Dynamic Preference Heterogeneity
報告時間： 2018年4月3日（周二）上午 10:00-11:30
報告地點： 計算所 703室
主講人： 李洋, 長江商學院副教授
邀請人： 鄢貴海
報告摘要：
While much of the empirical marketing literature has focused on capturing cross-sectional heterogeneity, little research has been done on modeling the temporal evolution of heterogeneity. In this work, we develop a Bayesian non-parametric framework based on Hierarchical Gaussian Processes (HGP) for modeling dynamic heterogeneity, which flexibly captures both the evolution of population trends and individual-level departures from those trends over time. This novel specification allows for sharing of statistical information across individuals, and within individuals over time, to provide rich individual-level insights and efficient inferences regarding dynamics. In our application, we show robust evidence of dynamic heterogeneity across CPG categories during the Great Recession, and illustrate the clear gains from capturing dynamic heterogeneity through our HGP specification.
主講人簡介：
李洋博士現任長江商學院副教授。他本科畢業于北京大學電子學系，之后取得美國 哥倫比亞大學生物醫學工程碩士，哥倫比亞大學商學院博士。李洋專注于營銷大數 據模型開發和公司大數據戰略實現。李洋博士在營銷數據模型、人工智能算法等方 面的研究成果已發表在Management Science, Marketing Science, Journal of Marketing Research等管理類國際頂級學術期刊上，并常在美國和歐洲的學術機 構做關于數據模型的演講。在長江商學院李洋講授EMBA、EE、FMBA和MBA等項目課程，曾為騰訊、百度、永輝超市、海爾等企業提供營銷咨詢，并持有醫學圖像處理的美國專利。