摘要
为了刻画网上拍卖中竞标者的到达过程,根据网上拍卖存在末尾抢标效应的特点,建立了竞标者到达的非齐次泊松过程.同时在最高出价者赢标概率模型的基础上建立了卖家期望收益模型,分别在卖家不设置保留价和设置了公开保留价的情况下,提出最优拍卖时长定理.应用这一模型,通过对阿里拍卖上奢侈品女包拍卖数据的实证研究,结果表明:理论的最优拍卖时长比实际拍卖时长更短,卖家是否设置保留价对最优拍卖时长有影响,为阿里拍卖机制设计提供了新思路.
In order to describe the arrival process of bidders in online auctions,according to the characteristics of the end auction effect in online auctions,the non-homogeneous Poisson process of bidders is established.At the same time,based on the highest bidder winning probability model,the seller's expected return model is established.Ra proposes the optimal auction duration theorem when the seller does not set the reserve price and sets the public reserve price.Applying this model,through the empirical research on the auction data of luxury handbags in Ali auction,the results show that the optimal auction time of the theory is shorter than the actual auction time,and whether the seller sets the reserve price has an impact on the optimal auction time.The study of the auction time provides a new idea for the design of the Ali auction mechanism.
作者
陈绍刚
郑玉
CHEN Shao-gang;ZHENG Yu(School of Mathematics,University of Electronic Science and Technology of China,Chengdu 611731,China)
出处
《数学的实践与认识》
北大核心
2020年第22期142-152,共11页
Mathematics in Practice and Theory
基金
四川省软科学项目:互联网环境下招标拍卖机制设计和最优决策研究(2019JDR0014)。
关键词
阿里拍卖
拍卖时长
非齐次泊松过程
保留价
期望收益
ali auction
auction duration
non・homogeneous poisson process
reserve price
expected benefit
