Bowei Chen

Orcid: 0000-0002-4045-3253

Affiliations:
  • University of Glasgow, Adam Smith Business School, UK
  • University College London, School of Management, UK
  • University of Lincoln, School of Computer Science, UK (2018 - 2019)


According to our database1, Bowei Chen authored at least 28 papers between 2012 and 2024.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

Online presence:

On csauthors.net:

Bibliography

2024
Towards a Unified Understanding of Uncertainty Quantification in Traffic Flow Forecasting.
IEEE Trans. Knowl. Data Eng., May, 2024

EcoVal: An Efficient Data Valuation Framework for Machine Learning.
CoRR, 2024

2023
GEO: A Computational Design Framework for Automotive Exterior Facelift.
ACM Trans. Knowl. Discov. Data, July, 2023

SRNI-CAR: A Comprehensive Dataset for Analyzing the Chinese Automotive Market.
Proceedings of the IEEE International Conference on Big Data, 2023

2022
A Bayesian Graph Embedding Model for Link-Based Classification Problems.
IEEE Trans. Netw. Sci. Eng., 2022

DVM-CAR: A Large-Scale Automotive Dataset for Visual Marketing Research and Applications.
Proceedings of the IEEE International Conference on Big Data, 2022

2021
Learning Robust Variational Information Bottleneck with Reference.
CoRR, 2021

Incorporating Prior Financial Domain Knowledge into Neural Networks for Implied Volatility Surface Prediction.
Proceedings of the KDD '21: The 27th ACM SIGKDD Conference on Knowledge Discovery and Data Mining, 2021

2020
A hybrid model for predicting human physical activity status from lifelogging data.
Eur. J. Oper. Res., 2020

Combining guaranteed and spot markets in display advertising: Selling guaranteed page views with stochastic demand.
Eur. J. Oper. Res., 2020

Multi-Task Variational Information Bottleneck.
CoRR, 2020

Index Tracking with Cardinality Constraints: A Stochastic Neural Networks Approach.
Proceedings of the Thirty-Fourth AAAI Conference on Artificial Intelligence, 2020

2019
Pricing Average Price Advertising Options When Underlying Spot Market Prices Are Discontinuous.
IEEE Trans. Knowl. Data Eng., 2019

Gated deep neural networks for implied volatility surfaces.
CoRR, 2019

2017
Posted price programmatic guarantee in display advertising.
CoRR, 2017

Pricing average price advertisement options when underlying spot market prices are discontinuous.
CoRR, 2017

Optimizing Trade-offs Among Stakeholders in Real-Time Bidding by Incorporating Multimedia Metrics.
Proceedings of the 40th International ACM SIGIR Conference on Research and Development in Information Retrieval, 2017

MM2RTB: Bringing Multimedia Metrics to Real-Time Bidding.
Proceedings of the ADKDD'17, Halifax, NS, Canada, August 13 - 17, 2017, 2017

2016
Risk-Aware Dynamic Reserve Prices of Programmatic Guarantee in Display Advertising.
Proceedings of the IEEE International Conference on Data Mining Workshops, 2016

2015
Financial methods for online advertising.
PhD thesis, 2015

Multi-Keyword Multi-Click Advertisement Option Contracts for Sponsored Search.
ACM Trans. Intell. Syst. Technol., 2015

A lattice framework for pricing display advertisement options with the stochastic volatility underlying model.
Electron. Commer. Res. Appl., 2015

2014
A Lattice Framework for Pricing Display Ad Options with the Stochastic Volatility Underlying Model.
CoRR, 2014

An empirical study of reserve price optimisation in real-time bidding.
Proceedings of the 20th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining, 2014

A Dynamic Pricing Model for Unifying Programmatic Guarantee and Real-Time Bidding in Display Advertising.
Proceedings of the Eighth International Workshop on Data Mining for Online Advertising, 2014

2013
Multi-Keyword Multi-Click Option Contracts for Sponsored Search Advertising.
CoRR, 2013

To personalize or not: a risk management perspective.
Proceedings of the Seventh ACM Conference on Recommender Systems, 2013

2012
Selling futures online advertising slots via option contracts.
Proceedings of the 21st World Wide Web Conference, 2012


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