Matt Stern

Columbia University - Department of Industrial Engineering and Operations Research (IEOR)

331 S.W. Mudd Building

500 West 120th Street

New York, NY 10027

United States

SCHOLARLY PAPERS

2

DOWNLOADS

213

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Robo-advising: Learning Investors' Risk Preferences via Portfolio Choices

Forthcoming, Journal of Financial Econometrics
Number of pages: 39 Posted: 06 Nov 2019 Last Revised: 23 Feb 2020
Kuwait University, Columbia University, Columbia University and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Downloads 150 (224,334)
Citation 2

Abstract:

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robo-advising, reinforcement learning, portfolio selection, probably approximately correct-Markov decision processes (PAC-MDP)

2.

Dynamic Learning in Strategic Pricing Games

Number of pages: 36 Posted: 12 May 2020
Matt Stern and John R. Birge
Columbia University - Department of Industrial Engineering and Operations Research (IEOR) and University of Chicago - Booth School of Business
Downloads 63 (397,058)

Abstract:

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Revenue Management, Sequential Estimation, Dynamic Pricing, Learning, Competition