Causal Forecasting for Pricing.
Douglas SchultzJohannes StephanJulian SieberTrudie YehManuel KunzPatrick DoupeTim JanuschowskiPublished in: CoRR (2023)
Keyphrases
- short term
- option pricing
- medium term
- causal relationships
- forecasting model
- bayesian networks
- support vector regression
- exchange rate
- causal networks
- financial markets
- dynamic pricing
- causal theories
- forecasting accuracy
- causal reasoning
- causal inference
- causal independence
- mechanism design
- causal structure
- revenue management
- early warning
- pricing model
- garch model
- autoregressive model
- demand function
- weather forecasting
- causal relations
- financial time series