为零售食品定价设计公平透明的动态优化模型
Optimizing ARDL Models for Retail Sales Forecasting and Fair Pricing

- 在ARDL模型中嵌入消费者价格指数约束,确保定价公平
- 发现名义价格弹性为正,无约束会推高所有价格至上限
- 模拟退火算法得出保守定价,兼顾销售目标与消费者成本
在加拿大,动态定价虽能提升利润,却常忽视消费者公平。本文研究食品动态定价对消费者的潜在剥削风险,提出将公平性约束直接融入零售销售预测的建模方法。采用对数-对数自回归分布滞后(log-log ARDL)模型拟合整体零售销售额,其中价格系数代表销售弹性,并将定价问题转化为在锚定于消费者价格指数(CPI)的价格区间内最大化预测销量。分别使用线性规划(LP)和模拟退火(SA)求解单产品与多产品情形。关键发现是名义弹性为正值,导致无约束的销量最大化策略会将所有价格推向上限;而以CPI为上限可有效防范此风险。模拟退火则得到保守的内部价格,降低消费者负担的同时达成销售目标。通过与朴素法、季节性朴素法、ARIMA及SARIMA基线对比验证预测精度,结果显示名义弹性主要由通货膨胀驱动,经CPI去通胀后显著下降。该框架兼具透明性与公平性。
原文摘要 · Abstract (English)
Pricing food products to balance profitability with consumer welfare is a central challenge for retailers. Dynamic pricing is widely used to maximize revenue, yet most pricing models optimize business objectives while overlooking consumer fairness. This paper studies the risk of consumer exploitation under dynamic food pricing in Canada and proposes a methodology that embeds fairness constraints directly into retail sales forecasting. We model total retail trade sales with a log--log Autoregressive Distributed Lag (ARDL) specification, in which the coefficient on a product price is a sales elasticity, and pose the pricing problem as maximizing forecast sales subject to price bounds anchored to the Consumer Price Index (CPI). We solve this problem with both Linear Programming (LP) and Simulated Annealing (SA), under single-product and multi-product configurations. A key finding is that the fitted nominal elasticities are positive. As a result, an unconstrained sales-maximizer would push every price to its upper bound, and the CPI ceiling is the safeguard that prevents this. Simulated Annealing instead settles on conservative, interior prices that lower consumer cost while still meeting the sales target. We benchmark forecast accuracy against naive, seasonal-naive, ARIMA, and SARIMA baselines, and a CPI-deflated re-specification shows that the positive nominal elasticities are largely an inflation-driven artifact. The result is a transparent, fairness-aware pricing framework.
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