Peking University
Beijing, Beijing 100871
China
Peking University - Guanghua School of Management
data-driven, deep neural network, newsvendor, excess risk, nonparametric estimation
Dynamic Pricing, Nonparametric Empirical Bayes, Meta Learning, Transfer Learning
Fluctuating market environment, co-op advertising, differential games, Sethi model, feedback Stackelberg equilibrium
cointegration, demand analytics, risk hedging, time-consistent, production planning
GenAI, Transformer, LLM, recommender
LLM, data-driven operations, Transformer
Long memory; Retail trading; Estimation
Finance; Dynamic information acquisition; Equilibrium asset pricing; Trade disclosure; Long memory
varying salvage values, early disposal, quasi-variational inequalities, sequential sale, stochastic control
product life-cycle, demand forecasting, conditional generative model, diffusion modeling
production-inventory system, optimal replenishment rate, lost sales, Lévy subordinator, Fourier-Cosine method