Zifeng Zhao

16 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-8466-1321

University of Notre Dame

Publications

• Data-Driven Pricing for Availability-Based Upgrades Under a Multiple Binary Choice Model with Copula — Manufacturing & Service Operations Management 2026
• Discrete Choice Models with Piecewise Linear Utility: Modeling, Estimation, and Pricing — Manufacturing & Service Operations Management 2026
• Contextual Dynamic Pricing: Algorithms, Optimality, and Local Differential Privacy Constraints — Journal of the American Statistical Association 2026
• A Composite Likelihood-Based Approach for Change-Point Detection in Spatio-Temporal Processes — Journal of the American Statistical Association 2024
• Change-point inference in high-dimensional regression models under temporal dependence — The Annals of Statistics 2024
• Anticipated Wait and Its Effects on Consumer Choice, Pricing, and Assortment Management — Manufacturing & Service Operations Management 2024
• Modelling the COVID-19 infection trajectory: A piecewise linear quantile trend model* — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2022
• Segmenting time series via self-normalisation — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2022
• Functional Linear Regression with Mixed Predictors — Journal of Machine Learning Research 2022 (name-matched, not ORCID-linked)
• Knowledge Learning of Insurance Risks Using Dependence Models — INFORMS Journal on Computing 2021
• Statistically and Computationally Efficient Change Point Localization in Regression Settings — Journal of Machine Learning Research 2021 (name-matched, not ORCID-linked)
• Regression for copula-linked compound distributions with applications in modeling aggregate insurance claims — The Annals of Applied Statistics 2020
• Semiparametric dynamic max-copula model for multivariate time series — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2018
• Inference for multiple change points in time series via likelihood ratio scan statistics — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2016
• High-Dimensional Dynamic Pricing Under Nonstationarity: Learning and Earning with Change-Point Detection — Management Science (name-matched, not ORCID-linked)
• Locally Private Nonparametric Contextual Multi-armed Bandits with Transfer Learning — Journal of the American Statistical Association