摘要翻译:
我们提出了一种新的方法,从商店网站上的排名数据的时间演变来估计在线书店的销售率分布,例如图书标题。该方法基于随机排序过程无限粒子极限的新数学结果,适用于在线零售商长尾结构的定量研究。我们给出了一个与Amazon.co.jp的实际数据拟合的例子,该数据给出了书店图书销售率分布的帕累托斜率参数。
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英文标题:
《Mathematical analysis of long tail economy using stochastic ranking
processes》
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作者:
Kumiko Hattori, Tetsuya Hattori
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最新提交年份:
2008
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分类信息:
一级分类:Quantitative Finance 数量金融学
二级分类:General Finance 一般财务
分类描述:Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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一级分类:Quantitative Finance 数量金融学
二级分类:Statistical Finance 统计金融
分类描述:Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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一级分类:Statistics 统计学
二级分类:Methodology 方法论
分类描述:Design, Surveys, Model Selection, Multiple Testing, Multivariate Methods, Signal and Image Processing, Time Series, Smoothing, Spatial Statistics, Survival Analysis, Nonparametric and Semiparametric Methods
设计,调查,模型选择,多重检验,多元方法,信号和图像处理,时间序列,平滑,空间统计,生存分析,非参数和半参数方法
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英文摘要:
We present a new method of estimating the distribution of sales rates of, e.g., book titles at an online bookstore, from the time evolution of ranking data found at websites of the store. The method is based on new mathematical results on an infinite particle limit of the stochastic ranking process, and is suitable for quantitative studies of the long tail structure of online retails. We give an example of a fit to the actual data obtained from Amazon.co.jp, which gives the Pareto slope parameter of the distribution of sales rates of the book titles in the store.
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PDF链接:
https://arxiv.org/pdf/0804.1837