英文标题：
《Assessing the effect of advertising expenditures upon sales: a Bayesian
structural time series model》
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作者：
V\\\'ictor Gallego, Pablo Su\\\'arez-Garc\\\'ia, Pablo Angulo, David
G\\\'omez-Ullate
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最新提交年份：
2019
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英文摘要：
We propose a robust implementation of the Nerlove--Arrow model using a Bayesian structural time series model to explain the relationship between advertising expenditures of a country-wide fast-food franchise network with its weekly sales. Thanks to the flexibility and modularity of the model, it is well suited to generalization to other markets or situations. Its Bayesian nature facilitates incorporating \\emph{a priori} information (the manager\'s views), which can be updated with relevant data. This aspect of the model will be used to present a strategy of budget scheduling across time and channels.
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中文摘要：
我们提出了一个Nerlove-Arrow模型的稳健实现，该模型使用贝叶斯结构时间序列模型来解释全国范围的快餐连锁网络的广告支出与其每周销售额之间的关系。由于模型的灵活性和模块性，它非常适合推广到其他市场或情况。它的贝叶斯性质有助于合并先验信息（管理者的视图），这些信息可以用相关数据更新。该模型的这一方面将用于呈现跨时间和渠道的预算调度策略。
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分类信息：

一级分类：Statistics 统计学
二级分类：Machine Learning 机器学习
分类描述：Covers machine learning papers (supervised, unsupervised, semi-supervised learning, graphical models, reinforcement learning, bandits, high dimensional inference, etc.) with a statistical or theoretical grounding
覆盖机器学习论文（监督，无监督，半监督学习，图形模型，强化学习，强盗，高维推理等）与统计或理论基础
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一级分类：Economics 经济学
二级分类：Econometrics 计量经济学
分类描述：Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论，微观计量经济学，宏观计量经济学，通过新方法发现的经济关系的实证内容，统计推论应用于经济数据的方法论方面。
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一级分类：Quantitative Finance 数量金融学
二级分类：Risk Management 风险管理
分类描述：Measurement and management of financial risks in trading, banking, insurance, corporate and other applications
衡量和管理贸易、银行、保险、企业和其他应用中的金融风险
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一级分类：Statistics 统计学
二级分类：Applications 应用程序
分类描述：Biology, Education, Epidemiology, Engineering, Environmental Sciences, Medical, Physical Sciences, Quality Control, Social Sciences
生物学，教育学，流行病学，工程学，环境科学，医学，物理科学，质量控制，社会科学
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