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Recent Publications
- 2022
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- 2020
- 2019
The impact of forward guidance and large-scale asset purchase programs on commodity markets
Pedro Gomis-Porqueras , Shuddhasattwa Rafiq & Wenying Yao - Studies in Nonlinear Dynamics & Econometrics
Competitive multiproduct contracting under multinomial logit demand
Lusheng Shao - Production and Operations Management
A capacity reservation game for suppliers with multiple blocks of capacity
Lusheng Shao - ScienceDirect
Competitive trading in forward and spot markets under yield uncertainty
Jan Felix Meyer, Goran Kauermann & Michael Stanley Smith - Statistical Modelling Society
Capacity Games with Supply Function Competition
Edward Anderson, Bo Chen & Lusheng Shao - Operations Research
Contracting Mechanisms for Stable Sourcing Networks
Jennifer K. Ryan, Lusheng Shao & Daewon Sun - Manufacturing & Service Operations Management
Service-Level Agreement with Dynamic Inventory Policy: The Effect of the Performance Review Period and the Incentive Structure
Zahra Hosseinifard, Lusheng Shao & Srinivas Talluri - Decision Sciences
The impact of COVID-19 pandemic on the volatility connectedness network of global stock market
Tingting Cheng, Junli Liu, Albert Bo Zhao and Wenying Yao - Pacific-Basin Finance Journal
Mardi Dungey, Jet Holloway, Abdullah Yalaman and Weng Yao - Quantitative Finance
Exact confidence limits compatible with the result of a sequential trial
Chris J. Lloyd - Journal of Statistical Planning and Inference
Optimal probabilistic forecasts: When do they work?
Martin, Gael M., Rubén Loaiza-Maya, Worapree Maneesoonthorn, David T. Frazier, and Andrés Ramírez-Hassan - International Journal of Forecasting
Forecasting the volatility of asset returns: The informational gains from option prices
Vance L. Martin, Chrismin Tang, and Wenying Yao - International Journal of Forecasting, 37 (2), 862-880
Customers know best: Pricing policies for products with heterogeneous quality
Akçay, Yalçın, and Fikri Karaesmen - Decision Sciences
Tight bounds on the relative performances of pricing optimization mechanisms in storable good markets
Berbeglia, Gerardo, Shant Boodaghians, and Adrian Vetta - Discrete Optimization
Market Segmentation in Online Platforms
Berbeglia, Franco, Gerardo Berbeglia, and Pascal Van Hentenryck - European Journal of Operational Research
A comparative empirical study of discrete choice models in retail operations
Berbeglia, Gerardo, Agustín Garassino, and Gustavo Vulcano - Management Science
Exact confidence limits after a group sequential single arm binary trial
Lloyd, Chris J. - Statistics in Medicine
A comprehensive open-source library for exact required sample size in binary clinical trials
Lloyd, Chris J., and Enrico Ripamonti - Contemporary Clinical Trials
The Predictive Ability of Quarterly Financial Statements
Zhou, Hui, Worapree Ole Maneesoonthorn, and Xiangjin Bruce Chen - International Journal of Financial Studies
Presidential candidates linguistic tone: The impact on the financial markets
Marinč, Matej, Nadia Massoud, Riste Ichev, and Aljoša Valentinčič - Economics Letters
It’s a man’s world! the role of political ideology in the early stages of leader recruitment
Oc, Burak, Ekaterina Netchaeva, and Maryam Kouchaki - Organizational Behavior and Human Decision Processes
Breaking the cycle of Bias that works against Women Leaders
Maryam Kouchaki, Burak Oc, and Ekaterina Netchaeva - MIT Sloan Management Review
Bayesian variable selection for non‐Gaussian responses: a marginally calibrated copula approach
Klein, Nadja, and Michael Stanley Smith - Biometrics
Marginally calibrated deep distributional regression
Klein, Nadja, David J. Nott, and Michael Stanley Smith - Journal of Computational and Graphical Statistics
Fast and accurate variational inference for models with many latent variables
Loaiza-Maya, Rubén, Michael Stanley Smith, David J. Nott, and Peter J. Danaher - Journal of Econometrics
Bayesian inference for regression copulas
Smith, Michael Stanley, and Nadja Klein - Journal of Business & Economic Statistics
High-dimensional predictive regression in the presence of cointegration
Bonsoo Koo, Heather M. Anderson, Myung Hwan Seo, and Wenying Yao - Journal of Econometrics, 219 (2), 456-477
Modelling financial contagion using high frequency data
Mardi Dungey, Vitali Alexeev and Wenying Yao - Economic Record
Jump risk in the US financial sector
Dinesh Gajurel, Mardi Dungey, Nagara-tnam Jeyasreedharan and Wenying Yao - Economic Record
Category Inventory Planning With Service Level Requirements and Dynamic Substitutions
Akçay, Yalçın, Yunke Li, and Harihara Prasad Natarajan - Production and Operations Management
A transaction utility approach for bidding in second-price auctions
Sayman, Serdar, and Yalçın Akçay - Journal of Interactive Marketing
Assortment optimisation under a general discrete choice model: A tight analysis of revenue-ordered assortments
Berbeglia, Gerardo, and Gwenaël Joret - Algorithmica
Growing rich without growing old: the impact of internal migration in China
Chen, Mengni, Chris J. Lloyd, and Paul SF Yip - Asian Population Studies
Reply to Drs Almendra‐Arao and Sotres‐Ramos regarding Barnard's concept of convexity and possible extensions
Ripamonti, Enrico, and Chris J. Lloyd. - Pharmaceutical statistics
High-frequency jump tests: Which test should we use?
Maneesoonthorn, Worapree, Gael M. Martin, and Catherine S. Forbes - Journal of Econometrics
Surprise election for Trump connections
Child, Travers Barclay, Nadia Massoud, Mario Schabus, and Yifan Zhou - Journal of Financial Economics
Buying Consumer Data? Tread Carefully
Catherine Tucker and Nico Neumann - Harvard Business Review
Bringing an Analytics Mindset to the Pandemic
Nico Neumann - Harvard Business Review
High-dimensional copula variational approximation through transformation
Smith, Michael Stanley, Rubén Loaiza-Maya, and David J. Nott - Journal of Computational and Graphical Statistics
Whether, when and which: Modelling advanced seat reservations by airline passengers
Shao, Shuai, Göran Kauermann, and Michael Stanley Smith - Transportation Research Part A: Policy and Practice
Advertising effectiveness for multiple retailer-brands in a multimedia and multichannel environment
Danaher, Peter J., Tracey S. Danaher, Michael Stanley Smith, and Ruben Loaiza-Maya - Journal of Marketing Research
Pricing Policies for Selling Indivisible Storable Goods to Strategic Consumers. Annals of Operations Research
Berbeglia, Gerardo, Gautam Rayaprolu, and Adrian Vetta - Annals of Operations Research
The finite horizon, undiscounted, durable goods monopoly problem with finitely many consumers
Berbeglia, Gerardo, Peter Sloan, and Adrian Vetta - Journal of Mathematical Economics
Assortment optimization under the sequential multinomial logit model
Flores, Alvaro, Gerardo Berbeglia, and Pascal Van Hentenryck - European Journal of Operational Research
Tests for noninferiority trials with binomial endpoints: A guide to modern and quasi‐exact methods for biomedical researchers
Ripamonti, Enrico, and Chris J. Lloyd. - Pharmaceutical statistics
A scenario analysis of future Hong Kong age and labour force profiles and its implications
Lloyd, Chris J., Raymond Kwok, and Paul SF Yip - Journal of the Royal Statistical Society: Series A
Approximate Bayesian forecasting
Frazier, David T., Worapree Maneesoonthorn, Gael M. Martin, and Brendan PM McCabe - International Journal of Forecasting
How effective is third-party consumer profiling and audience delivery? Evidence from field studies
Neumann, Nico, Catherine E. Tucker, and Timothy Whitfield - Marketing Science
Implicit copulas of Bayesian regularized regression smoothers
Klein, N. and Michael Stanley Smith - Bayesian Analysis
Variational Bayes Estimation of Discrete-Margined Copula Models with Application to Time Series
Loaiza-Maya, R. and Michael Stanley Smith - Journal of Computational and Graphical Statistics
