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Recent Publications

  • 2021
  • 2020
  • 2019

2021 

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

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Customers know best: Pricing policies for products with heterogeneous quality
Akçay, Yalçın, and Fikri Karaesmen - Decision Sciences

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Tight bounds on the relative performances of pricing optimization mechanisms in storable good markets
Berbeglia, Gerardo, Shant Boodaghians, and Adrian Vetta - Discrete Optimization

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Market Segmentation in Online Platforms
Berbeglia, Franco, Gerardo Berbeglia, and Pascal Van Hentenryck - European Journal of Operational Research

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A comparative empirical study of discrete choice models in retail operations
Berbeglia, Gerardo, Agustín Garassino, and Gustavo Vulcano - Management Science

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Exact confidence limits after a group sequential single arm binary trial
Lloyd, Chris J. - Statistics in Medicine

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A comprehensive open-source library for exact required sample size in binary clinical trials
Lloyd, Chris J., and Enrico Ripamonti - Contemporary Clinical Trials

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The Predictive Ability of Quarterly Financial Statements
Zhou, Hui, Worapree Ole Maneesoonthorn, and Xiangjin Bruce Chen - International Journal of Financial Studies

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Presidential candidates linguistic tone: The impact on the financial markets
Marinč, Matej, Nadia Massoud, Riste Ichev, and Aljoša Valentinčič - Economics Letters

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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

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Breaking the cycle of Bias that works against Women Leaders
Maryam Kouchaki, Burak Oc, and Ekaterina Netchaeva - MIT Sloan Management Review

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Bayesian variable selection for non‐Gaussian responses: a marginally calibrated copula approach
Klein, Nadja, and Michael Stanley Smith - Biometrics

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Marginally calibrated deep distributional regression
Klein, Nadja, David J. Nott, and Michael Stanley Smith - Journal of Computational and Graphical Statistics

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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

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Bayesian inference for regression copulas
Smith, Michael Stanley, and Nadja Klein - Journal of Business & Economic Statistics

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2020 

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

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Modelling financial contagion using high frequency data
Mardi Dungey, Vitali Alexeev and Wenying Yao - Economic Record

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Jump risk in the US financial sector
Dinesh Gajurel, Mardi Dungey, Nagara-tnam Jeyasreedharan and Wenying Yao - Economic Record

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Category Inventory Planning With Service Level Requirements and Dynamic Substitutions
Akçay, Yalçın, Yunke Li, and Harihara Prasad Natarajan - Production and Operations Management

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A transaction utility approach for bidding in second-price auctions
Sayman, Serdar, and Yalçın Akçay - Journal of Interactive Marketing

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Assortment optimisation under a general discrete choice model: A tight analysis of revenue-ordered assortments
Berbeglia, Gerardo, and Gwenaël Joret - Algorithmica

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Growing rich without growing old: the impact of internal migration in China
Chen, Mengni, Chris J. Lloyd, and Paul SF Yip - Asian Population Studies

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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

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High-frequency jump tests: Which test should we use?
Maneesoonthorn, Worapree, Gael M. Martin, and Catherine S. Forbes - Journal of Econometrics

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Surprise election for Trump connections
Child, Travers Barclay, Nadia Massoud, Mario Schabus, and Yifan Zhou - Journal of Financial Economics

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Buying Consumer Data? Tread Carefully
Catherine Tucker and Nico Neumann - Harvard Business Review

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Bringing an Analytics Mindset to the Pandemic
Nico Neumann - Harvard Business Review

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High-dimensional copula variational approximation through transformation
Smith, Michael Stanley, Rubén Loaiza-Maya, and David J. Nott - Journal of Computational and Graphical Statistics

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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

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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

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2019 

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

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The finite horizon, undiscounted, durable goods monopoly problem with finitely many consumers
Berbeglia, Gerardo, Peter Sloan, and Adrian Vetta - Journal of Mathematical Economics

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Assortment optimization under the sequential multinomial logit model
Flores, Alvaro, Gerardo Berbeglia, and Pascal Van Hentenryck - European Journal of Operational Research

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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

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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

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Approximate Bayesian forecasting
Frazier, David T., Worapree Maneesoonthorn, Gael M. Martin, and Brendan PM McCabe - International Journal of Forecasting

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How effective is third-party consumer profiling and audience delivery? Evidence from field studies
Neumann, Nico, Catherine E. Tucker, and Timothy Whitfield - Marketing Science

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Implicit copulas of Bayesian regularized regression smoothers
Klein, N. and Michael Stanley Smith - Bayesian Analysis

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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

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