题　目：Consumer Choice Modeling and Estimation: Balancing between Overfitting and Model Misspecification

嘉　宾：薛梦莹，副教授，中国科学技术大学

主持人：江浦平 助理教授 上海交通大学安泰经济与管理学院

时　间：2024年5月15日（周三）14:00-15:30pm

地　点：安泰楼A511室

内容简介：

Choice models, specifying the consumer’s choice probability of an option over a given choice set, are widely studied and applied in many fields. In this talk, I am going to present my two recent papers on consumer choice modeling and estimation. In our work, we propose a temporal tree representation of choice that covers all rational choice models. Compared with the existing structural choice models, the tree representation exhibits two major advantages that overcome the major challenges of model identification. First, the tree representation allows for the flexibility of systematically specifying the choice model structure based on available knowledge and data. Second, all rational choice models have a tree representation, and a subclass of tree representation (with set-dependent branching) has a one-to-one correspondence to the rational choice models. We then provide a framework to do model selection and boosting with a set of candidate structural choice models. This framework, generalizing the existing estimation methods for specific structural models, strikes a delicate balance between the (likely imprecise) structural knowledge and the data. This is achieved by articulating the domain of validation through extending the structural knowledge and by formulating the data-integration model based on the associated structural properties.

演讲人简介：

薛梦莹，2014年毕业于清华大学工业工程系获学士学位，2016-2017年于美国麻省理工学院斯隆商学院访问，2019年毕业于清华大学工业工程系获博士学位， 2019-2021于普渡大学商学院做博士后，2021年8月加入中国科学技术大学管理学院担任特任副教授。薛梦莹的研究兴趣是领域知识与数据联合驱动的决策优化，及其在零售、物流、能源供应链等方面的应用。薛梦莹的研究成果发表在多个SCI期刊上，其中包括管理科学领域的顶级期刊MS，POMS和M&SOM，其研究成果也被中石油、京东多家企业应用。2018年她所在团队的研究成果入围了运筹学领域应用最高奖项Franz Edelman Award决赛。她目前主持一项国家自然科学基金青年项目。

欢迎广大师生参加！