Xiao Lei · 雷骁

PhD Candidate

Industrial Engineering & Operations Research,

Columbia University

Biography

Welcome to my site! I am a third-year PhD student of Industrial Engineering and 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.

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

Recent & Upcoming Talks

Pricing with Fairness

INFORMS Annual Meeting, 2020.

Research

Working Paper:

Price Discrimination with Fairness Constraints , major revision in Management Science.

with Maxime Cohen and Adam Elmachtoub.

• Accepted to The 4th Workshop on Mechanism Design for Social Good (MD4SG), 2020

Herding, Learning and Incentives for Online Reviews , submitted.

with Rajeev Kohli and Yeqing Zhou.

A Choice Modeling Framework for Service Time Windows , in progress.

with Adam Elmachtoub.

Publication:

Loot Box Pricing and Design , Management Science, forthcoming.

with Ningyuan Chen, Adam Elmachtoub and Michael Hamilton.

• 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

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

Winner, IBM Best Student Paper Award in 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.