Mid-Year Research Group Updates
Theater Revenue Management Numbers on Broadway

Updated Mid-Year Research Group Updates

(This is an update to my previous post. Additions are in italics.)

Here are some quick news about alumni and current members of my research group:

  • Dr. Mike Dziecichowicz PhD'10, now a manager at Ernst & Young in NYC, recently was an invited speaker at the INFORMS Analytics conference, where he provided an overview of retail credit loss forecasting. I am also very excited to announce that our paper on Robust Timing of Markdowns with Daniela Caro '08, G'09, who did research in my group before continuing on to MillerCoors as a Corporate Pricing Analyst and Industry Analyst, then to INSEAD for her MBA and now to Jefe de Planeamiento Comercial - Interbank in Peru, has just been published in Annals of Operations Research. Congratulations, Mike and Daniela!
  • Dr. Tengjiao Xiao, who graduated last month from Lehigh with her PhD in Industrial Engineering, has started her new position as a Senior Consultant in the New York City office of Ernst & Young. We wish her good luck in this next chapter of her career.
  • Doctoral candidate Shuyi Wang, who just passed her general exam, is interning at Humana in the Dallas/Fort Worth area this summer.
  • Shuyi is supervised by my former doctoral student Dr. Gokhan Metan PhD'08, who recently joined Humana to oversee consumer marketing and advanced analytics after a distinguished tenure at American Airlines (Operations Research Analyst and Senior Analyst) and CapitalOne (Business Manager, Marketing Analysis and Credit Risk Management).
  • Dr. Yang Dong PhD'14, who received honorable mention in the INFORMS Financial Services Section Paper Competition last year, has been promoted to Associate in the Quantitative Research and Analytics group at JP Morgan (after only 8 months on the job! Way to impress them, Yang!). Our paper on "Robust Investment Management with Uncertainty in Fund Managers' Allocation" has just been published online in RAIRO-Operations Research and will appear in the October-December 2015 issue in print.
  • My paper with Dr. Ruken Duzgun PhD'12, "Robust Binary Optimization using a Safe Tractable Approximation", has just been published in Operations Research Letters. (It comes with an AudioSlides presentation, for those of you who don't have time to read the full paper.) Another paper of ours, that one on the theory of multi-range robust optimization, was published in the proceedings of the 2015 INFORMS Computing Society conference in January. Finally, a study on project selection using our multi-range robust optimization is forthcoming in the Winter Simulation Conference proceedings.
  • My paper with Dr. Elcin Cetinkaya PhD'14 on "Data-Driven Portfolio Management with Quantile Constraints" has just been published in OR Spectrum. Our paper "New Product Launch Decisions with Robust Optimization" has just been accepted in Computational Management Science. We hope to have more paper-related news to report soon.
  • ESSEC doctoral candidate Victoire Denoyel, whom I co-advise with Laurent Alfandari, will present our current work at the MSOM conference in Toronto tomorrow (come and see her presentation if you are attending the conference, she is speaking in an afternoon session on Tuesday.) Also, we have finalized our paper on "Optimizing healthcare network design under reference pricing and parameter uncertainty". The paper is now submitted. This version of the paper contains important new results. In particular, the section on incorporating parameter uncertainty is completely new. We also provide insights into the "ideal" solution of the network design problem without quality or satisfaction requirements. Please take a look and let us know what you think!

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