Pricing Engine: Estimating Causal Impacts in Real World Business Settings

 0 Người đánh giá. Xếp hạng trung bình 0

Tác giả: Matt Goldman, Brian Quistorff

Ngôn ngữ: eng

Ký hiệu phân loại: 338.14 Factors affecting production

Thông tin xuất bản: 2018

Mô tả vật lý:

Bộ sưu tập: Metadata

ID: 161992

Comment: 8 pages, 1 figureWe introduce the Pricing Engine package to enable the use of Double ML estimation techniques in general panel data settings. Customization allows the user to specify first-stage models, first-stage featurization, second stage treatment selection and second stage causal-modeling. We also introduce a DynamicDML class that allows the user to generate dynamic treatment-aware forecasts at a range of leads and to understand how the forecasts will vary as a function of causally estimated treatment parameters. The Pricing Engine is built on Python 3.5 and can be run on an Azure ML Workbench environment with the addition of only a few Python packages. This note provides high-level discussion of the Double ML method, describes the packages intended use and includes an example Jupyter notebook demonstrating application to some publicly available data. Installation of the package and additional technical documentation is available at $\href{https://github.com/bquistorff/pricingengine}{github.com/bquistorff/pricingengine}$.
Tạo bộ sưu tập với mã QR

THƯ VIỆN - TRƯỜNG ĐẠI HỌC CÔNG NGHỆ TP.HCM

ĐT: (028) 36225755 | Email: tt.thuvien@hutech.edu.vn

Copyright @2024 THƯ VIỆN HUTECH