Biblio
"Maximizing Bidder Surplus in Simultaneous Online Art Auctions via Dynamic Forecasting",
International Journal on Forecasting, vol. 27, issue 4, pp. 1259-1270, 2011.
Abstract
"Dynamic Price Forecasting In Simultaneous Online Art Auctions",
Marketing Intelligent Systems Using Soft Computing: Managerial and Research Applications, no. 258: Springer, pp. 417-445, 2010.
Abstract
Download: Casillas Martinez-Lopez 2010 book chapter.pdf (1.74 MB)
"A Flexible Model for Estimating Price Dynamics in Online Auctions",
JRSS C, vol. 59, issue 5, pp. 781-804, 2010.
Abstract
Download: JRSSC_2010.pdf (852.14 KB)
"Forecasting Online Auctions using Dynamic Models",
Data Mining for Business Applications, no. 218: IOS Press, pp. 137-148, 2010.
Abstract
Download: IOS-BookChapter-Jank & Shmueli.pdf (102.47 KB)
"Modeling Online Auctions",
Statistics in Practice: Wiley, 2010.
"Models For Bid Arrivals and Bidder Arrivals in Online Auctions",
Methods and Applications of Statistics in Business, Finance and Management Sciences, Newark, NJ, John Wiley & Sons, pp. 293-309, 2010.
Abstract
Download: FinanceHandbookShmueli.pdf (445.99 KB)
"Real-Time Forecasting of Online Auctions via Functional K-Nearest Neighbors",
International Journal of Forecasting, vol. 26, pp. 666-683, 2010.
Abstract
Download: IJF 2010 Realtime forecasting auctions fKNN.pdf (478.32 KB)
"Modeling Dynamics in Online Auctions: A Modern Statistical Approach",
Economics, Information Systems and Electronic Commerce: Empirical Research, Armonk, NY, M. E. Sharpe, pp. 157-180, 2009.
"Studying Heterogeneity of Price Evolution in eBay Auctions Via Functional Clustering",
Business Computing, vol. 3: Emerald, pp. 237-261, 2009.
"Consumer Surplus in Online Auctions",
Informations Systems Research, vol. 19, issue 4, pp. 400-416, 12/2008.
Abstract
Download: consumerSurplusOnlineAuctionsRevised ISR-2006-181-R2-Final.pdf (486.44 KB)
"Explaining and Forecasting Online Auction Prices and their Dynamics using Functional Data Analysis",
Journal of Business and Economic Statistics, vol. 26, issue 3, pp. 144-160, 2008.
Abstract
Download: JBES 2008 PredictingOnlineAuctions.pdf (1.06 MB)
"A Family of Growth Models for Representing the Price Process in Online Auctions",
Statistical Methods in eCommerce Research: John Wiley & Sons, 2008.
Abstract
Download: GrowthModelsFinal.pdf (994.83 KB)
"Modeling Price Dynamics in eBay Auctions Using Principal Differential Analysis",
Journal of the American Statistical Association (JASA), vol. 103, issue 483, pp. 1100-1118, 2008.
Abstract
Download: JASA 2008 Auctions PDA.pdf (1.06 MB)
"Modeling Price Dynamics in Online Auctions via Regression Trees",
Statistical Methods in eCommerce Research: John Wiley & Sons, 2008.
Abstract
Download: DiffEqTrees-Jank-Shmueli-Wang--rev.pdf (402.97 KB)
"Models of Bidder Activity Consistent with Self-Similar Bid Arrivals",
Statistical Methods in eCommerce Research: John Wiley & Sons, 2008.
Download: RussoShmueliShyamalKumar BidderActivity-revised.pdf (242.37 KB)
"Price Formation and its Dynamics in Online Auctions",
Decision Support Systems, vol. 44, pp. 641-656, 2008.
Abstract
Download: DSS 2008 Price Dynamics.pdf (674.41 KB)
"Smoothing Sparse and Unevenly-Sampled Curves using Semiparametric Mixed Models: An Application to Online Auctions",
Journal of The Royal Statistical Society, Series C (Applied Statistics), vol. 57, issue 2, pp. 127-148, 2008.
Abstract
Download: JRSSC.57.2 (2008) 127-148.pdf (1.39 MB)
"Statistical Challenges in eCommerce: Modeling Dynamic and Networked Data",
Tutorials in Operations Research: INFORMS, 2008.
Abstract
Download: INFORMS Tutorials-2008-CD-chapter03.pdf (711.96 KB)
"Statistical Methods in eCommerce Research",
Statistics in Practice: Wiley, 2008.
"Transformations for Semi-Continuous Data",
Computational Statistics & Data Analysis, vol. 52, issue 8, pp. 4000-4020, 2008.
Abstract
Download: CSDA-semiContinuousData.pdf (1.51 MB)