2011-2012 Decision, Risk, and Operations Seminars

Date/Time Speaker
Friday, June 15: 12:00-1:00 PM in Uris 301 Santiago Balseiro (DRO)
Auctions for Online Display Advertising Exchanges: Approximations and Design (joint with Omar Besbes and Gabriel Weintraub)
Friday, June 1: 1:30-2:00 PM in Uris 331 Caner Gocmen (DRO)
Small Modular Infrastructure 

Friday, April 6: 12:30-2:00 PM in Uris 331 Jinbeom Kim (IEOR)
The Optimal Design of Central Counterparties for Credit Default Swap (joint with Rama Cont)

Yonatan Gur (DRO)
Framework Agreements for Procurement: A Model and Design Recommendations (joint with Gabriel Weintraub)

Adam Zylbersztejn (Economics)
What Drives Failure to Maximize Payoffs in the Lab? A Test of the Inequality Aversion Hypothesis (joint with Nicolas Jacquemet)
Friday, April 13: 1:00-2:00 PM in Uris 331 Dr. Gabriel Escobar (Kaiser Permanente)
Kaiser Permanente Northern California and Operations Research
Friday, February 24: 12:30-1:30 PM in Uris 331 Lijian Lu (Columbia Business School)
Preferences for Contractual Forms in Competing Supply Chains (joint with Yaozhong Wu)
Friday, December 9: 12:30-2:00 PM in Uris 331 Awi Federgruen (Columbia Business School)
Competition Models with Mixed Multinomial Logit Demand Functions (joint with Gad Allon and Margaret Pierson)

Fangruo Chen (Columbia Business School)
Warranty Cost Sharing in a Supply Chain (joint with Lijian Lu and Hanqin Zhang)
Friday, December 2: 12:30-1:30 PM in Uris 331 Diego Ronchetti (University of Lugano, Switzerland)
An Approach to the Study of Homogeneous Classes of Firm Capital Values (joint with Paul Glasserman)
Friday, November 11: 12:30-1:30 PM in Uris 331   Irene Song (IEOR)
DEA-based Stock Selection: Using Fundamental, Macro, and Forward-Looking Indicators (joint with Soulaymane Kachani and Iraj Kani)

Ruxian Wang (IEOR)
Price Optimization and Competition for Multi-Products under the Nested Logit Model with Product-Differentiated Price Coefficients (joint with Guillermo Gallego)
Friday, November 4: 12:30-2:00 PM in Uris 331   Serdar Simsek (DRO)
Endogeneity and Price Sensitivity in Consumer Lending (joint with Robert Phillips and Garrett van Ryzin)

Mehmet Saglam (DRO)
Dynamic Portfolio Choice with Transaction Costs and Return Predictability: Linear Rebalancing Rules (joint with Ciamac Moallemi)

Xinyun Chen (IEOR)
Infinite-Size Networks of Infinite Server-Queues and Their Applications (joint with Jose Blanchet)
Friday, October 28: 12:30-2:00 PM in Uris 331  Juan Li (IEOR)
A Conditional Monte Carlo Method for Estimating the Failure Probability of a Distribution Network with Random Demands (joint with Jose Blanchet and Marvin K. Nakayama)

John Yao (DRO)
Revenue maximization via service differentiation in a queuing system (joint with Costis Maglaras and Assaf Zeevi)

Haowen Zhong (IEOR)
First Passage Times of Two-Dimensional Brownian Motion and Correlated Defaults
Friday, October 14, 2011: 12:30-1:30 PM in Uris 331 Yupeng Chen (IEOR)
A New Robust Cycle-Based Inventory Control Policy (joint with Garud Iyengar)

Chen Chen (IEOR)
An Axiomatic Approach to Systemic Risk (joint with Garud Iyengar and Ciamac C. Moallemi)
Friday, September 30, 2011: 12:30-2:00 PM in Uris 331 Nikhil Bhat (DRO)
Kernel Approach to Approximate Dynamic Programming (joint with Ciamac Moallemi and Vivek Farias)

Juan Chaneton (DRO)
A Deterministic Linear Program for the Unit Price Assortment Problem (joint with Omar Besbes)

Chen Xie (DRO)
Risk Mutualization by Margin Account within Central Counterparty Members (joint with Paul Glasserman)
Friday, September 23, 2011: 12:30-2:00 PM in Uris 331 Daniel Guetta (DRO)
Using Option Prices to Detect Bubbles in Financial Markets (joint with Paul Glasserman)

Yoni Gur (DRO)
Dynamic Referrals: Matching Traffic to Content in the Internet (joint with Omar Besbes and Assaf Zeevi)
Friday, September 16, 2011: 12:30-2:00 PM in Uris 331 Daniela Saban (DRO)
Generalizations of the Competitive Facility Location Problem (joint with Nicolas E. Stier-Moses)

Rodrigo A. Carrasco (IEOR)
Energy Aware Scheduling for Weighted Completion Time and Weighted Tardiness (joint with Garud Iyengar and Cliff Stein)