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arXiv 提交日期: 2026-03-02
📄 Abstract - Neural Demand Estimation with Habit Formation and Rationality Constraints

We develop a flexible neural demand system for continuous budget allocation that estimates budget shares on the simplex by minimizing KL divergence. Shares are produced via a softmax of a state-dependent preference scorer and disciplined with regularity penalties (monotonicity, Slutsky symmetry) to support coherent comparative statics and welfare without imposing a parametric utility form. State dependence enters through a habit stock defined as an exponentially weighted moving average of past consumption. Simulations recover elasticities and welfare accurately and show sizable gains when habit formation is present. In our empirical application using Dominick's analgesics data, adding habit reduces out-of-sample error by c.33%, reshapes substitution patterns, and increases CV losses from a 10% ibuprofen price rise by about 15-16% relative to a static model. The code is available at this https URL .

顶级标签: machine learning model training model evaluation
详细标签: demand estimation neural networks habit formation welfare analysis consumer behavior 或 搜索:

基于习惯形成与理性约束的神经需求估计 / Neural Demand Estimation with Habit Formation and Rationality Constraints


1️⃣ 一句话总结

这篇论文开发了一种新的需求预测模型,它利用神经网络来模拟消费者在预算分配中如何受过去消费习惯的影响,并通过引入理性经济约束,使得模型在预测商品需求变化和评估价格政策带来的福利影响时,比传统静态模型更准确、更符合现实。

源自 arXiv: 2603.02331