报告时间： 2018年4月3日（周二）上午 10:00-11:30

　　报告地点： 计算所 703室

　　主讲人： 李洋, 长江商学院副教授

　　邀请人： 鄢贵海

　　报告摘要：

　　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.

　　主讲人简介：

　　李洋博士现任长江商学院副教授。他本科毕业于北京大学电子学系，之后取得美国 哥伦比亚大学生物医学工程硕士，哥伦比亚大学商学院博士。李洋专注于营销大数 据模型开发和公司大数据战略实现。李洋博士在营销数据模型、人工智能算法等方 面的研究成果已发表在Management Science, Marketing Science, Journal of Marketing Research等管理类国际顶级学术期刊上，并常在美国和欧洲的学术机 构做关于数据模型的演讲。在长江商学院李洋讲授EMBA、EE、FMBA和MBA等项目课程，曾为腾讯、百度、永辉超市、海尔等企业提供营销咨询，并持有医学图像处理的美国专利。