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研究生(外文):Chien-Wei Lin
論文名稱(外文):Time-series Based Dynamic Pricing Strategy in Procurement Auction
指導教授(外文):Po-Chang KoPing-Chen Lin
外文關鍵詞:Procurement auctionPricingCombinatorial auction
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網路的無遠弗屆,使得拍賣的活動比起以往更能串連廣大的市場,讓價格的競爭更為激烈、更能接近市場價值,讓買賣雙方都能獲得最大的效益。採購拍賣提供了一個很好的方式能讓買家以較低的價格向賣家購買所需之用品,受到網路的影響,採購拍賣也在政府或企業的採購上扮演了越來越重要的角色,然而對於採購的賣家而言卻有可能發生風險暴露問題(Exposure problem)。在密封式競價的拍賣(Sealed bid procurement auction)當中,賣家可能會因為買家的預算不足或者買家使用分開授予的採購方式,使得賣家無法預期得標的商品數量,而固定成本的分攤與商品價格的計算,必須依據已知的商品數量,這使得賣家最後即使得標,也可能會發生損失。過去已有研究提出考慮固定成本的訂價方式,來協助賣家計算商品的價格來避免風險暴露問題所造成的損失,但這些相關研究僅考慮一個時間點之下,以一筆訂單來分攤所有固定成本,因此,本研究提出一個以時間序列為基礎的動態訂價模型,來考慮一段時間,將固定成本分攤至所有可能收到的訂單當中,來計算價格,這樣的訂價方式較符合實際情況所需,也較為合理,最後以模擬資料的方式來驗證模型的可行性。
Due to auction brought to the Internet and evolved into on-line auction, the auction behaviors become much more important today. In addition, the buyer and seller could maximize their benefit if the bid prices are closer to the final equilibrium price with price competition. Hence, the public procurement auction plays an increasingly import role in government and corporate procurement. However, the sellers are still unable to predict real orders with insufficient buyer’s budget or split-award procurement. It means that the bid seller could loss, because the evaluation of fixed costs and prices of merchandise are based on the real number of orders. Although the pricing merchandise based on fixed cost to avoid the exposure problem is widely proposed in the past, most of them are focus the pricing problem on only one time slice. It is not reasonable in the real case because the pricing of fixed cost would be evaluated in a time period, such as month, year. In this paper, a time-series based dynamic pricing model is introduced to evaluate fixed costs of merchandises. It provides a more realistic and reasonable approach to evaluate real fixed cost in different merchandise and avoid exposure problem simultaneously. Finally, the experimental results show the feasibility of this model.
摘要 i
Abstract ii
目錄 iii
圖目錄 v
表目錄 vi
第一章 緒論 1
第二章 文獻探討 4
2.1 拍賣理論 4
2.1.1 拍賣的類型 5
2.1.2 採購拍賣 8
2.1.3 分開授予的採購拍賣 9
2.1.4 組合拍賣 12
2.1.5 風險暴露問題 13
2.2 訂價策略 15
2.2.1 有限組合的訂價 15
2.2.2 最大化訂價變動次數 15
2.2.3 漲價、降價及促銷價 15
2.2.4 商品間的訂價限制 16
2.2.5 以成本為基礎的訂價 17
2.3 時間序列 17
2.3.1 長期趨勢 18
2.3.2 季節變動 18
2.3.3 循環變動 18
2.3.4 不規則變動 18
2.3.5 時間序列的預測 19
2.4 多品項拍賣的訂價 19
2.4.1 最小可接受訂購量 20
2.4.2 訂價折扣 21
2.4.3 固定價格及動態獲利率 22
第三章 研究模型 24
3.1 研究架構 24
3.2 訂單滿足率 25
3.3 動態訂價模型 28
3.3.1 訂價方式 29
3.3.2 獲利率的計算 30
第四章 實驗結果 33
4.1 實驗設計 33
4.2 實驗環境 34
4.3 實驗的結果與分析 34
4.3.1 交易機率分配對獲利率的影響 34
4.3.2 各變數對獲利率的影響 40
4.3.3 多品項的訂價及獲利率 42
第五章 結論 48
參考文獻 50
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