Dynamic Pricing Recognition on E-Commerce Platforms with VAR Processes

In an environment such as e-commerce, characterized by the presence of numerous agents, competition based on product characteristics is a very important aspect. This paper proposes a model based on vector autoregressive processes (VAR) and Lasso penalization to detect and examine the dynamics that g...

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Bibliographic Details
Main Authors: Alexander Faehnle, Mariangela Guidolin
Format: Article
Language:English
Published: MDPI AG 2021-03-01
Series:Forecasting
Subjects:
Online Access:https://www.mdpi.com/2571-9394/3/1/11