Yifan Feng 冯一凡
Department of Analytics and Operations, NUS Business School
Institute of Operations Research and Analytics (IORA)
15 Kent Ridge Dr, BIZ1 8-68, Singapore 119245
Email: yifan.feng[AT]nus[DOT]edu[DOT]sg
About Me
I am an Assistant Professor in the Department of Analytics and Operations (DAO) at NUS Business School. I am also affiliated with the Institute of Operations Research and Analytics (IORA) and the Artificial Intelligence Institute at NUS.
I integrate tools from data science, economics, and optimization to tackle complex challenges in platforms and markets. My primary focus is on learning, experimentation, and information acquisition. I also work on problems for demand fulfillment.
Publication
1. Robust learning of consumer preferences (with R. Caldentey and C.T. Ryan). Operations Research 70(2):918-962. [Journal] [SSRN]
2. Dynamic learning and market making in spread betting markets with informed bettors (with J. R. Birge, N. B. Keskin and A. Schultz). Operations Research 69(6):1746-1766. [Journal] [SSRN]
Preliminary version in the Proceedings of the 2019 ACM Conference on Economics and Computation (EC '19)
Featured in Chicago Booth Review [Link]
3. Designing sparse graphs for stochastic matching with an application to middle-mile transportation management (with R. Caldentey, L. Xin, Y. Zhong, B. Wang, and H. Hu). Forthcoming in Management Science [Journal] [SSRN] [Data and Codes]
Preliminary version selected for MSOM Supply Chain SIG 2022 conference
Working Papers
1. Learning to rank under strategic "brush wars" (with Q. Li and H. Chen). [SSRN] (New)
Preliminary version accepted in 2024 ACM Conference on Economics and Computation (EC '24)
Preliminary version selected for MSOM Service SIG 2023 conference
2. A Mallows-type model for preference learning from (ranked) choices (with Y. Tang). [SSRN]
Preliminary version in Advances in Neural Information Processing Systems 35 (NeurIPS '22) [Link]
Third prize, CSAMSE (Chinese Scholars Association for Management Science and Engineering) best paper award competition 2023 [link]
3. Nested Elimination: A simple algorithm for best-item identification from choice-based feedback (with J. Yang). [Arxiv]
Preliminary version in Proceedings of the 40th International Conference on Machine Learning (ICML '23) [Link]
4. Myopic Quantal Response Policy: Thompson sampling meets behavioral economics (with J. Ding and Y. Rong). [Arxiv]
5. Optimal partition for multi-type queueing systems (with S. Cao, S. He, and Z. Wang). [Arxiv]
Teaching
Quantitative Risk Management (MS Bus. Analytics): 2020-present
Analytics for Risk Management (BBA spec. Bus. Analytics): 2021-present