使用带抑制效应的多变量Hawkes过程估计批发市场中的产品同类相食现象
Estimating Product Cannibalisation in Wholesale using Multivariate Hawkes Processes with Inhibition
AI总结：
针对批发市场中的产品同类相食现象，本文提出带交叉抑制效应的多变量Hawkes过程进行建模，解决了强度函数积分难题，引入了新的稳定性条件，并在贝叶斯框架下设计了与维度无关的先验。
摘要：
市场中的产品同类相食是指由于来自另一款产品的竞争，导致某款产品销量下降的现象。我们在一家国际公司提供的批发数据集中考察了这一现象。我们使用多变量Hawkes过程，其中每个产品由一个维度表示，并通过交叉抑制效应来对产品同类相食进行建模。为了实现带抑制效应的Hawkes过程，我们解决了关于强度函数积分的挑战，并引入了新的、更强的稳定性条件，因为现有条件在抑制效应下过于严格。我们在贝叶斯框架下进行分析，为此基于重新参数化设计了一种与维度无关的交叉抑制先验。
英文摘要：
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.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
