Research
Working papers
- Chen, Ningyuan, Xiaobo Li, Zechao Li, and Chun Wang. “Component Pricing with Bundle Size Discount.” Working Paper, 2022.
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- Chen, Ningyuan, Setareh Farajollahzadeh, and Guan Wang. “Learning Consumer Preferences from Bundle Sales Data.” Working Paper, 2022.
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- CORS 2023 Best Student Paper Award
- Fu, Xingyu, Ningyuan Chen, Pin Gao, and Yang Li. “Privacy-Preserving Personalized Recommender Systems.” Working Paper, 2022.
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- Chen, Ningyuan, Saman Lagzi, and Joseph Milner. “Using Neural Networks to Guide Data-Driven Operational Decisions.” Working Paper, 2022.
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- Chen, Ningyuan, Chun Wang, and Longlin Wang. “Learning and Optimization with Seasonal Patterns.” Working Paper, 2020.
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- Chen, Ningyuan, and Amin Khademi. “Adaptive Seamless Dose-Finding Trials.” Working Paper, 2020.
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- Chen, Ningyuan, Ming Hu, and Chaoyu Zhang. “Capacitated SIR Model with an Application to COVID-19.” Working Paper, 2020.
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- Chen, Ningyuan, Anran Li, and Shuoguang Yang. “Revenue Maximization and Learning in Products Ranking.” Working Paper, 2020.
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- Extended abstract accepted to the 22nd ACM Conference on Economics and Computation
- Chen, Ningyuan, Guillermo Gallego, and Zhuodong Tang. “The Use of Binary Choice Forests to Model and Estimate Discrete Choices.” Working Paper, 2019.
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- Chen, Ningyuan, Guillermo Gallego, Pin Gao, and Steven Kou. “Dealership or Marketplace: A Dynamic Comparison.” Working Paper, 2019.
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Journal publications
- Chen, Ningyuan, Andre Cire, Ming Hu, and Saman Lagzi. “Model-Free Assortment Pricing with Transaction Data.” Management Science Forthcoming (2023).
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- 2022 Jeff McGill Best Student Paper Award Finalist in revenue management
- Chen, Ningyuan, Pin Gao, and Steven Kou. “Does the Prohibition of Trade-Through Hurt Liquidity Demanders?” Operations Research Forthcoming (2023).
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- Li, Wenhao, Ningyuan Chen, and L Jeff Hong. “Dimension Reduction in Contextual Online Learning via Nonparametric Variable Selection.” Journal of Machine Learning Research 24, no. 136 (2023): 1–84.
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- Chen, Ningyuan, and Ming Hu. “Data-Driven Revenue Management: The Interplay of Data, Model, and Decisions.” Service Science 15, no. 2 (2023): 79–155.
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- Chen, Ningyuan, Ragıp Gürlek, Donald K. K. Lee, and Haipeng Shen. “Can Customer Arrival Rates Be Modelled by Sine Waves?” Service Science Forthcoming (2023).
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- Alizamir, Saed, Ningyuan Chen, Sang-Hyun Kim, and Vahideh Manshadi. “Impact of Network Structure on New Service Pricing.” Mathematics of Operations Research 47, no. 3 (2022): 1999–2033.
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- Liu, Yan, and Ningyuan Chen. “Dynamic Pricing with Money-Back Guarantees.” Production and Operations Management 31, no. 3 (2022): 941–62.
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- Chen, Ningyuan, and Guillermo Gallego. “A Primal-Dual Learning Algorithm for Personalized Dynamic Pricing with an Inventory Constraint.” Mathematics of Operations Research 47, no. 4 (2022): 2547–3399.
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- Xiong, Yi, Ningyuan Chen, Xuefeng Gao, and Xiang Zhou. “Sublinear Regret for Learning POMDPs.” Production and Operations Management 31, no. 9 (2022): 3491–3504.
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- Chen, Ningyuan, and Guillermo Gallego. “Nonparametric Pricing Analytics with Customer Covariates.” Operations Research 69, no. 3 (2021): 974–84.
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- Chen, Ningyuan, Anran Li, and Kalyan Talluri. “Reviews and Self-Selection Bias with Operational Implications.” Management Science 67, no. 12 (2021): 7472–92.
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- Chen, Ningyuan, Adam Elmachtoub, Michael Hamilton, and Xiao Lei. “Loot Box Pricing and Design.” Management Science 67, no. 8 (2021): 4809–25.
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- 2019 INFOMRS IBM Best Student Paper Award in service science
- Extended abstract accepted to the 21st ACM Conference on Economics and Computation
- Invited for presentation at a workshop organized by the Federal Trade Commission
- Chen, Ningyuan, and Ying-Ju Chen. “Duopoly Competition with Network Effects in Discrete Choice Models.” Operations Research 69, no. 2 (2021): 545–59.
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- 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.
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- 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.
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- Chen, Ningyuan, and Javad Nasiry. “Does Loss Aversion Preclude Price Variation?” Manufacturing & Service Operations Management 22, no. 2 (2020): 383–95.
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[Appendix]
- Chen, Ningyuan, and Guillermo Gallego. “Welfare Analysis of Dynamic Pricing.” Management Science 65, no. 1 (2019): 139–51.
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- 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.
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- 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.
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- Chen, Ningyuan, and Mariana Olvera-Cravioto. “Coupling on Weighted Branching Trees.” Advances in Applied Probability 48, no. 2 (2016): 499–524.
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- ———. “Directed Random Graphs with Given Degree Distributions.” Stochastic Systems 3, no. 1 (2013): 147–86.
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Conference proceedings
- Li, Wenhao, and Ningyuan Chen. “Allocating Divisible Resources on Arms with Unknown and Random Rewards.” In Proceedings of Thirty Sixth Conference on Learning Theory, 195:2350–51. Proceedings of Machine Learning Research. PMLR, 2023.
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- Chen, Ningyuan, Xuefeng Gao, and Yi Xiong. “ Debiasing Samples from Online Learning Using Bootstrap .” In Proceedings of The 25th International Conference on Artificial Intelligence and Statistics, 151:8514–33. PMLR, 2022.
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- Accepted for oral presentation at AISTAT 2022 (<4% acceptance rate)
- 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, 146:149–58. Proceedings of Machine Learning Research, 2021.
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- Chen, Ningyuan. “Multi-Armed Bandit Requiring Monotone Arm Sequences.” In Advances in Neural Information Processing Systems, 34:16093–103, 2021.
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- Zhou, Xiang, Yi Xiong, Ningyuan Chen, and Xuefeng GAO. “Regime Switching Bandits.” In Advances in Neural Information Processing Systems, 34:4542–54, 2021.
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- Chen, Ningyuan, and Mariana Olvera-Cravioto. “Efficient Simulation for Branching Linear Recursions.” In 2015 Winter Simulation Conference (WSC), 2716–27. IEEE, 2015.
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