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

  • University of Toronto at Mississauga - Department of Management

  • University of Toronto - Rotman School of Management

SCHOLARLY PAPERS

20

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SSRN CITATIONS
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Top 22,166

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26

CROSSREF CITATIONS

18

Scholarly Papers (20)

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1.

Loot Box Pricing and Design

Number of pages: 49 Posted: 05 Aug 2019 Last Revised: 07 Apr 2021
Ningyuan Chen, Adam N. Elmachtoub, Michael Hamilton and Xiao Lei
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 1,267 (18,940)
Citation 1

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

2.

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 HKUST
Downloads 693 (44,673)
Citation 4

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

3.

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: 16 May 2020
Ningyuan Chen, Steven Kou and Chun Wang
University of Toronto at Mississauga - Department of Management, Boston University and Tsinghua University, School of Economics and Management
Downloads 513 (65,649)
Citation 7

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

4.

Duopoly Competition with Network Effects in Discrete Choice Models

Operations Research
Number of pages: 90 Posted: 29 Sep 2017 Last Revised: 27 Aug 2020
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 348 (103,801)
Citation 3

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

5.

Capacitated SIR Model with an Application to COVID-19

Number of pages: 34 Posted: 22 Sep 2020 Last Revised: 20 Oct 2020
Ningyuan Chen, Ming Hu and Chaoyu Zhang
University of Toronto at Mississauga - Department of Management, University of Toronto - Rotman School of Management and University of Toronto - Rotman School of Management
Downloads 236 (155,615)
Citation 1

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COVID-19, testing capacity, compartmental model, SIR, structural result

6.

Boosted Nonparametric Hazards with Time-Dependent Covariates

Annals of Statistics (forthcoming)
Number of pages: 33 Posted: 28 Jan 2017 Last Revised: 07 Oct 2020
Donald Lee, Ningyuan Chen and Hemant Ishwaran
Emory University - Goizueta Business SchoolEmory University - Dept of Biostatistics & Bioinformatics, University of Toronto at Mississauga - Department of Management and University College London - Department of Epidemiology and Public Health
Downloads 192 (188,857)
Citation 1

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

7.

Reviews and Self-selection Bias with Operational Implications

Forthcoming in Management Science
Number of pages: 40 Posted: 25 Jun 2019 Last Revised: 31 Aug 2020
Ningyuan Chen, Anran Li and Kalyan Talluri
University of Toronto at Mississauga - Department of Management, LSE and Imperial College Business School
Downloads 189 (191,635)
Citation 2

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

8.

Can customer arrival rates be modelled by sine waves? Improving service operations with queuing data analytics

Number of pages: 28 Posted: 01 Mar 2018 Last Revised: 16 Jan 2021
Ningyuan Chen, Ragip Gurlek, Donald Lee and Haipeng Shen
University of Toronto at Mississauga - Department of Management, Emory University - Goizueta Business School, Emory University - Goizueta Business SchoolEmory University - Dept of Biostatistics & Bioinformatics and The University of Hong Kong - Faculty of Business and Economics
Downloads 180 (200,011)
Citation 4

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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: 56 Posted: 31 Aug 2018 Last Revised: 18 Jan 2021
Saed Alizamir, Ningyuan Chen, Sang-Hyun Kim and Vahideh Manshadi
Yale School of Management, University of Toronto at Mississauga - Department of Management, Yale School of Management and Yale School of Management
Downloads 172 (209,138)
Citation 1

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Local Network Effects, Network Externality, Service Pricing

10.

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

Number of pages: 85 Posted: 02 Aug 2019 Last Revised: 03 Apr 2021
Ningyuan Chen, Guillermo Gallego and Zhuodong Tang
University of Toronto at Mississauga - Department of Management, HKUST and Department of Industrial Engineering & Decision Analytics
Downloads 163 (217,716)
Citation 3

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

11.

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 SchoolEmory University - Dept of Biostatistics & Bioinformatics and Yale University
Downloads 142 (244,033)
Citation 1

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

12.

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

Number of pages: 41 Posted: 02 Jan 2019 Last Revised: 10 Nov 2020
Ningyuan Chen and Guillermo Gallego
University of Toronto at Mississauga - Department of Management and HKUST
Downloads 138 (249,768)
Citation 10

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

13.

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 McGill University
Downloads 125 (269,250)
Citation 3

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

14.

Dealership or Marketplace: A Dynamic Comparison

Number of pages: 64 Posted: 29 Oct 2019 Last Revised: 06 Apr 2020
Ningyuan Chen, Guillermo Gallego, Pin Gao and Steven Kou
University of Toronto at Mississauga - Department of Management, HKUST, School of Data Science, The Chinese University of Hong Kong, Shenzhen and Boston University
Downloads 122 (274,209)
Citation 3

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

15.

Does the Prohibition of Trade-Through Hurt Liquidity Demanders?

Number of pages: 56 Posted: 24 Jul 2017 Last Revised: 14 Aug 2020
Ningyuan Chen, Pin Gao and Steven Kou
University of Toronto at Mississauga - Department of Management, School of Data Science, The Chinese University of Hong Kong, Shenzhen and Boston University
Downloads 113 (289,552)

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Optimal order execution, order routing, dynamic programming

16.

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 93 (329,859)
Citation 1

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

17.

Model-Free Assortment Pricing with Transaction Data

Number of pages: 37 Posted: 18 Feb 2021
Ningyuan Chen, Andre Augusto Cire, Ming Hu and Saman Lagzi
University of Toronto at Mississauga - Department of Management, University of Toronto at Scarborough - Division of Management, University of Toronto - Rotman School of Management and University of Toronto - Rotman School of Management
Downloads 68 (395,805)
Citation 1

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data-driven, incentive-compatible, robust optimization, product pricing; small data

18.

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 HKUST
Downloads 57 (432,469)
Citation 6

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

19.

Adaptive Seamless Dose-Finding Trials

Number of pages: 37 Posted: 22 Aug 2020
Ningyuan Chen and Amin Khademi
University of Toronto at Mississauga - Department of Management and affiliation not provided to SSRN
Downloads 32 (540,303)

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Dose-Finding, Joint Efficacy and Toxicity, Continuum-Armed Bandit, Dose Escalation, Upper Confidence Bound

20.

A Sequential Recommendation and Selection Model

Posted: 17 Sep 2019 Last Revised: 23 Oct 2020
Ningyuan Chen, Guillermo Gallego, Pin Gao and Anran Li
University of Toronto at Mississauga - Department of Management, HKUST, School of Data Science, The Chinese University of Hong Kong, Shenzhen and LSE

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Satisficing Choice Rule, Patience Levels, Sequential Recommendations, Sequential Selections