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

DOWNLOADS
Rank 34,591

SSRN RANKINGS

Top 34,591

in Total Papers Downloads

3,111

TOTAL CITATIONS
Rank 36,063

SSRN RANKINGS

Top 36,063

in Total Papers Citations

27

Scholarly Papers (10)

Actions:
Email selected abstracts
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 904 (55,996)
Citation 11

Abstract:

Loading...

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

2.

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 469 (129,790)
Citation 1

Abstract:

Loading...

3.

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 406 (153,825)
Citation 6

Abstract:

Loading...

Dynamic Pricing, Welfare Analysis, Inventory Management, Revenue Management

4.

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 359 (176,363)
Citation 2

Abstract:

Loading...

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

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 280 (230,101)
Citation 4

Abstract:

Loading...

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 186 (341,900)

Abstract:

Loading...

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 160 (390,278)
Citation 2

Abstract:

Loading...

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 127 (470,506)

Abstract:

Loading...

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

9.

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 (EPFL) and Ecole Polytechnique Federale de Lausanne - MTEI
Downloads 111 (524,977)
Citation 1

Abstract:

Loading...

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

10.

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 109 (528,485)

Abstract:

Loading...

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