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

18

DOWNLOADS
Rank 15,273

SSRN RANKINGS

Top 15,273

in Total Papers Downloads

3,463

SSRN CITATIONS
Rank 32,116

SSRN RANKINGS

Top 32,116

in Total Papers Citations

7

CROSSREF CITATIONS

16

Scholarly Papers (18)

1.

Loot Box Pricing and Design

Number of pages: 49 Posted: 05 Aug 2019 Last Revised: 15 Jun 2020
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 669 (41,974)
Citation 1

Abstract:

Loading...

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 665 (42,309)
Citation 3

Abstract:

Loading...

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 498 (61,364)
Citation 6

Abstract:

Loading...

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

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 252 (133,432)
Citation 2

Abstract:

Loading...

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

5.

Boosted Nonparametric Hazards with Time-Dependent Covariates

Number of pages: 33 Posted: 28 Jan 2017 Last Revised: 29 Jun 2020
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 184 (179,900)
Citation 1

Abstract:

Loading...

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

6.

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 151 (212,110)
Citation 1

Abstract:

Loading...

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

7.

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 140 (225,443)
Citation 1

Abstract:

Loading...

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

8.

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 123 (249,278)
Citation 1

Abstract:

Loading...

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

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 119 (255,572)
Citation 1

Abstract:

Loading...

Local Network Effects, Network Externality, Service Pricing

10.

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 Imperial College Business School
Downloads 113 (266,862)

Abstract:

Loading...

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

11.

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, HKUST and Department of Industrial Engineering & Decision Analytics
Downloads 105 (279,163)

Abstract:

Loading...

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

12.

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 HKUST
Downloads 100 (288,564)
Citation 7

Abstract:

Loading...

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

13.

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 87 (315,387)

Abstract:

Loading...

Optimal order execution, order routing, dynamic programming

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, Department of Industrial Engineering and Decision Analytics, HKUST and Boston University
Downloads 85 (319,947)

Abstract:

Loading...

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

15.

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 72 (352,402)

Abstract:

Loading...

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

16.

A Sequential Recommendation and Selection Model

Number of pages: 47 Posted: 17 Sep 2019 Last Revised: 03 Apr 2020
Ningyuan Chen, Guillermo Gallego, Pin Gao and Anran Li
University of Toronto at Mississauga - Department of Management, HKUST, Department of Industrial Engineering and Decision Analytics, HKUST and LSE
Downloads 50 (421,555)

Abstract:

Loading...

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

17.

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 49 (425,253)
Citation 2

Abstract:

Loading...

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

18.

Adaptive Seamless Dose-Finding Trials

Number of pages: 37
Ningyuan Chen and Amin Khademi
University of Toronto at Mississauga - Department of Management and affiliation not provided to SSRN
Downloads 1

Abstract:

Loading...

Dose-finding, joint efficacy and toxicity, continuum-armed bandit, dose escalation, upper confidence bound