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Gah-Yi Ban

Gah-Yi Vahn

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affiliation: London Business School, UK

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2020 – today

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2021
[j7]
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Gah-Yi Ban, N. Bora Keskin:
Personalized Dynamic Pricing with Machine Learning: High-Dimensional Features and Heterogeneous Elasticity. Manag. Sci. 67(9): 5549-5568 (2021)
2020
[j6]
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Gah-Yi Ban:
Confidence Intervals for Data-Driven Inventory Policies with Demand Censoring. Oper. Res. 68(2): 309-326 (2020)

2010 – 2019

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2019
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Gah-Yi Ban, Cynthia Rudin:
The Big Data Newsvendor: Practical Insights from Machine Learning. Oper. Res. 67(1): 90-108 (2019)
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Gah-Yi Ban, Jérémie Gallien, Adam J. Mersereau:
Dynamic Procurement of New Products with Covariate Information: The Residual Tree Method. Manuf. Serv. Oper. Manag. 21(4): 798-815 (2019)
2018
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Gah-Yi Ban, Noureddine El Karoui, Andrew E. B. Lim:
Machine Learning and Portfolio Optimization. Manag. Sci. 64(3): 1136-1154 (2018)
2012
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Andrew E. B. Lim, J. George Shanthikumar, Gah-Yi Vahn:
Robust Portfolio Choice with Learning in the Framework of Regret: Single-Period Case. Manag. Sci. 58(9): 1732-1746 (2012)
2011
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Andrew E. B. Lim, J. George Shanthikumar, Gah-Yi Vahn:
Conditional value-at-risk in portfolio optimization: Coherent but fragile. Oper. Res. Lett. 39(3): 163-171 (2011)

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