Research interests: machine learning for operations management; data-driven decision-making; emerging interest in sustainable operations

(PhD students or Post-docs marked with *)

Working Papers

1. “Model Mis-specification in Newsvendor Decisions: A comparison of Frequentist Parametric, Bayesian Parametric and Nonparametric approaches.” (with Zhenyu Gao* & Fabian Taigel*) (REVISED 21 June 2020) SSRN LINK

Publications

8. "Personalized Dynamic Pricing with Machine Learning: High Dimensional Features and Heterogeneous Elasticity." (with N. Bora Keskin) accepted in Management Science  SSRN LINK

-Honorable Mention, INFORMS JFIG Paper Competition 2018

-Finalist, INFORMS Data Mining Section Best Paper Award 2019

7. "Confidence Intervals for Data-driven Inventory Policies with Demand Censoring." (2020) Operations Research 68(2):309-326. LINK  

6. "Dynamic Procurement of New Products with Covariate Information: The Residual Tree Method." (with Jeremie Gallien & Adam Mersereau) M&SOM, Fall 2019, 21(4):798-815  LINK 

5. "The Big Data Newsvendor: Practical Insights from Machine Learning." (with Cynthia Rudin) Operations Research, 67(1):90-108   LINK   Matlab Codes

(Note: data used in the paper cannot be shared due to NDA)   

-Most downloaded Operations Research article published in 2019

4. "Machine Learning and Portfolio Optimization." (with Noureddine El Karoui and Andrew E.B. Lim) Management Science, March 2018, 64(3):1136-1154.  LINK   

Published in the Optimization Department of Management Science

3. "Robust Portfolio Choice with Learning in the Framework of Regret: Single Period Case." (with Andrew E.B. Lim and J. George Shanthikumar) Management Science, September 2012, 58(9) 1747-1760.  LINK 
Published in the Optimization Department of Management Science

2."Conditional Value-at-Risk in Portfolio Optimization: Coherent but Fragile." (with Andrew E.B. Lim and J. George Shanthikumar) Operations Research Letters 39 (2011) 163-171.  LINK 

1. "Modeling Light Propagation in Photonic Crystal Devices: simplification of the Bloch mode scattering matrix method." (with T. P. White, M. J. Steel, C. M. de Sterke, K. Dossou and L. C. Botten) Journal of Applied Physics 102, 053103:1-7 (2007).  LINK 

 

© Gah-Yi Ban