Forecasting Online Auctions via Self‐Exciting Point Processes

DOI10.1002/FOR.2313zbMath1397.91247OpenAlexW2155464335MaRDI QIDQ4687525

Zehang Richard Li, Ngai Hang Chan, Chun Yip Yau

Publication date: 12 October 2018

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/for.2313

zbMATH Keywords

functional data analysisprice predictionbids arrivalnon-homogeneous point process

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Auctions, bargaining, bidding and selling, and other market models (91B26) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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Modelling Concurrency of Events in On-Line Auctions via Spatiotemporal Semiparametric Models

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