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Hawkes Processes in Marketing
Hawkes Processes in Marketing
상세정보
- 자료유형
- 학위논문 서양
- 최종처리일시
- 20260202103004
- ISBN
- 9798280756533
- DDC
- 000
- 서명/저자
- Hawkes Processes in Marketing
- 발행사항
- [Sl] : University of Pennsylvania, 2025
- 발행사항
- Ann Arbor : ProQuest Dissertations & Theses, 2025
- 형태사항
- 152 p
- 주기사항
- Source: Dissertations Abstracts International, Volume: 86-12, Section: B.
- 주기사항
- Advisor: Fader, Peter S.;Van den Bulte, Christophe.
- 학위논문주기
- Thesis (Ph.D.)--University of Pennsylvania, 2025.
- 초록/해제
- 요약This dissertation offers a detailed investigation of the use of univariate Hawkes processes to model consumer behavior in digital marketing applications. Datapoints in these contexts alternate long periods of sparsity and short bursts of intense activity, presenting many challenges for traditional models. Hawkes processes, meanwhile, provide a flexible framework to capture complex dynamics of dormancy and momentum buildup, but require both adaptation and innovation to appropriately describe consumer data. This dissertation elaborates on their properties, connects them to models in the extant literature, develops new parametric forms, and benchmarks their use in both simulation studies and empirical applications. Special attention is given to empirical estimation under strict privacy laws, a novel and pressing use-case. The model is then extended to the derivation of optimal advertising policies under various market conditions. Ad delivery scheduling, dynamic bidding, and constrained bidding problems are studied analytically, in simulation, and empirically. Once more, special attention is given to the positive and negative impacts of privacy laws for both consumers and advertisers. This work highlights the empirical and theoretical advantages of Hawkes processes as models of dynamic human behavior, as well as both the costs and benefits of emerging privacy policies.
- 키워드
- Privacy laws
- 기타저자
- University of Pennsylvania Marketing
- 기본자료저록
- Dissertations Abstracts International. 86-12B.
- 전자적 위치 및 접속
- 로그인 후 원문을 볼 수 있습니다.
MARC
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■020 ▼a9798280756533
■035 ▼a(MiAaPQ)AAI31840619
■040 ▼aMiAaPQ▼cMiAaPQ
■0820 ▼a000
■1001 ▼aLaurino dos Santos, Henrique.
■24510▼aHawkes Processes in Marketing
■260 ▼a[Sl]▼bUniversity of Pennsylvania▼c2025
■260 1▼aAnn Arbor▼bProQuest Dissertations & Theses▼c2025
■300 ▼a152 p
■500 ▼aSource: Dissertations Abstracts International, Volume: 86-12, Section: B.
■500 ▼aAdvisor: Fader, Peter S.;Van den Bulte, Christophe.
■5021 ▼aThesis (Ph.D.)--University of Pennsylvania, 2025.
■520 ▼aThis dissertation offers a detailed investigation of the use of univariate Hawkes processes to model consumer behavior in digital marketing applications. Datapoints in these contexts alternate long periods of sparsity and short bursts of intense activity, presenting many challenges for traditional models. Hawkes processes, meanwhile, provide a flexible framework to capture complex dynamics of dormancy and momentum buildup, but require both adaptation and innovation to appropriately describe consumer data. This dissertation elaborates on their properties, connects them to models in the extant literature, develops new parametric forms, and benchmarks their use in both simulation studies and empirical applications. Special attention is given to empirical estimation under strict privacy laws, a novel and pressing use-case. The model is then extended to the derivation of optimal advertising policies under various market conditions. Ad delivery scheduling, dynamic bidding, and constrained bidding problems are studied analytically, in simulation, and empirically. Once more, special attention is given to the positive and negative impacts of privacy laws for both consumers and advertisers. This work highlights the empirical and theoretical advantages of Hawkes processes as models of dynamic human behavior, as well as both the costs and benefits of emerging privacy policies.
■590 ▼aSchool code: 0175.
■653 ▼aAdvertising policies
■653 ▼aPrivacy laws
■653 ▼aStochastic processes
■653 ▼aConsumer behavior
■653 ▼aDigital marketing
■690 ▼a0338
■690 ▼a0796
■690 ▼a0454
■690 ▼a0501
■690 ▼a0703
■71020▼aUniversity of Pennsylvania▼bMarketing.
■7730 ▼tDissertations Abstracts International▼g86-12B.
■790 ▼a0175
■791 ▼aPh.D.
■792 ▼a2025
■793 ▼aEnglish
■85640▼uhttp://www.riss.kr/pdu/ddodLink.do?id=T17356617▼nKERIS▼z이 자료의 원문은 한국교육학술정보원에서 제공합니다.
