Ningyuan Chen

Hong Kong University of Science & Technology (HKUST) - Department of Industrial and Engineering and Logistics Management

Clear Water Bay

Kowloon

Hong Kong

SCHOLARLY PAPERS

13

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CITATIONS
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13

Scholarly Papers (13)

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
Hong Kong University of Science & Technology (HKUST) - Department of Industrial and Engineering and Logistics Management and Columbia University
Downloads 613 (42,023)
Citation 3

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
Hong Kong University of Science & Technology (HKUST) - Department of Industrial and Engineering and Logistics Management, Boston University and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Downloads 477 (58,009)
Citation 5

Abstract:

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

3.

Duopoly Competition with Network Effects in Discrete Choice Models

Number of pages: 55 Posted: 29 Sep 2017 Last Revised: 16 Jul 2018
Ningyuan Chen and Ying-Ju Chen
Hong Kong University of Science & Technology (HKUST) - Department of Industrial and Engineering and Logistics Management and Hong Kong University of Science & Technology (HKUST) - Department of Information Systems, Business Statistics and Operations Management
Downloads 208 (144,471)
Citation 1

Abstract:

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

4.

Boosted Nonparametric Hazards with Time-Dependent Covariates

Number of pages: 29 Posted: 28 Jan 2017 Last Revised: 25 Jun 2019
Donald Lee, Ningyuan Chen and Hemant Ishwaran
Emory University - Goizueta Business School, Hong Kong University of Science & Technology (HKUST) - Department of Industrial and Engineering and Logistics Management and University of Miami - Department of Epidemiology and Public Health
Downloads 158 (184,799)

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

5.

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
Hong Kong University of Science & Technology (HKUST) - Department of Industrial and Engineering and Logistics Management, Emory University - Goizueta Business School and Yale University
Downloads 137 (207,702)
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

6.

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
Hong Kong University of Science & Technology (HKUST) - Department of Industrial and Engineering and Logistics Management and Hong Kong University of Science & Technology (HKUST)
Downloads 107 (249,917)
Citation 1

Abstract:

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

7.

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
Hong Kong University of Science & Technology (HKUST) - Department of Industrial and Engineering and Logistics Management, Emory University - Goizueta Business School and The University of Hong Kong - Faculty of Business and Economics
Downloads 93 (274,459)
Citation 1

Abstract:

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

8.

Impact of Network Structure on New Service Pricing

Number of pages: 49 Posted: 31 Aug 2018
Yale School of Management, Hong Kong University of Science & Technology (HKUST) - Department of Industrial and Engineering and Logistics Management, Yale School of Management and Yale School of Management
Downloads 82 (296,818)
Citation 1

Abstract:

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Local Network Effects, Network Externality, Service Pricing

9.

Does the Prohibition of Trade-Through Hurt Liquidity Demanders?

Number of pages: 31 Posted: 24 Jul 2017
Ningyuan Chen and Steven Kou
Hong Kong University of Science & Technology (HKUST) - Department of Industrial and Engineering and Logistics Management and Boston University
Downloads 72 (320,094)

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Optimal order execution, order routing, dynamic programming

10.

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
Hong Kong University of Science & Technology (HKUST) - Department of Industrial and Engineering and Logistics Management and Columbia University
Downloads 58 (357,968)
Citation 1

Abstract:

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

11.

Nonparametric Learning and Optimization with Covariates

Number of pages: 41 Posted: 16 May 2018
Ningyuan Chen and Guillermo Gallego
Hong Kong University of Science & Technology (HKUST) - Department of Industrial and Engineering and Logistics Management and Columbia University
Downloads 39 (422,750)

Abstract:

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Multi-Armed Bandit, Dynamic Pricing, Learning, Regret Analysis

12.

Dynamic Pricing with Money Back Guarantees

Number of pages: 47 Posted: 10 Apr 2019
Ningyuan Chen and Yan Liu
Hong Kong University of Science & Technology (HKUST) - Department of Industrial and Engineering and Logistics Management and School of Management, University of Science and Technology of China
Downloads 38 (426,887)

Abstract:

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

13.

Reviews, Biases and Six-sigma

Number of pages: 49 Posted: 25 Jun 2019
Ningyuan Chen, Anran Li and Kalyan Talluri
Hong Kong University of Science & Technology (HKUST) - Department of Industrial and Engineering and Logistics Management, Independent and Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Downloads 19 (520,669)

Abstract:

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