N. Bora Keskin

Duke University - Fuqua School of Business

Assistant Professor

100 Fuqua Drive

Durham, NC 27708-0120

United States

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

SCHOLARLY PAPERS

15

DOWNLOADS

4,848

SSRN CITATIONS

30

CROSSREF CITATIONS

49

Scholarly Papers (15)

1.

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

Number of pages: 53 Posted: 25 May 2017 Last Revised: 29 Jan 2020
Gah‐Yi Ban and N. Bora Keskin
London Business School and Duke University - Fuqua School of Business
Downloads 1,818 (9,114)
Citation 15

Abstract:

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

2.

Dynamic Selling Mechanisms for Product Differentiation and Learning

Forthcoming in Operations Research
Number of pages: 64 Posted: 25 Nov 2014 Last Revised: 07 Oct 2018
N. Bora Keskin and John R. Birge
Duke University - Fuqua School of Business and University of Chicago - Booth School of Business
Downloads 480 (61,638)
Citation 1

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

3.

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 Business School - Decision Risk and Operations
Downloads 434 (69,706)
Citation 10

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

4.

Dynamic Pricing with Demand Learning and Reference Effects

Number of pages: 70 Posted: 29 Dec 2017 Last Revised: 22 Jul 2019
Arnoud den Boer and N. Bora Keskin
University of Amsterdam - Korteweg-de Vries Institute for Mathematics and Duke University - Fuqua School of Business
Downloads 329 (96,043)
Citation 5

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

5.

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 Business School - Decision Risk and Operations
Downloads 309 (102,927)
Citation 15

Abstract:

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Revenue management, pricing, sequential estimation, 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 308 (103,673)
Citation 5

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

7.

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 272 (117,952)
Citation 5

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

8.

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

Number of pages: 64 Posted: 07 Dec 2018
John R. Birge, Yifan Feng, N. Bora Keskin and Adam Schultz
University of Chicago - Booth School of Business, University of Chicago - Booth School of Business, Duke University - Fuqua School of Business and Wealthfront, Inc.
Downloads 208 (153,939)

Abstract:

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spread betting market, market making, sequential learning, market manipulation, prediction markets, sports analytics

9.

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 Business School - Decision Risk and Operations
Downloads 179 (176,727)
Citation 8

Abstract:

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

10.

Discontinuous Demand Functions: Estimation and Pricing

Forthcoming in Management Science
Number of pages: 70 Posted: 20 Jul 2017 Last Revised: 10 Jul 2019
Arnoud den Boer and N. Bora Keskin
University of Amsterdam - Korteweg-de Vries Institute for Mathematics and Duke University - Fuqua School of Business
Downloads 152 (204,399)
Citation 1

Abstract:

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

11.

Markdown Policies for Demand Learning with Forward-looking Customers

Number of pages: 70 Posted: 15 Dec 2018 Last Revised: 07 Aug 2019
John R. Birge, Hongfan Chen and N. Bora Keskin
University of Chicago - Booth School of Business, University of Chicago Booth School of Business and Duke University - Fuqua School of Business
Downloads 107 (265,704)

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

12.

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 Business School - Decision Risk and Operations
Downloads 99 (280,331)
Citation 1

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Dynamic Control, Sequential Estimation, Certainty Equivalence, Incomplete Learning

13.

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

Number of pages: 53 Posted: 18 Jun 2019
Duke University - Fuqua School of Business, Duke University, Fuqua School of Business, Students and Duke University - Fuqua School of Business
Downloads 79 (322,637)

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

14.

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

Number of pages: 62 Posted: 10 Jun 2018 Last Revised: 29 Jan 2020
Yuan-Mao Kao, N. Bora Keskin and Kevin Shang
Duke University - Fuqua School of Business, Duke University - Fuqua School of Business and Duke University
Downloads 58 (380,473)

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

15.

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

Number of pages: 33 Posted: 10 Feb 2020
N. Bora Keskin and Meng Li
Duke University - Fuqua School of Business and Rutgers, The State University of New Jersey - Management
Downloads 16 (578,461)

Abstract:

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