. As the construction industry remains strategically important, the eruption ...
Added: September 5, 2013
Политэкономия институтов и развития: как важно быть инклюзивным. Размышления над книгой D. Acemoglu, J. Robinson «Why Nations Fail». Часть II. Институциональная динамика и выводы для России.
, , Журнал Новой экономической ассоциации 2017 № № 3(35) С. 12-32
We discuss the evolving views on institutions and development in modern political economy, and in particular the contribution to the field by D. Acemoglu and J. Robinson, explaining root causes of successes and failures in economic development. The focus of discussion is on inclusive and extractive institutional regimes — the former sustain economic growth, whereas ...
Added: October 23, 2017