a) Downloadable Papers

 

Learning, earning, and incentives

AI applications

b) Published Papers

 

Learning, earning, and incentives

  • "Bayesian Herd Detection for Dynamic Data," (co-authored with V. Satopää), International Journal of Forecasting, 2023. DOI link: https://doi.org/10.1016/j.ijforecast.2023.03.001

  • "Evaluation of a new antiresistic strategy to manage antibiotic resistance," (co-authored with S. Chen, A. Lall, and H. M. Tan), Journal of Global Antimicrobial Resistance, 2023. DOI link: https://doi.org/10.1016/j.jgar.2023.03.006

  • "Herding in Probabilistic Forecasts," (co-authored with Y. Jia and V. Satopää), Management Science, 2022. DOI link: https://doi.org/10.1287/mnsc.2022.4487

    • Runner-up for INFORMS Decision Analysis Society 2020 Student Paper Award (Yanwei Jia)

  • "Learning Manipulation Through Information Dissemination," (co-authored with M. J. Kim and X. Zhang), Operations Research, 2022. DOI link: https://doi.org/10.1287/opre.2021.2209

    • Finalist for INFORMS Decision Analysis Society 2022 Student Paper Award (Xinyuan Zhang)

  • "Data Sharing in Innovations," (co-authored with Z. Chen), Foundations and Trends® in Technology, Information and Operations Management, Volume 15 (edited by P. Kouvelis), now publishers, 2022. DOI link: http://dx.doi.org/10.1561/0200000102-3

  • "The Impact of Ride-Hail Surge Factors on Taxi Bookings," (co-authored with S. Agarwal, B. Charoenwong, and S.-F. Cheng), Transportation Research Part C: Emerging Technologies, 2022, 136. DOI link: https://doi.org/10.1016/j.trc.2021.103508

  • "Preferences of public transit commuters: Evidence from smart card data in Singapore," (co-authored with S. Agarwal, M. Diao, and T. F. Sing), Journal of Urban Economics, 2020, 120. DOI link: https://doi.org/10.1016/j.jue.2020.103288

  • "Risk-Aversion and B2B Contracting under Asymmetric Information: Evidence from Managed Print Services," (co-authored with J. Ning, V. Babich, and J. Handley), Operations Research, 2018, 66, pp. 392-408. DOI link: https://doi.org/10.1287/opre.2017.1673

  • "Hiring, Firing, and Relocation under Employment Protection," (co-authored with M. Dai and T. Maull), Journal of Economic Dynamics and Control, 2015, 56, pp. 55-81. DOI link: https://doi.org/10.1016/j.jedc.2015.04.005

  • "Optimal Electoral Timing: Exercise Wisely and You May Live Longer," (co-authored with L. Smith and D. Davydov), Review of Economic Studies, 2008, 75, pp. 597-628. DOI link: https://doi.org/10.1111/j.1467-937X.2008.00493.x

  • "The demand for information: more heat than light," (co-authored with G. Moscarini and L. Smith), Journal of Economic Theory, 2008, 138, pp. 21-50. DOI link: https://doi.org/10.1016/j.jet.2007.03.003

    Pricing, investments, and risks

  • "The Crowdfunding Effects on Venture Capital Investment," (co-authored with M. Hu and Y. Jin), Management Science, 2024. DOI link: https://doi.org/10.1287/mnsc.2022.00994

  • "Bonus Caps and Bankers' Risk-Taking," (co-authored with E. Jokivuolle and X. Yuan), Journal of Risk, 2024. DOI link: https://doi.org/10.21314/JOR.2024.012

  • "Dynamic Contracting in Asset Management under Investor-Partner-Manager Relationship," (co-authored with N. Touzi and R. Zuo), Operations Research, 2024. DOI link: https://doi.org/10.1287/opre.2021.0031

  • "Gender Animus Can Still Exist Under Favorable Disparate Impact: a Cautionary Tale from Online P2P Lending," (authors: X. Shen, T. Tan, T. Phan, and J. Keppo), Proceedings of the 2023 ACM Conference on Fairness, Accountability, and Transparency (FAccT ’23), 2023. DOI link: https://doi.org/10.1145/3593013.3594042

  • "Microbanks in Online Peer-to-Peer Lending: A Tale of Dual Roles," (co-authored with T. Q. Phan and T. Tan), Innovative Technology at the interface of Finance and Operations, Volume II (edited by V. Babich, J. Birge, and G. Hilary), Springer Series in Supply Chain Management, Springer, 2022. Link: https://link.springer.com/chapter/10.1007/978-3-030-81945-3_9

  • "Are Monthly Market Returns Predictable?" (co-authored with T. Shumway and D. Weagley), Review of Asset Pricing Studies, 2021, 11, pp. 806-836. DOI link: https://doi.org/10.1093/rapstu/raab010

  • "Discrete dividend payments in continuous time," (co-authored with M. Reppen and H. M. Soner), Mathematics of Operations Research, 2021, 46, pp. 835-1234. DOI link: https://doi.org/10.1287/moor.2020.1081

  • "The Role of Financial Literacy in Online Peer-to-Peer Lending: An Empirical Approach," (co-authored with X. Ran, T. Tan, and T. Q. Phan), in Proceedings of the 40th International Conference on Information Systems (ICIS 2019), Munich, Germany, December 15-18, 2019. Link: https://aisel.aisnet.org/icis2019/blockchain_fintech/blockchain_fintech/15/

  • "Opaque Bank Assets and Optimal Equity Capital," (co-authored with M. Dai and S. Huang), Journal of Economic Dynamics and Control, 2019, 100, pp. 369-394. DOI link: https://doi.org/10.1016/j.jedc.2019.01.005

  • "Implied Efficiency Curves from Analysis of Operational Patterns," (co-authored with S. Brelin, M.A. Lien, S.-E. Fleten, and A. Pichler), in Proceedings of the 6th International Workshop on Hydro Scheduling in Competitive Electricity Markets (edited by A. Helseth), Springer, 2019. DOI link: https://doi.org/10.1007/978-3-030-03311-8_9

  • "Risk Targeting and Policy Illusions - Evidence from the Announcement of the Volcker Rule," (co-authored with J. Korte), Management Science, 2018, 64, pp. 215-234. DOI link: https://doi.org/10.1287/mnsc.2016.2583

  • "What is the true cost of active management? A comparison of hedge funds and mutual funds," (co-authored with A. Petäjistö), Journal of Alternative Investments, 2014, 17, pp. 9-24. DOI link: https://doi.org/10.3905/jai.2014.17.2.009

  • "The Credits that Count: How Credit Growth and Financial Aid Affect College Tuition and Fees," (co-authored with K. Best), Education Economics, 2012, pp. 1-25. DOI link: https://doi.org/10.1080/09645292.2012.687102

  • "Risk Management in Electric Utilities," (co-authored with S.-E. Fleten and E. Näsäkkälä) in Handbook of Integrated Risk Management in Global Supply Chains (edited by O. Boyabatli, L. Dong, P. Kouvelis, and R. Li), John Wiley & Sons, 2012. DOI link: https://doi.org/10.1002/9781118115800.ch18

  • "Risk, Financing and the Optimal Number of Suppliers," (co-authored with V. Babich, G. Aydin, P-Y. Brunet, and R. Saigal) in Supply Chain Disruptions (edited by H. Gurnani, A. Mehrotra, and S. Ray), Springer-Verlag, 2010. DOI link: https://doi.org/10.1007/978-0-85729-778-5_8

  • "Unintended Consequences of the Market Risk Requirement in Banking Regulation," (co-authored with L. Kofman and X. Meng), Journal of Economic Dynamics and Control, 2010, 34, pp. 2192-2214. DOI link: https://doi.org/10.1016/j.jedc.2010.06.006

  • "Optimal Consumption and Portfolio Decisions with Partially Observed Real Prices," (co-authored with A. Bensoussan and S.P. Sethi), Mathematical Finance, 2009, 19, pp. 215-236. DOI link: https://doi.org/10.1111/j.1467-9965.2009.00362.x

  • "Hydropower with Financial Information," (co-authored with E. Näsäkkälä), Applied Mathematical Finance, 2008, 15, pp. 1 – 27. DOI link: https://doi.org/10.1080/13504860701852494

  • "A Computational Scheme for the Optimal Strategy in an Incomplete Market," (co-authored with X. Meng and M. G. Sullivan), Journal of Economic Dynamics and Control, 2007, 31, pp. 3591-3613. DOI link: https://doi.org/10.1016/j.jedc.2006.12.006

  • "Optimal bank capital with costly recapitalization," (co-authored with S. Peura), Journal of Business, 2006, 79, pp. 2163-2201. DOI link: http://dx.doi.org/10.1086/503660

  • "Pricing of point-to-point bandwidth contracts," Mathematical Methods of Operations Research, 2005, 61, pp. 191-218. DOI link: https://doi.org/10.1007/s001860400401

  • "Electricity load pattern hedging with static forward strategies," (co-authored with E. Näsäkkälä), special issue on Energy Pricing and Risk Management, Managerial Finance, 2005, 6, pp. 115-136. DOI link: https://doi.org/10.1108/03074350510769721

  • "Pricing of Swing Options," Journal of Derivatives, 2004, 11, pp. 26-43. DOI link: https://doi.org/10.3905/jod.2004.391033

  • "Modeling Electricity Forward Curve Dynamics in the Nordic Market," (co-authored with N. Audet, P. Heiskanen, and I. Vehviläinen) in Modeling Prices in Competitive Electricity Markets (edited by D. W. Bunn), Wiley Series in Financial Economics, 2004. ISBN: 978-0-470-84860-9

  • "Timing of investments in oligopoly under uncertainty: A framework for numerical analysis," (co-authored with P. Murto and E. Näsäkkälä), European Journal of Operational Research, 2004, 157, pp. 486-500. DOI link: https://doi.org/10.1016/S0377-2217(03)00234-0

  • "Real Options and a Large Producer: the Case of Electricity Markets," (co-authored with H. Lu), Energy Economics, 2003, 25, pp. 459-472. DOI link: https://doi.org/10.1016/S0140-9883(03)00048-3

  • "Optimality with telecommunications network," IMA Journal Management Mathematics, 2003, 13, pp. 211-224. DOI link: https://doi.org/10.1093/imaman/13.3.211

  • "Managing electricity market price risk," (co-authored with I. Vehviläinen), European Journal of Operational Research, 2003, 145, pp. 136-147. DOI link: https://doi.org/10.1016/S0377-2217(01)00399-X

  • "Option pricing for large agents," (co-authored with M. Jonsson), Applied Mathematical Finance, 2002, 9, pp. 261-272. DOI link: https://doi.org/10.1080/1350486022000025471

  • "Optimality with hydropower system," IEEE Transactions on Power Systems, 2002, 3, pp. 583-589. DOI link: https://doi.org/10.1109/MPER.2002.4312286

  • "A Game Model of Irreversible Investment under Uncertainty," (co-authored with P. Murto), International Game Theory Review, 2002, 4, pp. 127-140. DOI link: https://doi.org/10.1142/S0219198902000604

  • "The impact of delivery lags on irreversible investment under uncertainty," (co-authored with L. Alvarez), European Journal of Operational Research, 2002, 136, pp. 173-180. DOI link: https://doi.org/10.1016/S0377-2217(01)00057-1

  • "Optimal portfolio hedging with nonlinear derivatives and transactions costs," (co-authored with S. Peura), Computational Economics, 1999, 13, pp. 117-145. DOI link: https://doi.org/10.1023/A:1008651416896

  • "Pricing of electricity tariffs in competitive markets," (co-authored with M. Räsänen), Energy Economics, 1999, 21, pp. 213-223. DOI link: https://doi.org/10.1016/S0140-9883(99)00005-5

  • "Calling for the true margin," Applied Financial Economics, 1997, 7, pp. 207-212. DOI link: https://doi.org/10.1080/096031097333781

    AI applications

  • "Evaluating the Relative Predictive Validity of Measures of Self-Referential Processing for Depressive Symptom Severity," (authors: E. S. E. Tan, H. M. Tan, K. V. Fong, C. W. Ho, C. Teo, Z. Y. Tan, R,.Ong, J. Yu, M. Lee, A. R. Teo, S. K. Ong, X. Y. Lim, J. L. Kee, N. Rane, S. Y. X. Tey, J. Keppo, G. C.-Y. Tan), Frontiers in Psychiatry, 2024. Link: https://www.frontiersin.org/journals/psychiatry/articles/10.3389/fpsyt.2024.1463116/abstract

  • "Instant3D: Instant Text-to-3D Generation," (authors: M. Li, P. Zhou, J.-W. Liu, J. Keppo, M. Lin, S. Yan, X. Xu), International Journal of Computer Vision, 2024. DOI link: https://doi.org/10.1007/s11263-024-02097-5

  • "DynVideo-E: Harnessing Dynamic NeRF for Large-Scale Motion- and View-Change Human-Centric Video Editing," (authors: L. Ran, X. Cun, J. -W. Liu, R. Zhao, S. Zijie, X. Wang, J. Keppo, M. Z. Shou), IEEE/CVF Conference on Computer Vision and Pattern Recognition (CVPR), 2024, pp. 7664-7674. DOI link: https://doi.org/10.1109/CVPR52733.2024.00732

  • "X- Adapter: Universal Compatibility of Plugins for Upgraded Diffusion Model," (authors: J. -W. Liu, Y. -P. Cao, J. Z. Wu, W. Mao, Y. Gu, R. Zhao, J. Keppo, Y. Shan, M. Z. Shou), IEEE/CVF Conference on Computer Vision and Pattern Recognition (CVPR), 2024, pp. 8775-8784. DOI link: https://doi.org/10.1109/CVPR52733.2024.00838

  • "DR-FER: Discriminative and Robust Representation Learning for Facial Expression Recognition," (authors: M. Li, H. Fu, S. He, H. Fan, J. Liu, J. Keppo, M. Z. Shou), IEEE Transactions on Multimedia, 2023. DOI link: https://doi.org/10.1109/TMM.2023.3347849

  • "Transdiagnostic Clustering of Self-Schema from Self-Referential Judgements identifies subtypes of healthy Personality and Depression," (authors: G. C. Tan, Z. Wang, R. J. M. Ong, D. Lee, N. Rane, S. Y. X. Tey, S. Y. Chua, N. S. E. Goh, G. W. Lam, A. Chakraborty, A. K. L. Yew, S. K. Ong, J. L. Kee, X. Y. Lim, N. Hashim, S. H. Lu, M. J. Meaney, S. Tolomeo, C. L. Asplund, H. M. Tan, J. Keppo), Frontiers in Neuroinformatics, 2023. Link: https://www.frontiersin.org/articles/10.3389/fninf.2023.1244347/abstract

  • "Comparing feature selection and machine learning approaches for predicting CYP2D6 methylation from genetic variation," (authors: W. J. Fong, H. M. Tan, R. Garg, H. Pan, V. Gupta, B. Krishna, Z. H. Chen, N. Y. Purwanto, F. Yap, K. H. Tan, K. Y. Chan, S.-Y. Chan, N. Goh, N. Rane, M. Han, M. J. Meaney, D. Wang, J. Keppo, and G. C. Tan), Frontiers in Neuroinformatics, 2023. Link: https://www.frontiersin.org/articles/10.3389/fninf.2023.1244336/abstract

  • "HOSNeRF: Dynamic Human-Object-Scene Neural Radiance Fields from a Single Video," (authors: J.-W. Liu, Y.-P. Cao, T. Yang, Z. Xu, J. Keppo, Y. Shan, X. Qie, M. Z. Shou), Proceedings of the IEEE/CVF International Conference on Computer Vision (ICCV), 2023, pp. 18483-18494. Link: https://openaccess.thecvf.com/content/ICCV2023/html/Liu_HOSNeRF_Dynamic_Human-Object-Scene_Neural_Radiance_Fields_from_a_Single_Video_ICCV_2023_paper.html

  • "STPrivacy: Spatio-Temporal Privacy-Preserving Action Recognition," (authors: M. Li, X. Xu, H. Fan, P. Zhou, J. Liu, J.-W. Liu, J. Li, J. Keppo, M. Z. Shou, and S. Yan), Proceedings of the IEEE/CVF International Conference on Computer Vision (ICCV), 2023, pp. 5106-5115. Link: https://openaccess.thecvf.com/content/ICCV2023/html/Li_STPrivacy_Spatio-Temporal_Privacy-Preserving_Action_Recognition_ICCV_2023_paper.html

  • "DeVRF: Fast Deformable Voxel Radiance Fields for Dynamic Scenes," (authors: J. W. Liu, Y. P. Cao, W. Mao, W. Zhang, D. J. Zhang, J. Keppo, Y. Shan, X. Qie, and M. Z. Shou), Thirty-sixth Conference on Neural Information Processing Systems (NeurIPS), 2022. Link: https://openreview.net/pdf?id=Pu-QtT0h2E

  • "Project IDentif.AI: Harnessing Artificial Intelligence to Rapidly Optimize Combination Therapy Development for Infectious Disease Intervention," (authors: A. Abdulla, B. Wang, F. Qian, T. Kee, A. Blasiak, Y. H. Ong, L. Hooi, F. Parekh, R. Soriano, G. G. Olinger, J. Keppo, C. L. Hardesty, E. K. Chow, D. Ho, and X. Ding), Advanced Therapeutics, 2020. DOI link: https://doi.org/10.1002/ADTP.202000034