Romesh Saigal

University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering

Professor

1205 Beal Avenue

Ann Arbor, MI 48109

United States

SCHOLARLY PAPERS

8

DOWNLOADS
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Top 43,951

in Total Papers Downloads

1,252

SSRN CITATIONS
Rank 42,216

SSRN RANKINGS

Top 42,216

in Total Papers Citations

9

CROSSREF CITATIONS

8

Scholarly Papers (8)

1.

Risk, Financing and the Optimal Number of Suppliers

Number of pages: 43 Posted: 06 Jul 2006 Last Revised: 03 Apr 2012
McDonough School of Business, Georgetown University, University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering, University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering, National University of Singapore - NUS Business School and University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering
Downloads 705 (44,302)
Citation 18

Abstract:

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joint operational and financial decisions, procurement, supply chain structure, trade credit, bank financing

2.

Dynamic Pricing for On-Demand Ride-Sharing: A Continuous Approach

Number of pages: 32 Posted: 23 Oct 2017 Last Revised: 20 Nov 2017
Qi Luo and Romesh Saigal
Industrial Engineering, Clemson University and University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering
Downloads 257 (145,061)
Citation 8

Abstract:

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dynamic pricing, continuous approach, optimal control, ride-sharing, two-sided market

3.

Accelerating the Adoption of Automated Vehicles by Subsidies: A Dynamic Games Approach

Number of pages: 26 Posted: 12 Dec 2018 Last Revised: 01 May 2019
Qi Luo, Romesh Saigal, Zhibin Chen and Yafeng Yin
Industrial Engineering, Clemson University, University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering, University of Michigan at Ann Arbor and University of Michigan, Ann Arbor
Downloads 99 (320,541)
Citation 2

Abstract:

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Automated vehicles, subsidy policy, dynamic Stackelberg games, diffusion of innovations.

4.

An Evaluation of Information Sharing Parking Guidance Policies Using a Bayesian Approach

Number of pages: 16 Posted: 17 Nov 2016
University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering, University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering, Industrial Engineering, Clemson University, University of Michigan at Ann Arbor - Transportation Research Institute and University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering
Downloads 75 (379,508)

Abstract:

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Transportation, Parking

5.

Multiagent Incentive Contracts: Existence, Uniqueness and Implementation

Number of pages: 17 Posted: 19 Sep 2017 Last Revised: 30 Sep 2019
Qi Luo and Romesh Saigal
Industrial Engineering, Clemson University and University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering
Downloads 73 (385,175)

Abstract:

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Principal Multi-Agent Problem, Continuous-Time Approach, Kakutani Fixed Point Theorem, Subgame Perfect Equilibrium, Hamilton-Jacobi-Bellman Equation, Differential Game

6.

Team-Based Scarce Resource Allocation Model Under Stochastic Demand: An Application

Number of pages: 38 Posted: 14 Aug 2016 Last Revised: 03 Jun 2019
Jingxing Wang and Romesh Saigal
University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering and University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering
Downloads 43 (493,039)

Abstract:

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Stochastic Demand, Real Options, Loss Aversion, Fair Allocation, Healthcare

7.

Macroscopic Equity Markets Model: Towards Predicting Financial Crashes

Posted: 15 Mar 2021
Abdullah AlShelahi and Romesh Saigal
University of Michigan at Ann Arbor, College of Engineering, Department of Industrial and Operations EngineeringJP Morgan Chase & Co. and University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering

Abstract:

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Financial Markets, Macroscopic Model, Stochastic Partial Differential Equations, Flash Crash

8.

Insights into the Macroscopic Behavior of Equity Markets: Theory and Application

Forthcoming in Physica A: Statistical Mechanics and its Applications
Posted: 08 Aug 2017 Last Revised: 27 Feb 2021
Abdullah AlShelahi and Romesh Saigal
University of Michigan at Ann Arbor, College of Engineering, Department of Industrial and Operations EngineeringJP Morgan Chase & Co. and University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering

Abstract:

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Financial Markets, Macroscopic Model, Stochastic Partial Differential Equations, Flash Crash