Integrable Elasticity via Neural Demand Potentials
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Abstract (arXiv)
We propose the Integrable Context-Dependent Demand Network (ICDN), a demand-first neural model for multiproduct retail demand. ICDN learns log-demand as a smooth, context-conditioned function of log-prices, allowing elasticities to be derived exactly from the learned demand surface. Across three retail datasets, the model achieves competitive out-of-sample prediction while producing analytically tractable, and economically regularized own- and cross-price responses.
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References · 6
- 2017Attention Is All You Needcited by 60,361
- 2019Optuna: A Next-generation Hyperparameter Optimization Frameworkcited by 2,501
- 2017DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networkscited by 1,013
- 2019Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecastingcited by 761
- 2017A Dual-Stage Attention-Based Recurrent Neural Network for Time Series Predictioncited by 245
- 2021Estimating smooth and sparse neural receptive fields with a flexible spline basiscited by 1
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