Pu He

Pu He Decision, Risk and Operations Division, Graduate School of Business, Columbia University

Contact

4N Uris Hall

3022 Broadway

Columbia University

New York, NY 10027

Research Interests

Empirical Operation Management, Structural Estimation, Econometrics, Machine Learning, Data-driven Decision Making and Financial Engineering

Bio

I am currently a Phd student at the Decision, Risk & Operations division of Columbia Business School. My research interest lies in both application and methodology in Empirical Operation Management, with an emphasis on domains such as sharing economy and online platform. In addition to traditional Econometrics methods, I am excited about applying algorithms and ideas from Machine Learning and Statistical Learning to demand forecasting and revenue manangement problems in OM/OR. I am also interseted in Financial Engineering. Some of my recent work includes: station network design in bike share system, Machine learning in demand estimation with long-tail data and rough volatility models. My advisors at Columbia are Prof. Paul Glasserman and Prof. Fanyin Zheng. A downloadable version of my CV is available here.