论文标题
使用抑制作用的多元霍克斯工艺估算批发批准产品的同合化
Estimating Product Cannibalisation in Wholesale using Multivariate Hawkes Processes with Inhibition
论文作者
论文摘要
市场上的产品批量化是指由于另一种产品的竞争，一种产品的销售量减少。我们在国际公司提供的批发数据集中检查了这种现象。我们使用多元霍克斯工艺，其中每种产品都由维度表示，并具有对产物蚕丝化的交叉抑制作用。为了通过抑制实施霍克斯进程，我们解决了有关强度函数整合的挑战，并引入了新的，更强的稳定条件，因为现有条件是不必要地严格的抑制作用。我们在贝叶斯框架中进行分析，为此，我们基于重新构度设计了与尺寸无关的先验。
Product cannibalisation in the marketplace refers to the decrease in the sales of one product due to competition from another product. We examine this phenomenon in a wholesale data set provided by an international company. We use a multivariate Hawkes process where each product is represented by a dimension, with cross-inhibition effects that model product cannibalisation. To implement the Hawkes process with inhibition we resolve challenges regarding the integration of the intensity function and introduce a new, stronger conditions for stability as existing conditions are unnecessarily strict under inhibition. We conduct our analysis in a Bayesian framework, for which we design a dimension-independent prior on the cross-inhibition based on a reparametrisation.
