SoYeon Chun

So Yeon Chun is an Associate Professor of Technology & Operations Management. Prior to joining INSEAD, Professor Chun was a faculty at Georgetown University.

Professor Chun’s data-driven research focuses on the operations and marketing interface with consumer loyalty reward programs (consumer choices, point currencies, customer lifetime values, and behavior experiments), revenue management (pricing and forecasting), and risk management (risk measures, portfolio optimization) with applications to retail, transportation, finance, and hospitality industries. Her interdisciplinary research has appeared in top academic journals in operations and marketing. She also holds several industry patents for demand analysis and decision support systems.

Professor Chun has been teaching business analytics courses such as Business Statistics, Probability, Statistical Method, and Time Series. At INSEAD she is teaching the Analytics for Retail and Travel (ART) MBA course and PhD courses on Fundamentals of Operations/Empirical Research Methods for Operations.

Professor Chun holds a PhD in Operations Research, a MS in Applied Statistics from the School of Industrial and Systems Engineering at the Georgia Institute of Technology.

Publications

Patents

"Demand Analysis and Price Elasticity of Demand Estimation System for the Revenue Management and Pricing" (with Menich, R.). Submitted for filing.

"Intelligent Decision Support System Optimizer for a Real-Time Command Center" (with Wynter, L.). U.S. Patent 8458113, 2013. "System and Method for Targeted Enforcement for Road User Charging" (with Sheop- uri, A., Naphade, M., Vuyk, M., Nash, R., Appel, T., Ashby, D., and Thornquist, A.) Filed, US 20110241899-A1.

"System and Method for Anomaly Detection for Road User Charging" (with Sheopuri, A., Naphade, M., Vuyk, M., Nash, R., Appel, T., Ashby, D., and Thornquist, A.). Filed, US 20110246058-A1.

Journal Articles

"Loyalty Program Consumer Redemption Behavior, Evidence from the Hotel Reward Redemption Data" (with Hamilton, R. and Dev, Chekitan). In preparation.

"Loyalty Program Consumer Redemption Behavior, Evidence from the Credit Card Reward Redemption Data" (with Felipe, W.). In preparation.

"Should I Pay for This Purchase or Redeem Points? Effects of Loyalty Program Design on Consumer Decisions to Redeem Points" (with Hamilton, R.). Invited for a revision at Journal of Marketing Research.

"Risk-based Loan Pricing: Portfolio Optimization Approach with Marginal Risk Contribution" (with Lejeune, M.). Invited for resubmission at Management Science.

"Loyalty Program Liabilities and Point Values" (with Iancu, D. and Trichakis, N.). Minor revision at Manufacturing and Service Operations Management.

"Strategic Consumers, Revenue Management, and the Design of Loyalty Programs" (with Ovchinnikov, A.). Minor revision at Management Science.

"Dynamic Pricing with Point Redemption" (with Chung, H. and Ahn, H. S.). Under review.

"Modified Distribution-free Goodness of Fit Test Statistic" (with Shapiro, A. and Browne, M.). Forthcoming at Psychometrika.

"When Friends Become Competitors: The Design of Resource Exchange Alliances" (with Kleywegt, A. J. and Shapiro, A.). Management Science, 63:7, 2017, 2127- 2145. (title of the previous version: Revenue Management in Resource Exchange Seller Alliances).

"Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics" (with Shapiro, A. and Uryasev, S.). Operations Research, 60:4, 2012, 739-756

"Construction of Covariance Matrices with a Specied Discrepancy Function Minimizer, with Application to Factor Analysis" (with Shapiro, A.). SIAM Journal on Matrix Analysis and Applications, 31:4, 2010, 1570-1583.

"Normal versus Noncentral Chi-square Asymptotics of Misspecied Models" (with Shapiro, A.). Multivariate Behavioral Research Journal, 44: 6, 2009, 803-827.

"Seasonality for New Product Diffusions" (with Ozkaya, E. and Keskinocak, P.). Under revision.

"Arbitrage Trading Strategy Using Data Mining". Undergraduate thesis

"Optimal Magnetic Sweeping Design for Metastatic Cancer Tumor Treatment" (with Nacev, A. and Shapiro, B.). In preparation.

"Simulation Based Optimization Algorithm for Mixed Logit Discrete Choice Model to estimate realistic substitution patterns" (with Kleywegt, A. J.). In preparation.

"Dynamic Discrete Choice Modeling for the Optimal Stopping Problem, with Application to Auto Industry Sales and Promotion Data" (with Kleywegt, A. J.). In preparation