题目：Business/Personal Spending: a Business Analytics Case Study

报告人：Yinyu YeStanford University

时间：2012年6月26日上午10：30-11：30

地点：成人直播二号楼216会议室

摘要：

Abstract: We are trying to build a model which will predict the probability that an individual transaction represents personal spend by business credit-card holders. Personal spend items willtypically not be paid (or reimbursed) by the employer card holders. Thus, personal spend transactions have different default risk associated with them compared to legitimate business expenses. When making the decision to accept or decline a transaction, it is valuable to have a predicted probability that the particular transaction represents personal spend. Therefore, our model will be able to be implemented in a manner such that at the point of sale, the probability of the transaction being personal will be available.

报告人简介：

Yinyu Yereceived the B.S. degree in System Engineering from the Huazhong University of Science and Technology, Wuhan, China, and the M.S. and Ph.D. degrees in Management Science Engineering from Stanford University, Stanford. Currently, he is a full Professor of Management Science and Engineering and Institute of Computational and Mathematical Engineering and the Director of the MSE Industrial Affiliates Program, Stanford University. His current research interests include Continuous and Discrete Optimization, Mathematical Programming, Algorithm Design and Analysis, Computational Game/Market Equilibrium, Metric Distance Geometry, Graph Realization, Dynamic Resource Allocation, and Stochastic and Robust Decision Making, etc.