About

My research is broadly concerned with the applications of probabilistic modelling and machine learning in business, with special focuses on marketing and finance. For the former, I am particularly interested in digital advertising revenue management, AI-powered product visual design, and data-driven netnography analysis. For the latter, my current research interests include digital financial product pricing, machine learning based computational investing, and supply-chain finance analytics.

Information for Students

I welcome inquiries from prospective students interested in pursuing research related to my areas of interest, as highlighted above. I expect that potential candidates will have a strong passion for and skills in quantitative research, and be highly self-motivated. If you are considering studying for a PhD under my supervision, please get in touch and include your recent CV and transcripts. Also, please review the details (e.g., study options, entry requirements, fees) of the PhD Programmes offered by the Adam Smith Business School, as well as the Student Funding Opportunities.
If you are embarking on a PhD journey or have recently begun, the PhD Comics and the PhD Survival Guide by Ronald T. Azuma could be useful in providing you with an introductory insight into PhD studies. Consider reading them prior to commencing your PhD journey. Also, I strongly recommend delving into your reasons for undertaking a PhD. Understanding your motivations can profoundly influence your journey and outcomes.
For students I supervise at the Adam Smith Business School, particularly those undertaking BSc, MSc, MBA, or MRes dissertation projects, this General Advice to Dissertation Projects may be beneficial.
I teach data analytics related courses for undergraduate and postgraduate students in computer science school (previously) and business school (now). I mainly use the materials from the DSML Reading Lists as the main references in my teaching (also in my research), which could be useful for students who need advice in directed studies.

Research

Publications

Towards a unified understanding of uncertainty quantification in traffic flow forecasting
Weizhu Qian, Yan Zhao, Dalin Zhang, Bowei Chen, Kai Zheng, Xiaofang Zhou
IEEE Transactions on Knowledge and Data Engineering, 36(5), pp. 2239-2256, 2024
pdf | www
SRNI-CAR: A comprehensive dataset for analyzing the Chinese automotive market
Ruixin Ding, Bowei Chen, James M Wilson, Zhi Yan, Yufei Huang
Proceedings of 2023 IEEE International Conference on Big Data, pp. 3405-3412, 2023
GEO: A computational design framework for automotive exterior facelift
Jingmin Huang, Bowei Chen, Zhi Yan, Iadh Ounis, Jun Wang
ACM Transactions on Knowledge Discovery from Data, 17(6), No. 82, 2023
pdf | www
DVM-CAR: A large-scale automotive dataset for visual marketing research and applications
Jingmin Huang, Bowei Chen, Lan Luo, Shigang Yue, Iadh Ounis
Proceedings of 2022 IEEE International Conference on Big Data, pp. 4130-4137, 2022
A Bayesian graph embedding model for link-based classification problems
Yichao Zhang, Huangxin Zhuang, Tiantian Liu, Bowei Chen, Zhiwei Cao, Yun Fu, Zhijie Fan, Guanrong Chen
IEEE Transactions on Network Science and Engineering, 9(2), pp. 716-727, 2022
pdf | www
Incorporating prior financial domain knowledge into neural networks for implied volatility surface prediction
Yu Zheng, Yongxin Yang, Bowei Chen
Proceedings of the 27th ACM SIGKDD Conference on Knowledge Discovery and Data Mining, pp. 3968-3975, 2021
Index tracking with cardinality constraints: a stochastic neural networks approach
Yu Zheng, Bowei Chen, Timothy Hospedales, Yongxin Yang
Proceedings of the AAAI Conference on Artificial Intelligence, pp. 1242-1249, 2020
pdf | www
A hybrid model for predicting human physical activity status from lifelogging data
Ji Ni, Bowei Chen, Nigel Allinson, Xujiong Ye
European Journal of Operational Research, 281(3), pp. 532-542, 2020
pdf | www
Combining guaranteed and spot markets in display advertising: selling guaranteed page views with stochastic demand
Bowei Chen, Jingmin Huang, Yufei Huang, Stefanos Kollias, Shigang Yue
European Journal of Operational Research, 280(3), pp. 1144-1159, 2020
Pricing average price advertising options when underlying spot market prices are discontinuous
Bowei Chen, Mohan Kankanhalli
IEEE Transactions on Knowledge and Data Engineering, 31(9), pp. 1765-1778, 2019
MM2RTB: bringing multimedia metrics to real-time bidding
Xiang Chen, Bowei Chen, Mohan Kankanhalli
Proceedings of the 10th International Workshop on Data Mining for Online Advertising, No.4, 2017
Optimizing trade-offs among stakeholders in real-time bidding by incorporating multimedia metrics
Xiang Chen, Bowei Chen, Mohan Kankanhalli
Proceedings of the 40th International ACM SIGIR Conference on Research and Development in Information Retrieval, pp. 205-214, 2017
Risk-aware dynamic reserve prices of programmatic guarantee in display advertising
Bowei Chen
Proceedings of the 16th IEEE International Conference on Data Mining Workshops, pp. 511-518, 2016
A lattice framework for pricingPhD Comics display advertisement options with the stochastic volatility underlying model
Bowei Chen, Jun Wang
Electronic Commerce Research and Applications, 14(6), pp. 465-479, 2015
Multi-keyword multi-click advertisement option contracts for sponsored search
Bowei Chen, Jun Wang, Ingemar Cox, Mohan Kankanhalli
ACM Transactions on Intelligent Systems and Technology, 7(1), No. 5, 2015
A dynamic pricing model for unifying programmatic guarantee and real-time bidding in display advertising
Bowei Chen, Shuai Yuan, Jun Wang
Proceedings of the 8th International Workshop on Data Mining for Online Advertising, pp. 1-9, 2014
Best Paper Award
An empirical study of reserve price optimisation in real-time bidding
Shuai Yuan, Jun Wang, Bowei Chen, Peter Mason, Sam Seljan
Proceedings of the 20th ACM SIGKDD Conference on Knowledge Discovery and Data Mining, pp. 1897-1906, 2014
pdf | www
To personalize or not: a risk management perspective
Weinan Zhang, Jun Wang, Bowei Chen, Xiaoxue Zhao
Proceedings of the 7th ACM Conference on Recommender Systems, pp. 229-236, 2013
pdf | www
Selling futures online advertising slots via option contracts
Jun Wang, Bowei Chen
Proceedings of the 21st International World Wide Web Conference, pp. 627-628, 2012

Datasets

Teaching

Adam Smith Business School, University of Glasgow, UK

Data Science for Marketing Analytics (MSc)
2018-2019 | 2019-2020 | 2020-2021 | 2021-2022 | 2022-2023 | 2023-2024
Business Intelligence (MSc)
2023-2024
Digital Marketing Strategy (MSc)
2019-2020 | 2020-2021 | 2021-2022 | 2022-2023
Business Decision Analysis (Year 2)
2020-2021

Copenhagen Business School, Denmark

Machine Learning for Predictive Analytics in Business (Summer School)
2019-2020 | 2020-2021 | 2021-2022 | 2022-2023
Business Intelligence (Summer School)
2018-2019 | 2019-2020 | 2020-2021 | 2021-2022 | 2022-2023

University of La Sabana, Colombia

Business Intelligence (Winter School)
2020-2021 | 2021-2022 | 2022-2023 | 2023-2024

Trinity Business School, Trinity College Dublin, Ireland

Business Analytics (MSc)
2021-2022

School of Management, University College London, UK

Mathematics III: Probability Theory (Year 2)
2019-2020

Department of Economics and Business Economics, Aarhus University, Denmark

Data Science for Business Intelligence (Summer School)
2018-2019

School of Computer Science, University of Lincoln, UK

Algorithms for Data Mining (Year 3 and MComp)
2017-2018
Data Science Tools and Techniques (Year 3 and MComp)
2017-2018
Business Intelligence (Year 3 and MComp)
2016-2017 | 2017-2018
Data Science (Year 3 and MComp)
2016-2017
Business Processes (Year 2)
2015-2016 | 2016-2017
Information Systems in Practice (Year 1)
2015-2016
Social Media and Society (Year 1)
2015-2016
© Bowei Chen 2024