Xiaocheng Li

Stanford University, Department of Management Science & Engineering

Ph.D. candidate

473 Via Ortega

Stanford, CA 94305-9025

United States

SCHOLARLY PAPERS

3

DOWNLOADS

532

SSRN CITATIONS

0

CROSSREF CITATIONS

2

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
Stanford University, Department of Management Science & Engineering, Shanghai Jiao Tong University (SJTU) - Department of Industrial Engineering and Management, Stanford University, School of Humanities & Sciences, Department of Chemistry and University of California, Berkeley - Department of Industrial Engineering and Operations Research
Downloads 332 (99,359)

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: 41 Posted: 12 Oct 2019
Xiaocheng Li and Zeyu Zheng
Stanford University, Department of Management Science & Engineering and University of California, Berkeley - Department of Industrial Engineering and Operations Research
Downloads 140 (225,544)
Citation 1

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 Stanford University, Department of Management Science & Engineering
Downloads 60 (387,700)
Citation 1

Abstract:

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