{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/pricing-engine-estimating-causal-impacts-in","title":"Pricing Engine: Estimating Causal Impacts in Real World Business Settings","arxiv_id":"1806.03285","date":"2018-06-08","proceeding":null,"authors":["Matt Goldman","Brian Quistorff"],"abstract":"We introduce the Pricing Engine package to enable the use of Double ML\nestimation techniques in general panel data settings. Customization allows the\nuser to specify first-stage models, first-stage featurization, second stage\ntreatment selection and second stage causal-modeling. We also introduce a\nDynamicDML class that allows the user to generate dynamic treatment-aware\nforecasts at a range of leads and to understand how the forecasts will vary as\na function of causally estimated treatment parameters. The Pricing Engine is\nbuilt on Python 3.5 and can be run on an Azure ML Workbench environment with\nthe addition of only a few Python packages. This note provides high-level\ndiscussion of the Double ML method, describes the packages intended use and\nincludes an example Jupyter notebook demonstrating application to some publicly\navailable data. Installation of the package and additional technical\ndocumentation is available at\n$\\href{https://github.com/bquistorff/pricingengine}{github.com/bquistorff/pricingengine}$.","url_abs":"http://arxiv.org/abs/1806.03285v2","url_pdf":"http://arxiv.org/pdf/1806.03285v2.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"pricing-engine-estimating-causal-impacts-in","repo_url":"https://github.com/bquistorff/pricingengine","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":0,"framework":"none","reach":null}],"tasks":[],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}