New York, NY
United States
http://www.gsb.columbia.edu/faculty/azeevi/
Columbia University - Columbia Business School, Decision Risk and Operations
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asset returns, extreme co-movements, copulas, dependence modeling, hypothesis testing, international markets, pseudo-likelihood, portfolio models, risk management
model misspecification, inference, price optimization, revenue management, myopic pricing
stochastic approximation, non-stationary, minimax regret, online convex optimization
Revenue management, pricing, sequential estimation, exploration-exploitation
online services, dynamic assortment selection, data-driven optimization, recommendation systems, content marketing, digital marketing, path data.
dynamic pricing, online reviews, social learning, dynamic control
Revenue management, pricing, sequential estimation, exploration-exploitation, regret
information sharing; product quality, product reviews
Multi-armed bandit, exploration/exploitation, non-stationary, minimax regret
Revenue management, pricing, estimation, Bayesian learning, exploration-exploitation
Portfolio, credit, asymptotics, simulation, importance sampling, rare events, risk management
adaptive testing, multi-arm bandits, best arm identification, adaptive algorithms, Gaussian approximation
service differentiation, pricing, revenue management, damaged goods, queueing games, many-server limits
pricing, nonstationary demand, estimation, detection, change-point, price experimentation
price, capacity, decisions, inventory, systems, stochastic, demand
revenue management; network; pricing; nonparametric estimation; minimax; learning; asymptotic optimality; curse of dimensionality
sequential learning; ordinal optimization; model misspecification; maximum likelihood estimation
Dynamic Control, Sequential Estimation, Certainty Equivalence, Incomplete Learning
