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math.OC 1

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Estimating Price Elasticity Matrices

math.OC · 2026-04-13 · accept · novelty 6.0

Presents three methods to estimate price elasticity matrices from price and demand data by fitting a diagonal-plus-low-rank factor model via bi-convex optimization.

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  • Estimating Price Elasticity Matrices math.OC · 2026-04-13 · accept · none · ref 16

    Presents three methods to estimate price elasticity matrices from price and demand data by fitting a diagonal-plus-low-rank factor model via bi-convex optimization.