We combine convolutional neural network (CNN) and gated recurrent unit (GRU) to form a new structure and embed it as a base layer in the autoencoder (AE) framework to efficiently extract features from financial time series data. To better utilize the hierarchical features, skip connection is...

This study examines how the structure of distribution channels may influence firms’ quality and price strategies and how they may in turn affect consumer welfare. It treats product quality as a decision variable so that the degree of product substitution becomes endogenous rather than...

This paper examines the use of linear-pricing contracts as well as price-commitment policies in dynamic contracting of multiple-period, finite-time horizons. Two specific forms of price commitment are considered: one on the part of the retailer through retail-fixed-markup contracts and one on...

The consumption of digital content products (e.g., video games and live streaming) is often associated with multi-faceted, dynamically interacting consumer behavior that is subject to influence from pertinent external events. Inspired by these characteristics, we develop a novel attention-based...