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