arXiv:2603.29261cs.LGcs.AI2026-03中稿 · AAIML 2026被引 3

用深度神经网络预测商品价格弹性,无需对照组也能精准建模。

Monodense Deep Neural Model for Determining Item Price Elasticity

  • 创新性提出Monodense神经网络,融合嵌入与密集层捕捉价格响应特征。
  • 在数百万笔交易数据上验证,模型表现优于双机器学习与梯度提升等方法。
  • 适合零售、电商等需动态定价的场景,尤其适用于缺乏对照组的业务环境。

商品价格弹性用于量化消费者需求对价格变动的响应程度,帮助商家制定定价策略并优化收益管理。零售、电商及快消品行业依赖历史销售与定价数据推导弹性信息,以理解不同商品的购买行为、折扣敏感度及需求弹性部门。该信息对竞争激烈或资源有限的企业尤为重要,有助于最大化利润与市场份额。价格弹性还能揭示消费者响应随时间的历史变化。本文基于大规模交易数据,提出一种新型弹性估计框架,可在无处理-对照设置下工作。采用多种机器学习算法进行测试,包括新提出的Monodense深度神经网络(1)——结合嵌入、密集与单密度层的混合架构;(2)双机器学习(DML);(3)轻量梯度提升机(LGBM)。在涵盖多品类的零售数据集上,通过回测框架评估,实验结果表明,所提神经网络模型在该框架中显著优于其他主流机器学习方法。

原文摘要 · Abstract (English)

Item Price Elasticity is used to quantify the responsiveness of consumer demand to changes in item prices, enabling businesses to create pricing strategies and optimize revenue management. Sectors such as store retail, e-commerce, and consumer goods rely on elasticity information derived from historical sales and pricing data. This elasticity provides an understanding of purchasing behavior across different items, consumer discount sensitivity, and demand elastic departments. This information is particularly valuable for competitive markets and resource-constrained businesses decision making which aims to maximize profitability and market share. Price elasticity also uncovers historical shifts in consumer responsiveness over time. In this paper, we model item-level price elasticity using large-scale transactional datasets, by proposing a novel elasticity estimation framework which has the capability to work in an absence of treatment control setting. We test this framework by using Machine learning based algorithms listed below, including our newly proposed Monodense deep neural network. (1) Monodense-DL network -- Hybrid neural network architecture combining embedding, dense, and Monodense layers (2) DML -- Double machine learning setting using regression models (3) LGBM -- Light Gradient Boosting Model We evaluate our model on multi-category retail data spanning millions of transactions using a back testing framework. Experimental results demonstrate the superiority of our proposed neural network model within the framework compared to other prevalent ML based methods listed above.

价格弹性深度学习零售优化神经网络

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