Xiao Lei · 雷骁

PhD Candidate

Columbia University, IEOR

Biography

Welcome to my site! I am a fourth-year PhD student of Operations Research at Columbia University. I’m fortunate to be advised by Prof. Adam Elmachtoub. My research interests lie in revenue management and business analytics, as well as the related methodologies. In the summer of 2020, I worked as a data scientist intern at Activision Blizzard.

I am on the 2021-2022 academic job market. Here is my CV and research statement. I am giving a talk at the upcoming INFORMS:

In-person Session: MD32, Oct 25, 2:45-4:15PM (PST).
Virtual Session: VSB16, Oct 24, 7:45-9:15AM (PST).

Interests

Revenue Management
Customer Choice Modeling
Prescriptive Business Analytics
Service Operations Management

Education

PhD in Operations Research, 2022 (expected)

Columbia University
MSc in Operations Research, 2018

Columbia University
BSc in Financial Engineering, 2016

University of International Business and Economics

Research

Working Papers:

Matchmaking Strategies for Maximizing Player Engagement in Video Games , major revision at Operations Research

with Mingliu Chen and Adam Elmachtoub.

Herding, Learning and Incentives for Online Reviews.

with Rajeev Kohli and Yeqing Zhou.

Publications:

Price Discrimination with Fairness Constraints , Management Science, forthcoming.

with Maxime Cohen and Adam Elmachtoub.

• Oral presentation at The 4th Workshop on Mechanism Design for Social Good (MD4SG), 2020
• Oral presentation at The 4th ACM Conference on Fairness, Accountability, and Transparency (FAccT), 2021

Loot Box Pricing and Design , Management Science (2021).

with Ningyuan Chen, Adam Elmachtoub and Michael Hamilton.

• Third Prize, 2021 CSAMSE Best Paper Award.
• Accepted to The 21th ACM Conference on Economics and Computation (EC), 2020 [Video]
• Winner, 2019 IBM Best Student Paper Award in Service Science.
• Invited to present at Federal Trade Commission (FTC) workshop.
• Media Converage: [PC Gamer] [Tech Xplore] [游民星空 (Mandarin)]

Pricing of Reusable Resources under Ambiguous Distributions of Demand and Service Time with Emerging Applications , European Journal of Operational Research (2020).

with Vinh Xuan Doan and Siqian Shen.

Dynamic Pricing and Learning with Competition: Insights from the Dynamic Pricing Challenge at the 2017 INFORMS RM & Pricing Conference , Journal of Revenue and Pricing Management (2019).

with Ruben van de Geer, Arnoud V. den Boer,Christopher Bayliss, Christine S. M. Currie, Andria Ellina, Malte Esders, Alwin Haensel, Kyle D. S. Maclean, Antonio Martinez-Sykora, Asbjørn Nilsen Riseth, Fredrik Ødegaard and Simos Zachariades.

Stochastic Maximum Flow Interdiction Problems under Heterogeneous Risk Preferences , Computers & Operations Research (2018).

with Siqian Shen and Yongjia Song.

Honors & Awards

Third Prize, Chinese Scholars Association for Management Science and Engineering (CSAMSE) Best Paper Award, 2021

Cheung-Kong Innovation Doctoral Fellowship (for Research in New Economy), 2021

Columbia Deming Doctoral Fellowship (for Data-Driven Research), 2020

First Place, IBM Best Student Paper Award (INFORMS Service Science), 2019

Winner, Dynamic Pricing Challenge at INFORMS RM&P Conference, 2017

Miscellaneous

Travel:

I travel a lot, for conferences and for vacation. I enjoy and marvel at the fantastic cultures and fabulous sceneries around the world. Below is a footprint of myself.

Photography:

I’m constantly studying and improving my photography skills. Below is a sample of my work from my instagram and 500px. They are from Angkor Wat in Cambodia, Quarry Bay in Hong Kong, and Kuangsi Waterfall in Laos.

R:

I’m an intensive R user. As you may have noticed, the footprint is made by R. (Want to make it for yourself? Try this code.) Also, this site is made in RStudio, with the Academic Theme by Hugo.