richardli / eBayPaper

Codes for Forecasting Online Auctions via Self‐Exciting Point Processes (2014)

eBayPaper

• Paper:

  Chan, N. H., Li, Z. R., & Yau, C. Y. (2014). Forecasting Online Auctions via Self‐Exciting Point Processes. Journal of Forecasting, 33(7), 501-514.

• File Structure:

  • DataPreparation -> BetaFitting -> PriceProcess -> Regression -> MAPE, MAPEtoend, SpatialPLOT
  • DataPreparation -> FDA_Spline -> FDA_Spline_toend

Note: the R codes were written in my undergraduate days, and may contain mistakes and (very) inefficient implementations. Be aware!

Note 2: Also the directory names need to be changed before running any codes...