Together with one of the worlds largest financial institutions we are setting up a trial to dynamically determine price elasticity. Here we are actually deploying Streampy (which we temporarily took in-house / private on github; however we are planning a new open release soon), regularized (ridge) logistic regression, and Bootstrap Thompson Sampling to balance exploration and exploitation. We are quite excited to have this running in a live environment after doing all the simulation work!
Computational Personalization