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

21

DOWNLOADS

8,604

SSRN CITATIONS

81

CROSSREF CITATIONS

52

Scholarly Papers (21)

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
Robert H. Smith School of Business, University of Maryland and Duke University - Fuqua School of Business
Downloads 2,840 (5,837)
Citation 23

Abstract:

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

2.

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 571 (62,703)
Citation 4

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

3.

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 532 (68,566)
Citation 16

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

4.

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 515 (71,378)
Citation 3

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

5.

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, Duke University, Fuqua School of Business, Students and Duke University - Fuqua School of Business
Downloads 486 (76,584)
Citation 2

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

6.

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 484 (76,990)
Citation 17

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

7.

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 413 (92,809)
Citation 30

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Revenue management, pricing, sequential estimation, exploration-exploitation

8.

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, University of Chicago - Booth School of Business, Duke University - Fuqua School of Business and Wealthfront, Inc.
Downloads 406 (94,726)
Citation 3

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

9.

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 352 (111,312)
Citation 6

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

10.

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 255 (156,448)
Citation 1

Abstract:

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

11.

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 238 (167,311)
Citation 19

Abstract:

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

12.

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

Number of pages: 43 Posted: 22 Oct 2020
N. Bora Keskin, Yuexing Li and Nur Sunar
Duke University - Fuqua School of Business, Duke University, Fuqua School of Business, Students and University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School
Downloads 231 (172,136)
Citation 2

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

13.

Markdown Policies for Demand Learning with Forward-looking Customers

Number of pages: 72 Posted: 15 Dec 2018 Last Revised: 06 Dec 2021
John R. Birge, Hongfan Chen and N. Bora Keskin
University of Chicago - Booth School of Business, Chinese University of Hong Kong - Business School and Duke University - Fuqua School of Business
Downloads 223 (178,059)

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

14.

The Nonstationary Newsvendor: Data-Driven Nonparametric Learning

Number of pages: 35 Posted: 15 Jun 2021
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 150 (252,312)
Citation 1

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

15.

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 143 (262,222)

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

16.

The Blockchain Newsvendor: Value of Freshness Transparency and Smart Contracts

Number of pages: 55 Posted: 03 Sep 2021
Duke University - Fuqua School of Business, Duke University - Fuqua School of Business and Duke University - Fuqua School of Business
Downloads 142 (263,689)

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

17.

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

Number of pages: 80 Posted: 11 Jun 2021
John R. Birge, Hongfan Chen, N. Bora Keskin and Amy Ward
University of Chicago - Booth School of Business, Chinese University of Hong Kong - Business School, Duke University - Fuqua School of Business and The University of Chicago Booth School of Business
Downloads 141 (265,114)
Citation 1

Abstract:

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

18.

Bayesian Dynamic Pricing and Subscription Period Selection with Unknown Customer Utility

Number of pages: 39 Posted: 16 Dec 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 131 (280,465)

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

19.

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

Number of pages: 50 Posted: 10 Feb 2020 Last Revised: 30 Aug 2021
N. Bora Keskin and Meng Li
Duke University - Fuqua School of Business and University of Houston - Department of Decision & Information Sciences
Downloads 119 (301,179)
Citation 1

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

20.

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 117 (304,809)
Citation 3

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Dynamic Control, Sequential Estimation, Certainty Equivalence, Incomplete Learning

21.

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 115 (308,464)

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