Gah‐Yi Ban

Imperial College Business School

South Kensington Campus

Exhibition Road

London , SW7 2AZ

United Kingdom

http://www.gahyiban.com

  • Imperial College Business School

SCHOLARLY PAPERS

6

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SSRN CITATIONS
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158

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19

Ideas:
“  Data-driven optimization, machine learning for operations management & analytics for sustainable operations  ”

  • Imperial College Business School

Scholarly Papers (6)

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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 4,117 (4,994)
Citation 60

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

2.

The Big Data Newsvendor: Practical Insights from Machine Learning

Published in Operations Research 67(1):90-108. https://doi.org/10.1287/opre.2018.1757
Number of pages: 55 Posted: 03 Feb 2015 Last Revised: 22 Aug 2019
Gah‐Yi Ban and Cynthia Rudin
Imperial College Business School and Duke University - Department of Computer Science
Downloads 3,508 (6,508)
Citation 35

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big data, newsvendor, machine learning, Sample Average Approximation, statistical learning theory, quantile regression

3.

Confidence Intervals for Data-Driven Inventory Policies with Demand Censoring

Published in Operations Research 68(2):309-326
Number of pages: 47 Posted: 04 Sep 2015 Last Revised: 14 May 2020
Gah‐Yi Ban
Imperial College Business School
Downloads 923 (49,867)
Citation 16

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demand censoring, inventory management, estimation, nonparametric, dynamic programming

4.

Dynamic Procurement of New Products with Covariate Information: The Residual Tree Method

Manufacturing & Service Operations Management, Fall 2019, 21(4):798-815, Kenan Institute of Private Enterprise Research Paper No. 18-8
Number of pages: 40 Posted: 02 Mar 2017 Last Revised: 05 May 2020
Gah‐Yi Ban, Jérémie Gallien and Adam Mersereau
Imperial College Business School, London Business School and University of North Carolina Kenan-Flagler Business School
Downloads 710 (70,899)
Citation 23

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new product, inventory management, data-driven operations, scenario tree method, residual tree method, demand uncertainty

5.

Model Mis-Specification in Newsvendor Decisions: A Comparison of Frequentist Parametric, Bayesian Parametric and Nonparametric Approaches

Number of pages: 32 Posted: 01 Jan 2020 Last Revised: 22 Jun 2020
Gah‐Yi Ban, Zhenyu Gao and Fabian Taigel
Imperial College Business School, Tsinghua University and University of Wuerzburg, Chair of Logistics and Quantitative Methods
Downloads 518 (105,301)

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data-driven decision-making, newsvendor, inventory, model mis-specification, asymptotic statistics

6.

Selling personalized substitutes and co-purchases in online grocery retail

Number of pages: 48 Posted: 13 Aug 2024
Gah‐Yi Ban, Mohammed Hichame BENBITOUR and Boxiao Chen
Imperial College Business School, EM Normandie and University of Illinois at Chicago - College of Business Administration
Downloads 32 (895,176)

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revenue-utility trade-off, online retailing, recommendation algorithms, substitution and co-purchasing, personalization