Research

Working papers

  1. Chen, Ningyuan, Andre Cire, Ming Hu, and Saman Lagzi. “Model-Free Assortment Pricing with Transaction Data.” Working Paper, 2021. [Link]
  2. Chen, Ningyuan. “Multi-Armed Bandit Requiring Monotone Arm Sequences.” Working Paper, 2021. [Link]
  3. Chen, Ningyuan, Chun Wang, and Longlin Wang. “Learning and Optimization with Seasonal Patterns.” Working Paper, 2020. [Link]
  4. Chen, Ningyuan, and Amin Khademi. “Adaptive Seamless Dose-Finding Trials.” Working Paper, 2020. [Link]
  5. Li, Wenhao, Ningyuan Chen, and L Jeff Hong. “Dimension Reduction in Contextual Online Learning via Nonparametric Variable Selection.” Working Paper, 2020. [Link]
  6. Chen, Ningyuan, Ming Hu, and Chaoyu Zhang. “Capacitated SIR Model with an Application to COVID-19.” Working Paper, 2020. [Link]
  7. Chen, Ningyuan, Anran Li, and Shuoguang Yang. “Revenue Maximization and Learning in Products Ranking.” Working Paper, 2020. [Link]
    • Extended abstract accepted to the 22nd ACM Conference on Economics and Computation
  8. Zhou, Xiang, Yi Xiong, Ningyuan Chen, and Xuefeng Gao. “Regime Switching Bandits.” Working Paper, 2020. [Link]
  9. Chen, Ningyuan, Guillermo Gallego, and Zhuodong Tang. “The Use of Binary Choice Forests to Model and Estimate Discrete Choices.” Working Paper, 2019. [Link]
  10. Chen, Ningyuan, Guillermo Gallego, Pin Gao, and Steven Kou. “Dealership or Marketplace: A Dynamic Comparison.” Working Paper, 2019. [Link]
  11. Chen, Ningyuan, Donald KK Lee, and Haipeng Shen. “Can Customer Arrival Rates Be Modelled by Sine Waves?” Working Paper, 2018. [Link]
  12. Chen, Ningyuan, Pin Gao, and Steven Kou. “Does the Prohibition of Trade-Through Hurt Liquidity Demanders?” Working Paper, 2017. [Link]

Journal publications

  1. Chen, Ningyuan, and Guillermo Gallego. “Nonparametric Pricing Analytics with Customer Covariates.” Operations Research 69, no. 3 (2021): 974–84. [File] [Link]
  2. Chen, Ningyuan, Anran Li, and Kalyan Talluri. “Reviews and Self-Selection Bias with Operational Implications.” Management Science 67, no. 12 (2021): 7472–92. [File] [Link]
  3. Chen, Ningyuan, Adam Elmachtoub, Michael Hamilton, and Xiao Lei. “Loot Box Pricing and Design.” Management Science 67, no. 8 (2021): 4809–25. [File] [Link]
    • 2019 INFOMRS IBM Best Student Paper award in service science, awarded to Xiao
    • Extended abstract accepted to the 21st ACM Conference on Economics and Computation
    • Invited for presentation at a workshop organized by the Federal Trade Commission
  4. Chen, Ningyuan, and Ying-Ju Chen. “Duopoly Competition with Network Effects in Discrete Choice Models.” Operations Research 69, no. 2 (2021): 545–59. [File] [Link]
  5. Lee, Donald K. K., Ningyuan Chen, and Hemant Ishwaran. “Boosted Nonparametric Hazards with Time-Dependent Covariates.” Annals of Statistics 49, no. 4 (2021): 2101–28. [File] [Link]
  6. Alizamir, Saed, Ningyuan Chen, Sang-Hyun Kim, and Vahideh Manshadi. “Impact of Network Structure on New Service Pricing.” Mathematics of Operations Research Forthcoming (2021). [Link]
  7. Liu, Yan, and Ningyuan Chen. “Dynamic Pricing with Money Back Guarantees.” Production and Operations Management Forthcoming (2021). [Link]
  8. Gao, Pin, Yuhang Ma, Ningyuan Chen, Guillermo Gallego, Anran Li, Paat Rusmevichientong, and Huseyin Topaloglu. “Assortment Optimization and Pricing under the Multinomial Logit Model with Impatient Customers: Sequential Recommendation and Selection.” Operations Research 69, no. 5 (2021): 1509–32. [File] [Link]
  9. Chen, Ningyuan, and Guillermo Gallego. “A Primal-Dual Learning Algorithm for Personalized Dynamic Pricing with an Inventory Constraint.” Mathematics of Operations Research Forthcoming (2021). [Link]
  10. Chen, Ningyuan, and Javad Nasiry. “Does Loss Aversion Preclude Price Variation?” Manufacturing & Service Operations Management 22, no. 2 (2020): 383–95. [File] [Link] [Appendix]
  11. Chen, Ningyuan, and Guillermo Gallego. “Welfare Analysis of Dynamic Pricing.” Management Science 65, no. 1 (2019): 139–51. [File] [Link]
  12. 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]
  13. 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]
  14. 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]
  15. Chen, Ningyuan, and Mariana Olvera-Cravioto. “Coupling on Weighted Branching Trees.” Advances in Applied Probability 48, no. 2 (2016): 499–524. [File] [Link]
  16. ———. “Directed Random Graphs with Given Degree Distributions.” Stochastic Systems 3, no. 1 (2013): 147–86. [File] [Link]

Conference proceedings

  1. Lee, Donald, Ningyuan Chen, Hemant Ishwaran, Xiaochen Wang, Arash Pakbin, Bobak Mortazavi, and Hongyu Zhao. “Theory and Software for Boosted Nonparametric Hazard Estimation.” In Proceedings of AAAI Spring Symposium on Survival Prediction - Algorithms, Challenges, and Applications 2021, edited by Russell Greiner, Neeraj Kumar, Thomas Alexander Gerds, and Mihaela van der Schaar, 146:149–58. Proceedings of Machine Learning Research. PMLR, 2021. [Link]
  2. Chen, Ningyuan, and Mariana Olvera-Cravioto. “Efficient Simulation for Branching Linear Recursions.” In 2015 Winter Simulation Conference (WSC), 2716–27. IEEE, 2015. [File] [Link]
  3. 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]