Gah-Yi Ban

According to our database, Gah-Yi Ban authored at least 7 papers between 2011 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2021

Personalized Dynamic Pricing with Machine Learning: High-Dimensional Features and Heterogeneous Elasticity.

Gah-Yi Ban, N. Bora Keskin

Manag. Sci., 2021

2020

Confidence Intervals for Data-Driven Inventory Policies with Demand Censoring.

Gah-Yi Ban

Oper. Res., 2020

2019

Dynamic Procurement of New Products with Covariate Information: The Residual Tree Method.

Gah-Yi Ban, Jérémie Gallien, Adam J. Mersereau

Manuf. Serv. Oper. Manag., 2019

The Big Data Newsvendor: Practical Insights from Machine Learning.

Gah-Yi Ban, Cynthia Rudin

Oper. Res., 2019

2018

Machine Learning and Portfolio Optimization.

Gah-Yi Ban, Noureddine El Karoui, Andrew E. B. Lim

Manag. Sci., 2018

2012

Robust Portfolio Choice with Learning in the Framework of Regret: Single-Period Case.

Andrew E. B. Lim, J. George Shanthikumar, Gah-Yi Vahn

Manag. Sci., 2012

2011

Conditional value-at-risk in portfolio optimization: Coherent but fragile.

Andrew E. B. Lim, J. George Shanthikumar, Gah-Yi Vahn

Oper. Res. Lett., 2011