N. Bora Keskin

Duke University - Fuqua School of Business

Associate Professor

100 Fuqua Drive

Durham, NC 27708-0120

United States

http://faculty.fuqua.duke.edu/~nk145/

SCHOLARLY PAPERS

22

DOWNLOADS

14,179

SSRN CITATIONS

251

CROSSREF CITATIONS

55

Scholarly Papers (22)

1.

Personalized Dynamic Pricing with Machine Learning: High Dimensional Features and Heterogeneous Elasticity

Management Science, Vol. 67, No. 9, September 2021, pp. 5549-5568
Number of pages: 53 Posted: 25 May 2017 Last Revised: 16 Sep 2021
Gah‐Yi Ban and N. Bora Keskin
Imperial College Business School and Duke University - Fuqua School of Business
Downloads 3,858 (5,124)
Citation 55

Abstract:

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dynamic pricing, demand learning, demand uncertainty, regret analysis, lasso, machine learning

2.

The Blockchain Newsvendor: Value of Freshness Transparency and Smart Contracts

Number of pages: 65 Posted: 03 Sep 2021 Last Revised: 28 Nov 2023
Duke University - Fuqua School of Business, Duke University - Fuqua School of Business and Duke University - Fuqua School of Business
Downloads 1,153 (33,834)
Citation 6

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Blockchain, supply chain transparency, freshness, newsvendor, smart contracts, dual sourcing, Internet of Things, price differentiation.

3.

Dynamic Pricing with Demand Learning and Reference Effects

Management Science, forthcoming
Number of pages: 76 Posted: 29 Dec 2017 Last Revised: 16 Sep 2021
Arnoud V. den Boer and N. Bora Keskin
University of Amsterdam - Korteweg-de Vries Institute for Mathematics and Duke University - Fuqua School of Business
Downloads 894 (48,454)
Citation 4

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reference-price effect, dynamic pricing, sequential estimation, learning and earning

4.

Data-driven Dynamic Pricing and Ordering with Perishable Inventory in a Changing Environment

Management Science, forthcoming
Number of pages: 54 Posted: 18 Jun 2019 Last Revised: 10 Jun 2021
Duke University - Fuqua School of Business, Johns Hopkins University - Carey Business School and Duke University - Fuqua School of Business
Downloads 828 (53,876)
Citation 21

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dynamic pricing, inventory control, perishable inventory, nonstationary environment, data-driven analysis, estimation, exploration-exploitation

5.

Data-driven Clustering and Feature-based Retail Electricity Pricing with Smart Meters

Number of pages: 66 Posted: 22 Oct 2020 Last Revised: 03 Dec 2023
N. Bora Keskin, Yuexing Li and Nur Sunar
Duke University - Fuqua School of Business, Johns Hopkins University - Carey Business School and University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School
Downloads 704 (66,810)
Citation 6

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spectral clustering, feature-based dynamic pricing, data-driven analysis, retail electricity, smart meter, lasso regularization, exploration-exploitation

6.

Competition Between Two-Sided Platforms Under Demand and Supply Congestion Effects

Forthcoming in Manufacturing & Service Operations Management
Number of pages: 42 Posted: 08 Oct 2018 Last Revised: 29 Jan 2020
Fernando Bernstein, Gregory DeCroix and N. Bora Keskin
Duke University, Wisconsin School of Business and Duke University - Fuqua School of Business
Downloads 640 (75,412)
Citation 16

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Sharing Economy, Two-Sided Platforms, Competition, Congestion Effects, Ride-Sharing

7.

The Nonstationary Newsvendor: Data-Driven Nonparametric Learning

Number of pages: 40 Posted: 15 Jun 2021 Last Revised: 15 Jun 2023
N. Bora Keskin, Xu Min and Jing-Sheng Jeannette Song
Duke University - Fuqua School of Business, Tsinghua University - Tsinghua University School of Economics and Management and Duke University - Fuqua School of Business
Downloads 637 (75,838)
Citation 4

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newsvendor, nonstationary demand learning, nonparametric estimation, inventory management, optimal staffing

8.

Dynamic Pricing with an Unknown Demand Model: Asymptotically Optimal Semi-Myopic Policies

Operations Research, Vol. 62, No. 5, September-October 2014, pp. 1142-1167, Columbia Business School Research Paper No. 14-30
Number of pages: 52 Posted: 03 Feb 2014 Last Revised: 01 Oct 2018
N. Bora Keskin and Assaf Zeevi
Duke University - Fuqua School of Business and Columbia University - Columbia Business School, Decision Risk and Operations
Downloads 636 (76,015)
Citation 130

Abstract:

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Revenue management, pricing, sequential estimation, exploration-exploitation

9.

Dynamic Learning and Market Making in Spread Betting Markets With Informed Bettors

Number of pages: 81 Posted: 07 Dec 2018 Last Revised: 20 Apr 2020
John R. Birge, Yifan Feng, N. Bora Keskin and Adam Schultz
University of Chicago - Booth School of Business, National University of Singapore (NUS), Duke University - Fuqua School of Business and Wealthfront, Inc.
Downloads 583 (84,818)
Citation 7

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sequential learning, dynamic pricing, strategic agent, market manipulation, spread betting market, prediction market, market making, sports analytics

10.

Dynamic Selling Mechanisms for Product Differentiation and Learning

Operations Research, Vol. 67, No. 4, July-August 2019, pp. 1069-1089
Number of pages: 64 Posted: 25 Nov 2014 Last Revised: 10 Jun 2021
N. Bora Keskin and John R. Birge
Duke University - Fuqua School of Business and University of Chicago - Booth School of Business
Downloads 561 (88,992)
Citation 6

Abstract:

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Dynamic programming, self-selection, Bayesian learning, exploration-exploitation

11.

Chasing Demand: Learning and Earning in a Changing Environment

Mathematics of Operations Research, Vol. 42, No. 2, May 2017, pp. 277-307
Number of pages: 52 Posted: 04 Feb 2014 Last Revised: 07 Oct 2018
N. Bora Keskin and Assaf Zeevi
Duke University - Fuqua School of Business and Columbia University - Columbia Business School, Decision Risk and Operations
Downloads 549 (91,460)
Citation 38

Abstract:

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Revenue management, pricing, sequential estimation, exploration-exploitation, regret

12.

Markdown Policies for Demand Learning with Forward-looking Customers

Number of pages: 72 Posted: 15 Dec 2018 Last Revised: 11 Sep 2023
John R. Birge, Hongfan(Kevin) Chen and N. Bora Keskin
University of Chicago - Booth School of Business, The Chinese University of Hong Kong - CUHK Business School and Duke University - Fuqua School of Business
Downloads 461 (113,150)

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markdown pricing, model uncertainty, Bayesian learning, exploration-exploitation, forward-looking customer behavior

13.

Optimal Dynamic Pricing with Demand Model Uncertainty: A Squared-Coefficient-of-Variation Rule for Learning and Earning

Number of pages: 39 Posted: 25 Nov 2014
N. Bora Keskin
Duke University - Fuqua School of Business
Downloads 433 (121,849)
Citation 6

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Dynamic pricing, revenue management, stochastic control, Bayesian learning, Gaussian prior distribution, exploration-exploitation

14.

Discontinuous Demand Functions: Estimation and Pricing

Management Science, Vol. 66, No. 10, October 2020, pp. 4516-4534
Number of pages: 70 Posted: 20 Jul 2017 Last Revised: 16 Sep 2021
Arnoud V. den Boer and N. Bora Keskin
University of Amsterdam - Korteweg-de Vries Institute for Mathematics and Duke University - Fuqua School of Business
Downloads 343 (158,246)
Citation 1

Abstract:

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Revenue management, pricing, estimation, exploration-exploitation, demand discontinuity.

15.

Bayesian Dynamic Pricing Policies: Learning and Earning Under a Binary Prior Distribution

Management Science, Vol. 58, No. 3, March 2012, pp. 570-586
Number of pages: 34 Posted: 03 Feb 2014 Last Revised: 07 Oct 2018
J. Michael Harrison, N. Bora Keskin and Assaf Zeevi
Stanford Graduate School of Business, Duke University - Fuqua School of Business and Columbia University - Columbia Business School, Decision Risk and Operations
Downloads 338 (160,750)
Citation 39

Abstract:

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Revenue management, pricing, estimation, Bayesian learning, exploration-exploitation

16.

To Interfere or Not To Interfere: Information Revelation and Price-Setting Incentives in a Multiagent Learning Environment

Operations Research, forthcoming
Number of pages: 101 Posted: 11 Jun 2021 Last Revised: 07 Sep 2023
University of Chicago - Booth School of Business, The Chinese University of Hong Kong - CUHK Business School, Duke University - Fuqua School of Business and The University of Chicago Booth School of Business
Downloads 329 (165,597)
Citation 3

Abstract:

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sharing economy, two-sided platforms, revenue management, pricing, demand learning, sequential estimation, exploration-exploitation, regret.

17.

Bayesian Dynamic Pricing and Subscription Period Selection with Unknown Customer Utility

Number of pages: 49 Posted: 16 Dec 2020 Last Revised: 19 Jan 2024
Yuan-Mao Kao, N. Bora Keskin and Kevin Shang
City University of New York (CUNY) - Narendra Paul Loomba Department of Management, Duke University - Fuqua School of Business and Duke University
Downloads 292 (187,860)

Abstract:

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dynamic pricing, subscription period, subscription dynamics, demand learning, cost learning

18.

Selling Quality-Differentiated Products in a Markovian Market with Unknown Transition Probabilities

Operations Research, forthcoming
Number of pages: 50 Posted: 10 Feb 2020 Last Revised: 28 Sep 2023
N. Bora Keskin and Meng Li
Duke University - Fuqua School of Business and University of Houston - Department of Decision & Information Sciences
Downloads 278 (197,579)
Citation 3

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quality-differentiation, pricing, Markov-modulated demand, exploration-exploitation, regret

19.

Impact of Information Asymmetry and Limited Production Capacity on Business Interruption Insurance

Number of pages: 57 Posted: 10 Jun 2018 Last Revised: 15 May 2020
Yuan-Mao Kao, N. Bora Keskin and Kevin Shang
City University of New York (CUNY) - Narendra Paul Loomba Department of Management, Duke University - Fuqua School of Business and Duke University
Downloads 216 (252,946)
Citation 1

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Business Interruption Insurance, Moral Hazard, Adverse Selection, Disruption Management

20.

Dynamic Learning for Joint Pricing, Advertising, and Inventory Management

Number of pages: 38 Posted: 01 Feb 2023 Last Revised: 12 Dec 2023
Huseyin Gurkan, N. Bora Keskin and Rodney P. Parker
ESMT European School of Management and Technology, Duke University - Fuqua School of Business and Indiana University Bloomington
Downloads 151 (346,690)

Abstract:

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learning and earning, dynamic pricing, advertising, inventory management

21.

On Incomplete Learning and Certainty-Equivalence Control

Operations Research, Vol. 66, No. 4, July-August 2018, pp. 1136-1167, Columbia Business School Research Paper No. 17-63
Number of pages: 57 Posted: 12 Jun 2017 Last Revised: 01 Oct 2018
N. Bora Keskin and Assaf Zeevi
Duke University - Fuqua School of Business and Columbia University - Columbia Business School, Decision Risk and Operations
Downloads 148 (352,432)
Citation 10

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Dynamic Control, Sequential Estimation, Certainty Equivalence, Incomplete Learning

22.

A Geotemporal Clustering Model for COVID-19 Projection

Number of pages: 13 Posted: 11 Sep 2020
N. Bora Keskin, Xu Min and Jing-Sheng Jeannette Song
Duke University - Fuqua School of Business, Tsinghua University - Tsinghua University School of Economics and Management and Duke University - Fuqua School of Business
Downloads 147 (354,391)

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COVID-19 cases, prediction, k-means clustering, sample average approximation