Xiaocheng Li

Imperial College Business School

South Kensington Campus

Exhibition Road

London SW7 2AZ, SW7 2AZ

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

1,342

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Demand Prediction, Predictive Shipping, and Product Allocation for Large-Scale E-Commerce

Number of pages: 32 Posted: 27 Nov 2018 Last Revised: 16 Mar 2019
Imperial College Business School, Shanghai Jiao Tong University (SJTU) - Department of Industrial Engineering and Management, Stanford University, School of Humanities & Sciences and University of California, Berkeley - Department of Industrial Engineering and Operations Research
Downloads 868 (42,199)

Abstract:

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Demand Prediction, Predictive Shipping, Product Allocation, Exploratory Data Analysis, Logisticsdata Visualization

2.

Dynamic Pricing with External Information and Inventory Constraint

Number of pages: 44 Posted: 12 Oct 2019 Last Revised: 30 Dec 2020
Xiaocheng Li and Zeyu Zheng
Imperial College Business School and University of California, Berkeley - Department of Industrial Engineering and Operations Research
Downloads 388 (116,473)

Abstract:

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3.

A Closed-Form Expansion Approach for Pricing Discretely Monitored Variance Swaps - Online Supplementary Material

Number of pages: 13 Posted: 16 May 2015
Chenxu Li and Xiaocheng Li
Peking University - Guanghua School of Management and Imperial College Business School
Downloads 86 (433,158)
Citation 2

Abstract:

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variance swaps, discretely monitored, jump-diffusion models, stochastic volatility, closed-form expansion