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  • Article

A Stochastic Programming Model for Commercial Bank Bond Portfolio Management

By: D. B. Crane
Keywords: Bonds; Investment; Management
Related
  • Web

Program Requirements - Doctoral

Technology & Operations Management Program Requirements Below please find the program requirements for students in Technology & Operations Management (TOM). Doctoral students in TOM generally complete the... View Details
  • Article

Analyzing Scrip Systems

By: Kris Johnson, David Simchi-Levi and Peng Sun
Scrip systems provide a nonmonetary trade economy for exchange of resources. We model a scrip system as a stochastic game and study system design issues on selection rules to match potential trade partners over time. We show the optimality of one particular rule in... View Details
Keywords: ＂Repeated Games＂; Stochastic Trust Game; Dynamic Program; P2P Lending; Scrip Systems; Artificial Currency; Non-monetary Trade Economies; Marketplace Matching; Currency; Operations; Game Theory
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  • July–August 2011
  • Article

Robust Optimization Made Easy with ROME

By: Joel Goh and Melvyn Sim
We introduce ROME, an algebraic modeling toolbox for a class of robust optimization problems. ROME serves as an intermediate layer between the modeler and optimization solver engines, allowing modelers to express robust optimization problems in a mathematically... View Details
Keywords: Robust Optimization; Algebraic Modeling Toolbox; MATLAB; Stochastic Programming; Decision Rules; Inventory Control; PERT; Project Management; Portfolio Optimization; Information Technology; Mathematical Methods; Operations
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  • 2019
  • Working Paper

Managing Churn to Maximize Profits

By: Aurelie Lemmens and Sunil Gupta
Customer defection threatens many industries, prompting companies to deploy targeted, proactive customer retention programs and offers. A conventional approach has been to target customers either based on their predicted churn probability, or their responsiveness to a... View Details
Keywords: Churn Management; Defection Prediction; Loss Function; Stochastic Gradient Boosting; Customer Relationship Management; Consumer Behavior; Profit
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  • September–October 2020
  • Article

Managing Churn to Maximize Profits

By: Aurelie Lemmens and Sunil Gupta
Customer defection threatens many industries, prompting companies to deploy targeted, proactive customer retention programs and offers. A conventional approach has been to target customers either based on their predicted churn probability or their responsiveness to a... View Details
Keywords: Churn Management; Defection Prediction; Loss Function; Stochastic Gradient Boosting; Customer Relationship Management; Consumer Behavior; Profit
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  • Teaching

Overview

In the MBA program, Professor Fearing teaches Technology and Operations Management (TOM), a required first-year MBA course.

In January 2013 he traveled with a cohort of... View Details
  • Teaching Interest

Overview

In the MBA program, Professor Fearing teaches Technology and Operations Management (TOM), a required first-year MBA course.

In January 2013 he will travel with a cohort of students to... View Details
  • Teaching Interest

Overview

In the MBA program, Professor Fearing teaches Technology and Operations Management (TOM), a required first-year MBA course. In January 2013 he will travel with a cohort of students to Sao Paolo, Brazil as part of the FIELD 2 Global Immersion program, also a... View Details
  • 18 Apr 2016
  • HBS Seminar

Felipe Caro, UCLA Anderson School of Management

  • Web

Bibliography - Option Pricing in Theory & Practice: The Nobel Prize Research of Robert C. Merton - Exhibits - Historical Collections

HBS Quick Links HBS Home MBA Executive Education Doctoral Programs Faculty and Research Alumni Publishing Site Index HBS Home Contact Us Map/Directions Option Pricing in Theory & Practice: The Nobel Prize Research of Robert C. Merton View... View Details
  • 04 Mar 2008
  • News

HBS Blogs

http://calgensoc.blogspot.com/search/label/Mary%20Mettler%27s%20Tuesday%20Tales ISMP 94 Basudeb Sen, http://basudebsen000.blogspot.com/ (directory to his ten-site blog complex, covering views on religion, government, family, life, humor, entertainment, economics, and... View Details
Keywords: Keith Larson; Information; News, Library, Internet, and Other Services; Information
  • 06 Dec 2016
  • First Look

December 6, 2016

stochastic dynamic program to study when the value of concealment is positive or negative. We show that when consumers are myopic, the value of concealment is always positive. In contrast, we show that when... View Details
Keywords: Sean Silverthorne
  • 19 May 2015
  • First Look

First Look: May 19

Abstract—The prominent but unproven intuition that preference heterogeneity reduces redistribution in a standard optimal tax model is shown to hold under the plausible condition that the distribution of preferences for consumption relative to leisure rises, in terms of... View Details
Keywords: Sean Silverthorne
  • 18 Sep 2007
  • First Look

First Look: September 18, 2007

joint decision of holding sovereign debt and reserves, we construct a stochastic dynamic equilibrium model calibrated to a sample of emerging markets. We obtain that the reserve accumulation does not play a quantitative important role in... View Details
Keywords: Martha Lagace
  • 17 Apr 2007
  • First Look

First Look: April 17, 2007

transforming locally engaged citizens into viewers consuming programming from distant sources. In response to such concerns, many regulatory agencies, including the Federal Communication Commission in the United States, curtail the... View Details
Keywords: Martha Lagace
  • 30 Jan 2018
  • First Look

January 30, 2018

finite-horizon stochastic dynamic program to study when the value of concealment is positive or negative. We show that when consumers are myopic, the value of concealment is always positive. In contrast, we... View Details
Keywords: Sean Silverthorne
  • 15 Sep 2009
  • First Look

First Look: September 15

manufacturing capacity to meet state needs, Pfizer adopted an R&D program to find new microbial antibiotics suited to its manufacturing technology after the war ended. In the 1950s and 1960s, Pfizer transformed itself into a... View Details
Keywords: Martha Lagace
  • 17 Sep 2013
  • First Look

First Look: September 17

depends on the number of customers the firm decides to target for its retention campaign. We propose a predictive model that accounts for all these elements. Our optimization algorithm uses stochastic gradient boosting, a state-of-the-art... View Details
Keywords: Sean Silverthorne