Ningyuan Chen

University of Toronto at Mississauga - Department of Management

Canada

University of Toronto - Rotman School of Management

Assistant Professor

105 St. George st

Toronto, ON M5S 3E6

Canada

SCHOLARLY PAPERS

16

DOWNLOADS
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Top 16,951

in Total Papers Downloads

2,943

SSRN CITATIONS
Rank 32,480

SSRN RANKINGS

Top 32,480

in Total Papers Citations

4

CROSSREF CITATIONS

16

Scholarly Papers (16)

1.

Welfare Analysis of Dynamic Pricing

Management Science, 2018
Number of pages: 35 Posted: 30 Dec 2015 Last Revised: 12 Jul 2018
Ningyuan Chen and Guillermo Gallego
University of Toronto at Mississauga - Department of Management and Columbia University
Downloads 645 (41,519)
Citation 4

Abstract:

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Dynamic Pricing, Revenue Management, Consumers' Surplus, Social Welfare, Pareto Efficiency

2.

A Partitioning Algorithm for Markov Decision Processes with Applications to Market Microstructure

Forthcoming in Management Science
Number of pages: 44 Posted: 29 Nov 2013 Last Revised: 21 Feb 2017
Ningyuan Chen, Steven Kou and Chun Wang
University of Toronto at Mississauga - Department of Management, Boston University and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Downloads 491 (59,071)
Citation 6

Abstract:

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Markov chains, Large order execution, Electricity trading/production, Partitioning, Quadratic stochastic programming

3.

Loot Box Pricing and Design

Number of pages: 41 Posted: 05 Aug 2019
University of Toronto at Mississauga - Department of Management, Department of Industrial Engineering and Operations Research & Data Science Institute, Columbia University, University of Pittsburgh - Katz Graduate School of Business and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Downloads 476 (61,322)

Abstract:

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e-commerce, bundling, video games, loot boxes, probabilistic selling

4.

Duopoly Competition with Network Effects in Discrete Choice Models

Number of pages: 55 Posted: 29 Sep 2017 Last Revised: 03 Oct 2019
Ningyuan Chen and Ying-Ju Chen
University of Toronto at Mississauga - Department of Management and Hong Kong University of Science & Technology (HKUST) - Department of Information Systems, Business Statistics and Operations Management
Downloads 237 (134,023)
Citation 2

Abstract:

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duopoly competition, network effects, multinomial logit model, Cournot competition

5.

Boosted Nonparametric Hazards with Time-Dependent Covariates

Number of pages: 31 Posted: 28 Jan 2017 Last Revised: 20 Nov 2019
Donald Lee, Ningyuan Chen and Hemant Ishwaran
Emory University - Goizueta Business School, University of Toronto at Mississauga - Department of Management and University College London - Department of Epidemiology and Public Health
Downloads 173 (179,582)
Citation 1

Abstract:

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survival analysis; gradient boosting; functional data; step-size shrinkage; regression trees; likelihood functional; queuing transition rates; emergency departments

6.

Super-resolution Estimation of Cyclic Arrival Rates

Annals of Statistics 47:3:1754-1775 (2019)
Number of pages: 32 Posted: 28 Oct 2016 Last Revised: 01 Mar 2019
Ningyuan Chen, Donald Lee and Sahand Negahban
University of Toronto at Mississauga - Department of Management, Emory University - Goizueta Business School and Yale University
Downloads 139 (215,758)
Citation 1

Abstract:

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arrival rate estimation; spectral estimation; super-resolution frequency recovery; periodogram; window function; thresholding; nonhomogeneous Poisson process; queueing theory

7.

Does Loss Aversion Preclude Price Variation?

Forthcoming in Manufacturing & Service Operations Management
Number of pages: 35 Posted: 05 Sep 2017 Last Revised: 11 Jul 2018
Ningyuan Chen and Javad Nasiry
University of Toronto at Mississauga - Department of Management and Hong Kong University of Science & Technology (HKUST)
Downloads 118 (244,717)
Citation 1

Abstract:

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behavioral pricing, loss aversion, cyclic pricing, markdown management, retailing

8.

Can Customer Arrival Rates Be Modelled by Sine Waves?

Number of pages: 27 Posted: 01 Mar 2018 Last Revised: 29 Apr 2018
Ningyuan Chen, Donald Lee and Haipeng Shen
University of Toronto at Mississauga - Department of Management, Emory University - Goizueta Business School and The University of Hong Kong - Faculty of Business and Economics
Downloads 116 (247,819)
Citation 1

Abstract:

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arrival rate estimation; spectral estimation; nonhomogeneous Poisson process; emergency departments; call centres

9.

Impact of Network Structure on New Service Pricing

Number of pages: 47 Posted: 31 Aug 2018 Last Revised: 20 Oct 2019
Yale School of Management, University of Toronto at Mississauga - Department of Management, Yale School of Management and Yale School of Management
Downloads 109 (258,847)
Citation 1

Abstract:

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Local Network Effects, Network Externality, Service Pricing

10.

Does the Prohibition of Trade-Through Hurt Liquidity Demanders?

Number of pages: 31 Posted: 24 Jul 2017
Ningyuan Chen and Steven Kou
University of Toronto at Mississauga - Department of Management and Boston University
Downloads 82 (311,631)

Abstract:

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Optimal order execution, order routing, dynamic programming

11.

A Primal-dual Learning Algorithm for Personalized Dynamic Pricing with an Inventory Constraint

Number of pages: 53 Posted: 02 Jan 2019
Ningyuan Chen and Guillermo Gallego
University of Toronto at Mississauga - Department of Management and Columbia University
Downloads 80 (316,195)
Citation 4

Abstract:

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network revenue management, multi-armed bandit, learning and earning, dynamic pricing, online retailing

12.

Reviews and Self-selection Bias with Operational Implications

Number of pages: 50 Posted: 25 Jun 2019 Last Revised: 28 Oct 2019
Ningyuan Chen, Anran Li and Kalyan Talluri
University of Toronto at Mississauga - Department of Management, LSE and Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Downloads 77 (323,301)

Abstract:

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social learning, bounded rationality, choice probability, assortment optimization, pricing, process variability

13.

Dynamic Pricing with Money Back Guarantees

Number of pages: 47 Posted: 10 Apr 2019
Ningyuan Chen and Yan Liu
University of Toronto at Mississauga - Department of Management and School of Management, University of Science and Technology of China
Downloads 58 (375,724)

Abstract:

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Revenue Management, Dynamic Pricing, Money Back Guarantee, Product Return

14.

The Use of Binary Choice Forests to Model and Estimate Discrete Choices

Number of pages: 56 Posted: 02 Aug 2019 Last Revised: 15 Nov 2019
Ningyuan Chen, Guillermo Gallego and Zhuodong Tang
University of Toronto at Mississauga - Department of Management, Columbia University and Department of Industrial Engineering & Decision Analytics
Downloads 52 (395,268)

Abstract:

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machine learning, online retailing, discrete choice model, data driven, random forest

15.

Dealership or Marketplace: A Dynamic Comparison

Number of pages: 65 Posted: 29 Oct 2019
Ningyuan Chen, Guillermo Gallego, Pin Gao and Steven Kou
University of Toronto at Mississauga - Department of Management, Columbia University, Department of Industrial Engineering and Decision Analytics, HKUST and Boston University
Downloads 45 (420,234)

Abstract:

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dynamic pricing, business models, dynamic game, Markov perfect equilibrium, structural properties

16.

Nonparametric Pricing Analytics with Customer Covariates

Number of pages: 42 Posted: 16 May 2018 Last Revised: 17 Feb 2020
Ningyuan Chen and Guillermo Gallego
University of Toronto at Mississauga - Department of Management and Columbia University
Downloads 45 (420,234)
Citation 2

Abstract:

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multi-armed bandit, dynamic pricing, online learning, regret analysis, contextual information