This study evaluates the effectiveness of AI-driven CRM models in predicting consumer purchase behavior and examines how market volatility affects predictive performance. Using transactional data from Amazon, a customer-month panel is constructed to capture both active and inactive behavioral periods. Three modeling approaches are implemented, including a tree-based model and sequential learning models, to predict next-month purchase behavior using a time-based train-test split. The results demonstrate that LightGBM achieves superior predictive performance, with an AUC of 0.92, outperforming LSTM and GRU. However, the three models exhibit a decline in classification performance under high-volatility conditions. To further interpret model behavior, SHAP analysis is conducted, revealing that both behavioral features and market volatility significantly influence predictions. In particular, volatility emerges as an important contextual factor, with effects that vary across levels of customer activity.
목차
Abstract Introduction Literature review Customer purchase behavior and CRM analytics AI-driven CRM for customer purchase prediction Market volatility and its implications for predictive modeling Methods Results Conclusion References