2012-2013 Decision, Risk, and Operations Seminars

Date/Time Speaker
Friday, October 12: 12:30 - 2:30 in Uris 331
Caner Gocmen
Pricing Managed Lanes (joint work with Robert Phillips)

Santiago Balseiro
Auctions Design for Online Display Advertising Exchanges (joint work with Omar Besbes and Gabriel Weintraub)

Yunru Han
Selling to the Censored Newsvendor: Optimal Wholesale Price with Downstream Demand Learning (joint work with Fangruo Chen)

Andrew Ahn
On the Use of Linear Programming to Control Diffusions (joint work with Martin Haugh)  
Friday, October 5: 12:30 - 2:00 in Uris 331 Serdar Simsek
Estimating Willingness-to-Pay and Willingness-to-Sell Distributions from Incomplete Negotiation Data (joint work with Bob Phillips and Garrett van Ryzin)

Yina Lu
Empirical study on agent productivity and task allocation policy in IT service (joint work with Marcelo Olivares and Aliza Heching)

Santiago Balseiro
Equilibrium and Approximations for Repeated Auctions with Budgets Constraints (joint work with Omar Besbes and Gabriel Weintraub)
Friday, September 28: 12:30 - 2:00 in Uris 331 Yoni Gur
Online Content Recommendations on the Internet (joint work with Omar Besbes and Assaf Zeevi)

Xingbo Xu
Robust Risk Measurement and Model Risk

Arseniy Kukanov
Optimal Order Placement in Multiple Limit Order Markets (joint work with Rama Cont)

Sang Won Kim
Measuring the Performance of Large-Scale Combinatorial Auctions: A Structural Estimation Approach (joint work with Marcelo Olivares and Gabriel Weintraub)
Friday, September 21: 12:30 - 2:30 pm in Uris 331 Cinar Kilcioglu
Towards a Better World Golf Ranking System (joint work with Mark Broadie)

Davide Crapis
Social learning and pricing: literature review, learning and dynamic pricing in review systems (joint work with Costis Maglaras)

Lijian Lu
Framework Agreements in Procurement: An Auction Model and Design Recommendations (joint work with Gabriel Weintraub and Yoni Gur)

Daizhuo (Henry) Chen
Summer Research at Quora Inc.