Incentive-aware Contextual Pricing with Non-parametric Market Noise.
Negin GolrezaeiPatrick JailletJason Cheuk Nam LiangPublished in: AISTATS (2023)
Keyphrases
- financial markets
- noise level
- contextual information
- optimal pricing
- random noise
- black scholes
- option pricing
- noisy data
- adverse selection
- dynamic pricing
- noise model
- decision making
- signal to noise ratio
- budget constraints
- noise reduction
- additive noise
- median filter
- information goods
- context sensitive
- pricing schemes
- convertible bonds
- gaussian processes
- stock price
- profit maximizing
- missing data
- selling season