About

I have broad research interests related to the applications of probabilistic modeling and deep 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.

I welcome inquiries from prospective students who are interested in pursuing research related to my areas of interest. Expectations are that potential candidates have a passion and strong skills for quantitative research and are highly self-motivated. If you are interested, please email me with your CV and transcripts. Please also check the details (e.g., study options, entry requirements, fees) of the PhD Programmes offered by the UofG Adam Smith Business School and the Student Funding Opportunities.

If you are the BSc/MSc/MBA/MRes student from my supervised dissertation projects at the UofG Adam Smith Business School, the General Advice to Dissertation Projects might be useful.

Research

Datasets

Publications

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, Volume 281, Issue 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, Volume 280, Issue 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, Volume 31, Issue 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 pricing display advertisement options with the stochastic volatility underlying model
Bowei Chen, Jun Wang
Electronic Commerce Research and Applications, Volume 14, Issue 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, Volume 7, Issue 1, Article 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

Teaching

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 (as well as in my research), which can be useful for my students students who need advice for directed studies.

Adam Smith Business School, University of Glasgow, UK

Data Science for Marketing Analytics (MSc)
2018-2019 | 2019-2020 | 2020-2021 | 2021-2022
Digital Marketing Strategy (MSc)
2019-2020 | 2020-2021 | 2021-2022
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
Business Intelligence (Summer School)
2018-2019 | 2019-2020 | 2020-2021 | 2021-2022

University of La Sabana, Colombia

Business Intelligence (Winter School)
2020-2021 | 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 2022