New York, NY
United States
Columbia University - Columbia Business School, Decision Risk and Operations
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ride-hailing, control, network, matching, strategic drivers, demand imbalance
Deep Learning, Limit Order Fill Probabilities, Market Microstructure
market impact, electronic limit order book, applied stochastic models, market microstructure
social learning, online reviews
social learning, information aggregation, bounded rationality, optimal pricing
social learning, information aggregation, bounded rationality, online reviews, online platforms
dupoly, consumer reviews, social learning
Revenue management, dynamic pricing, market uncertainty, estimation, feedback, real estate, asymptotic analysis
service differentiation, pricing, revenue management, damaged goods, queueing games, many-server limits
revenue management, dynamic pricing, fluid approximations, multi-product, capacity controls
portfolio execution, optimal liquidation, price impact
Revenue management, censored demand, uncensoring, spiral down, maximum en- tropy distributions, stochastic approximations
Revenue management, censored demand, uncensoring, maximum entropy distributions
aggregated marketplace, service competition, asymptotic analysis
optimal execution, algorithmic trading, conditional value-at-risk, risk measure
queueing, scheduling, lead times, admission control, fluid models
