Research

My research interest includes:

  • Revenue management and dynamic pricing

  • Applied probability and networks

  • Statistics

Here is a list of my publications.


Working papers

  1. Chen, Ningyuan, Guillermo Gallego, and Zhuodong Tang. “The Use of Binary Choice Forests to Model and Estimate Discrete Choice Models.” Working Paper, 2019. [Link]
  2. Chen, Ningyuan, Anran Li, and Kalyan Talluri. “Reviews, Biases and Six-Sigma.” Working Paper, 2019. [Link]
  3. Chen, Ningyuan, Adam Elmachtoub, Michael Hamilton, and Xiao Lei. “Loot Box Pricing and Design.” Working Paper, 2019. [Link]
  4. Chen, Ningyuan, and Yan Liu. “Dynamic Pricing with Money Back Guarantees.” Working Paper, 2019. [Link]
  5. Alizamir, Saed, Ningyuan Chen, Sang-Hyun Kim, and Vahideh Manshadi. “Impact of Network Structure on New Service Pricing.” Working Paper, 2018. [Link]
  6. Chen, Ningyuan, Donald KK Lee, and Haipeng Shen. “Can Customer Arrival Rates Be Modelled by Sine Waves?” Working Paper, 2018. [Link]
  7. Chen, Ningyuan, and Guillermo Gallego. “Nonparametric Learning and Optimization with Covariates.” Working Paper, 2018. [Link]
  8. ———. “A Primal-Dual Learning Algorithm for Personalized Dynamic Pricing with an Inventory Constraint.” Working Paper, 2018. [Link]
  9. Lee, Donald KK, and Ningyuan Chen. “Boosting Hazard Regression with Time-Varying Covariates.” Working Paper, 2017. [Link]
  10. Chen, Ningyuan, and Ying-Ju Chen. “Duopoly Competition with Network Effects in Discrete Choice Models.” Working Paper, 2017. [Link]
  11. Chen, Ningyuan, and Steven Kou. “Does the Prohibition of Trade-Through Hurt Liquidity Demanders?” Working Paper, 2017. [Link]

Journal publications

  1. Chen, Ningyuan, and Javad Nasiry. “Does Loss Aversion Preclude Price Variation?” Manufacturing & Service Operations Management, Accepted. [Link] [Appendix]
  2. Chen, Ningyuan, and Guillermo Gallego. “Welfare Analysis of Dynamic Pricing.” Management Science 65, no. 1 (2019): 139–51. [File] [Link]
  3. Chen, Ningyuan, Donald KK Lee, and Sahand Negahban. “Super-Resolution Estimation of Cyclic Arrival Rates.” The Annals of Statistics 47, no. 3 (2019): 1754–75. [File] [Link]
  4. Chen, Ningyuan, Steven Kou, and Chun Wang. “A Partitioning Algorithm for Markov Decision Processes with Applications to Market Microstructure.” Management Science 64, no. 2 (2018): 784–803. [File] [Link]
  5. Chen, Ningyuan, Nelly Litvak, and Mariana Olvera-Cravioto. “Generalized PageRank on Directed Configuration Networks.” Random Structures & Algorithms 51, no. 2 (2017): 237–74. [File] [Link]
  6. Chen, Ningyuan, and Mariana Olvera-Cravioto. “Coupling on Weighted Branching Trees.” Advances in Applied Probability 48, no. 2 (2016): 499–524. [File] [Link]
  7. ———. “Directed Random Graphs with Given Degree Distributions.” Stochastic Systems 3, no. 1 (2013): 147–86. [File] [Link]

Conference proceedings

  1. Chen, Ningyuan, and Mariana Olvera-Cravioto. “Efficient Simulation for Branching Linear Recursions.” In 2015 Winter Simulation Conference (WSC), 2716–27. IEEE, 2015. [File] [Link]
  2. Chen, Ningyuan, Nelly Litvak, and Mariana Olvera-Cravioto. “PageRank in Scale-Free Random Graphs.” In International Workshop on Algorithms and Models for the Web-Graph, 120–31. Springer International Publishing, 2014. [Link]