Gah-Yi Ban
Gah-Yi Ban
Management Science & Operations, London Business School
Verified email at london.edu - Homepage
TitleCited byYear
The Big Data Newsvendor: Practical Insights from Machine Learning
GY Ban, C Rudin
Operations Research 67 (1), 90-108, 2019
94*2019
Conditional value-at-risk in portfolio optimization: Coherent but fragile
AEB Lim, JG Shanthikumar, GY Vahn
Operations Research Letters 39 (3), 163-171, 2011
882011
Machine Learning and Portfolio Optimization
GY Ban, N El Karoui, AEB Lim
Management Science 64 (3), 1136-1154, 2018
53*2018
Personalized Dynamic Pricing with Machine Learning: High Dimensional Features and Heterogeneous Elasticity
GY Ban, NB Keskin
Available at SSRN 2972985, 2019
252019
Robust Portfolio Choice with Learning in the Framework of Regret: Single-Period Case
AEB Lim, JG Shanthikumar, GY Vahn
Management Science 58 (9), 1732-1746, 2012
212012
Dynamic Procurement of New Products with Covariate Information: The Residual Tree Method
GY Ban, J Gallien, A Mersereau
Manufacturing & Service Operations Management, 2018
19*2018
Business analytics in the age of Big Data
GY Ban
Business Strategy Review 25 (3), 8-9, 2014
172014
Confidence Intervals for Data-driven Inventory Policies with Demand Censoring
GY Ban
Operations Research accepted, 2019
12*2019
Modeling light propagation in photonic crystal devices: Simplification of the Bloch mode scattering matrix method
GY Vahn, TP White, MJ Steel, CM De Sterke, K Dossou, LC Botten
Journal of Applied Physics 102 (5), 053103, 2007
22007
Can machine learning save the planet?
GY Ban
London Business School Review 28 (2), 57-57, 2017
1*2017
Model Mis-specification in Newsvendor Decisions: A comparison of Frequentist Parametric, Bayesian Parametric and Nonparametric approaches
GY Ban, Z Gao, F Taigel
SSRN Working Paper, 2019
2019
New approaches to robustness and learning in data-driven portfolio optimization
GY Vahn
UC Berkeley, 2012
2012
Conditional value-at-risk in portfolio optimization: Coherent but fragile.
T Ma, C Li, K Sarica, I Or, A Vaninsky, FY Chen, J Claro, JP de Sousa, ...
Information Technology Journal 12 (15), 1484-1489, 2007
2007
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