Naveed Chehrazi

Washington University in St. Louis - John M. Olin Business School

One Brookings Drive

Campus Box 1133

St. Louis, MO 63130-4899

United States

  • Washington University in St. Louis - John M. Olin Business School

SCHOLARLY PAPERS

10

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2,705

SSRN CITATIONS
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Top 34,563

in Total Papers Citations

29

CROSSREF CITATIONS

2

Scholarly Papers (10)

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1.

Dynamic Valuation of Delinquent Credit-Card Accounts

Forthcoming in Management Science, 28th Australasian Finance and Banking Conference
Number of pages: 34 Posted: 21 Jun 2011 Last Revised: 28 Jul 2016
Naveed Chehrazi and Thomas A. Weber
Washington University in St. Louis - John M. Olin Business School and Ecole Polytechnique Federale de Lausanne - MTEI
Downloads 888 (52,473)
Citation 11

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Account valuation; consumer credit; collectability scoring; credit collections; GMM estimation; maximum-likelihood estimation; operational statistics; self-exciting point process

2.

Welfare Implications of Inventory-Driven Dynamic Pricing

Number of pages: 56 Posted: 06 Mar 2017 Last Revised: 04 May 2018
Ioannis Stamatopoulos, Naveed Chehrazi and Achal Bassamboo
The University of Texas at Austin, TX, USA, Washington University in St. Louis - John M. Olin Business School and Northwestern University - Department of Managerial Economics and Decision Sciences (MEDS)
Downloads 393 (145,693)
Citation 6

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Dynamic Pricing, Welfare Analysis, Inventory Management, Revenue Management

3.

Monotone Approximation of Decision Problems

Operations Research, Forthcoming
Number of pages: 35 Posted: 09 Jan 2009 Last Revised: 29 Apr 2010
Naveed Chehrazi and Thomas A. Weber
Washington University in St. Louis - John M. Olin Business School and Ecole Polytechnique Federale de Lausanne - MTEI
Downloads 345 (168,203)
Citation 2

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B-Splines, Monotone Approximation, Nonparametric/Semiparametric Methods, Robust Optimization, Sample-Sparse Environments

4.

Inventory Information Frictions Explain Price Rigidity in Perishable Groceries

Number of pages: 58 Posted: 02 Apr 2021 Last Revised: 03 Apr 2024
Naveed Chehrazi, Robert Evan Sanders and Ioannis Stamatopoulos
Washington University in St. Louis - John M. Olin Business School, University of California, San Diego (UCSD) - Rady School of Management and The University of Texas at Austin, TX, USA
Downloads 341 (170,307)
Citation 1

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5.

Dynamic Credit-Collections Optimization

Management Science, Forthcoming
Number of pages: 45 Posted: 14 Apr 2015 Last Revised: 27 Feb 2018
Naveed Chehrazi, Peter Glynn and Thomas A. Weber
Washington University in St. Louis - John M. Olin Business School, Stanford University and Ecole Polytechnique Federale de Lausanne - MTEI
Downloads 270 (217,566)
Citation 4

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account valuation, consumer credit, credit collections, impulse control, self-exciting point process, stochastic optimization

6.

Impacts of Inventory Record Inaccuracy on Retailers’ Internal Operations

Number of pages: 40 Posted: 20 Jul 2020
Naveed Chehrazi
Washington University in St. Louis - John M. Olin Business School
Downloads 156 (361,029)

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optimal control; retail operations, inventory management, Bayesian dynamics, hidden Markov jump process, pure death process

7.

Dynamics of Drug Resistance: Optimal Control of an Infectious Disease

Number of pages: 47 Posted: 06 Mar 2017 Last Revised: 06 Feb 2019
Naveed Chehrazi, Lauren Cipriano and Eva Enns
Washington University in St. Louis - John M. Olin Business School, Ivey Business School and University of Minnesota - Minneapolis
Downloads 151 (370,780)
Citation 2

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optimal control, antimicrobial resistance, health care management, infectious disease models, dynamic health policy

8.

Inventory Systems with Record Inaccuracy: Transaction Errors vs Unobservable Loss

Number of pages: 44 Posted: 19 Jul 2023
Naveed Chehrazi
Washington University in St. Louis - John M. Olin Business School
Downloads 69 (631,592)

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retail operations; inventory management; Bayesian dynamics; optimal control; curse of dimensionality; hidden Markov jump process; dynamic filtration

9.

Exact Characterization of the Jointly Optimal Restocking and Auditing Policy in Inventory Systems with Record Inaccuracy

Mathematics of Operations Research
Number of pages: 77 Posted: 23 Oct 2022 Last Revised: 05 Apr 2024
Naveed Chehrazi
Washington University in St. Louis - John M. Olin Business School
Downloads 65 (651,515)

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sign-regular kernels, optimal control; retail operations; inventory management; Bayesian dynamics; hidden Markov jump process; pure death process.

10.

Optimal Recovery of Unsecured Debt via Interpretable Reinforcement Learning

Machine Learning with Applications, Volume 8, 15 June 2022, 100280
Number of pages: 9 Posted: 29 Apr 2022
Michael Mark, Naveed Chehrazi, Huanxi Liu and Thomas A. Weber
EDHEC Business School - Scientific Portfolio, Washington University in St. Louis - John M. Olin Business School, École Polytechnique Fédérale de Lausanne and Ecole Polytechnique Federale de Lausanne - MTEI
Downloads 27 (912,894)
Citation 1

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Reinforcement learning, interpretable machine learning, deterministic policy gradient, monotonicity constrained learning, debt recovery, control of Hawkes processes