Assaf Zeevi

Columbia University - Columbia Business School, Decision Risk and Operations

Assistant Professor

New York, NY

United States

http://www.gsb.columbia.edu/faculty/azeevi/

SCHOLARLY PAPERS

23

DOWNLOADS
Rank 8,697

SSRN RANKINGS

Top 8,697

in Total Papers Downloads

9,791

SSRN CITATIONS
Rank 3,238

SSRN RANKINGS

Top 3,238

in Total Papers Citations

395

CROSSREF CITATIONS

151

Scholarly Papers (23)

1.

Beyond Correlation: Extreme Co-Movements between Financial Assets

Number of pages: 48 Posted: 15 Jul 2002
Assaf Zeevi and Roy Mashal
Columbia University - Columbia Business School, Decision Risk and Operations and Lehman Brothers, New York
Downloads 1,520 (23,133)
Citation 98

Abstract:

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asset returns, extreme co-movements, copulas, dependence modeling, hypothesis testing, international markets, pseudo-likelihood, portfolio models, risk management

2.

On the (Surprising) Sufficiency of Linear Models for Dynamic Pricing with Demand Learning

Columbia Business School Research Paper No. 12-5
Number of pages: 34 Posted: 12 Jan 2012 Last Revised: 11 Mar 2014
Omar Besbes and Assaf Zeevi
Columbia University - Columbia Business School, Decision Risk and Operations and Columbia University - Columbia Business School, Decision Risk and Operations
Downloads 1,049 (39,646)
Citation 53

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model misspecification, inference, price optimization, revenue management, myopic pricing

3.

Non-Stationary Stochastic Optimization

Operations Research. 2015, Vol. 63 (5), Pages 1227-1244.
Number of pages: 18 Posted: 20 Jul 2013 Last Revised: 15 Nov 2015
Omar Besbes, Yonatan Gur and Assaf Zeevi
Columbia University - Columbia Business School, Decision Risk and Operations, Stanford Graduate School of Business and Columbia University - Columbia Business School, Decision Risk and Operations
Downloads 882 (50,707)
Citation 32

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stochastic approximation, non-stationary, minimax regret, online convex optimization

4.

Optimization in Online Content Recommendation Services: Beyond Click-Through Rates

Manufacturing & Service Operations Management. 2016, Vol. 18 (1), Pages 15-33. , Columbia Business School Research Paper No. 14-33
Number of pages: 19 Posted: 01 Aug 2014 Last Revised: 02 Feb 2016
Omar Besbes, Yonatan Gur and Assaf Zeevi
Columbia University - Columbia Business School, Decision Risk and Operations, Stanford Graduate School of Business and Columbia University - Columbia Business School, Decision Risk and Operations
Downloads 804 (57,343)
Citation 8

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online services, dynamic assortment selection, data-driven optimization, recommendation systems, content marketing, digital marketing, path data.

5.

Dynamic Pricing with an Unknown Demand Model: Asymptotically Optimal Semi-Myopic Policies

Operations Research, Vol. 62, No. 5, September-October 2014, pp. 1142-1167, Columbia Business School Research Paper No. 14-30
Number of pages: 52 Posted: 03 Feb 2014 Last Revised: 01 Oct 2018
N. Bora Keskin and Assaf Zeevi
Duke University - Fuqua School of Business and Columbia University - Columbia Business School, Decision Risk and Operations
Downloads 657 (74,693)
Citation 71

Abstract:

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Revenue management, pricing, sequential estimation, exploration-exploitation

6.

Dynamic Pricing Without Knowing the Demand Function: Risk Bounds and Near-Optimal Algorithms

Operations Research, Vol. 57, No. 6, pp. 1407-1420, November-December 2009, Columbia Business School Research Paper
Number of pages: 14 Posted: 19 Oct 2011
Omar Besbes and Assaf Zeevi
Columbia University - Columbia Business School, Decision Risk and Operations and Columbia University - Columbia Business School, Decision Risk and Operations
Downloads 555 (93,245)
Citation 31

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7.

Chasing Demand: Learning and Earning in a Changing Environment

Mathematics of Operations Research, Vol. 42, No. 2, May 2017, pp. 277-307
Number of pages: 52 Posted: 04 Feb 2014 Last Revised: 07 Oct 2018
N. Bora Keskin and Assaf Zeevi
Duke University - Fuqua School of Business and Columbia University - Columbia Business School, Decision Risk and Operations
Downloads 554 (92,605)
Citation 39

Abstract:

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Revenue management, pricing, sequential estimation, exploration-exploitation, regret

8.

Dynamic Pricing with Online Reviews

Management Science
Number of pages: 76 Posted: 23 Aug 2019 Last Revised: 29 Nov 2021
Dongwook Shin, Stefano Vaccari and Assaf Zeevi
Hong Kong University of Science and Technology, Enel S.p.A. and Columbia University - Columbia Business School, Decision Risk and Operations
Downloads 536 (96,515)
Citation 5

Abstract:

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dynamic pricing, online reviews, social learning, dynamic control

9.

Optimal Exploration-Exploitation in a Multi-Armed-Bandit Problem with Non-Stationary Rewards

Stochastic Systems 9 (4), 319-337 (2019)
Number of pages: 30 Posted: 15 May 2014 Last Revised: 02 Jan 2020
Omar Besbes, Yonatan Gur and Assaf Zeevi
Columbia University - Columbia Business School, Decision Risk and Operations, Stanford Graduate School of Business and Columbia University - Columbia Business School, Decision Risk and Operations
Downloads 450 (119,151)
Citation 38

Abstract:

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Multi-armed bandit, exploration/exploitation, non-stationary, minimax regret

10.

Bayesian Dynamic Pricing Policies: Learning and Earning Under a Binary Prior Distribution

Management Science, Vol. 58, No. 3, March 2012, pp. 570-586
Number of pages: 34 Posted: 03 Feb 2014 Last Revised: 07 Oct 2018
Stanford Graduate School of Business, Duke University - Fuqua School of Business and Columbia University - Columbia Business School, Decision Risk and Operations
Downloads 348 (159,518)
Citation 40

Abstract:

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Revenue management, pricing, estimation, Bayesian learning, exploration-exploitation

11.

Product Quality and Information Sharing in the Presence of Reviews

Columbia Business School Research Paper
Number of pages: 58 Posted: 09 Aug 2021 Last Revised: 11 Apr 2023
Dongwook Shin and Assaf Zeevi
Hong Kong University of Science and Technology and Columbia University - Columbia Business School, Decision Risk and Operations
Downloads 344 (161,468)

Abstract:

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information sharing; product quality, product reviews

12.

Testing the Validity of a Demand Model: An Operations Perspective

Manufacturing & Service Operations Management, Vol. 12, No. 1, pp. 162-183, Winter 2010 , Columbia Business School Research Paper No. 11-18
Number of pages: 22 Posted: 19 Oct 2011
Omar Besbes, Robert Phillips and Assaf Zeevi
Columbia University - Columbia Business School, Decision Risk and Operations, Columbia University - Columbia Business School, Decision Risk and Operations and Columbia University - Columbia Business School, Decision Risk and Operations
Downloads 341 (163,556)
Citation 2

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13.

Portfolio Credit Risk with Extremal Dependence

Number of pages: 31 Posted: 15 Jul 2005
Achal Bassamboo, Sandeep Juneja and Assaf Zeevi
Northwestern University - Department of Managerial Economics and Decision Sciences (MEDS), Tata Institute of Fundamental Research (TIFR) and Columbia University - Columbia Business School, Decision Risk and Operations
Downloads 283 (198,495)
Citation 2

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Portfolio, credit, asymptotics, simulation, importance sampling, rare events, risk management

14.

Optimal Price and Delay Differentiation in Queueing Systems

Number of pages: 37 Posted: 23 Jul 2013
Costis Maglaras, John Yao and Assaf Zeevi
Columbia University - Columbia Business School, Decision Risk and Operations, Columbia University - Columbia Business School, Decision Risk and Operations and Columbia University - Columbia Business School, Decision Risk and Operations
Downloads 221 (253,146)
Citation 22

Abstract:

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service differentiation, pricing, revenue management, damaged goods, queueing games, many-server limits

15.

On the Minimax Complexity of Pricing in a Changing Environment

Operations Research, Vol. 59, No. 1, pp. 66-79, 2011, Columbia Business School Research Paper No. 12-6
Number of pages: 14 Posted: 12 Jan 2012
Omar Besbes and Assaf Zeevi
Columbia University - Columbia Business School, Decision Risk and Operations and Columbia University - Columbia Business School, Decision Risk and Operations
Downloads 205 (271,471)
Citation 4

Abstract:

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pricing, nonstationary demand, estimation, detection, change-point, price experimentation

16.

On the Relationship between Price and Capacity Decisions in Inventory Systems with Stochastic Demand

Number of pages: 27 Posted: 11 Jun 2006
Gad Allon and Assaf Zeevi
University of Pennsylvania - The Wharton School and Columbia University - Columbia Business School, Decision Risk and Operations
Downloads 205 (271,471)

Abstract:

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price, capacity, decisions, inventory, systems, stochastic, demand

17.

Learning to Ask the Right Questions: A Multi-armed Bandits Approach

Number of pages: 77 Posted: 06 Mar 2023
Northwestern University - Kellogg School of Management, Northwestern University, Kellogg School of Management, Students, Tata Institute of Fundamental Research (TIFR) and Columbia University - Columbia Business School, Decision Risk and Operations
Downloads 190 (290,814)

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adaptive testing, multi-arm bandits, best arm identification, adaptive algorithms, Gaussian approximation

18.

Blind Network Revenue Management

Operations Research, 2012, 60(6):1537-1550
Number of pages: 49 Posted: 12 Dec 2014
Omar Besbes and Assaf Zeevi
Columbia University - Columbia Business School, Decision Risk and Operations and Columbia University - Columbia Business School, Decision Risk and Operations
Downloads 188 (293,598)
Citation 25

Abstract:

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revenue management; network; pricing; nonparametric estimation; minimax; learning; asymptotic optimality; curse of dimensionality

19.

Feature Misspecification in Sequential Learning Problems

Columbia Business School Research Paper
Number of pages: 58 Posted: 09 Jun 2021 Last Revised: 10 May 2023
Dohyun Ahn, Dongwook Shin and Assaf Zeevi
The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management, Hong Kong University of Science and Technology and Columbia University - Columbia Business School, Decision Risk and Operations
Downloads 176 (311,180)

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sequential learning; ordinal optimization; model misspecification; maximum likelihood estimation

20.

On Incomplete Learning and Certainty-Equivalence Control

Operations Research, Vol. 66, No. 4, July-August 2018, pp. 1136-1167, Columbia Business School Research Paper No. 17-63
Number of pages: 57 Posted: 12 Jun 2017 Last Revised: 01 Oct 2018
N. Bora Keskin and Assaf Zeevi
Duke University - Fuqua School of Business and Columbia University - Columbia Business School, Decision Risk and Operations
Downloads 151 (354,613)
Citation 11

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Dynamic Control, Sequential Estimation, Certainty Equivalence, Incomplete Learning

21.

On a Data-Driven Method for Staffing Large Call Centers

Operations Research 57, no. 3: 417-726.
Number of pages: 13 Posted: 21 Oct 2011
Achal Bassamboo and Assaf Zeevi
Northwestern University - Department of Managerial Economics and Decision Sciences (MEDS) and Columbia University - Columbia Business School, Decision Risk and Operations
Downloads 64 (628,902)
Citation 2

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22.

Pointwise Stationary Fluid Models for Stochastic Processing Networks

Manufacturing & Service Operations Management, Vol. 11, No. 1, pp. 70-89, Winter 2009
Number of pages: 20 Posted: 21 Oct 2011
Northwestern University - Department of Managerial Economics and Decision Sciences (MEDS), Stanford Graduate School of Business and Columbia University - Columbia Business School, Decision Risk and Operations
Downloads 43 (752,006)

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23.

Woodroofe's One-Armed Bandit Problem Revisited

Annals of Applied Probability, Vol. 19, No. 4, pp. 1603-1633, 2009
Number of pages: 31 Posted: 21 Oct 2011
Assaf Zeevi and Alexander Goldenshluger
Columbia University - Columbia Business School, Decision Risk and Operations and National Research University Higher School of Economics (Moscow)
Downloads 25 (895,273)
Citation 2

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