Romesh Saigal

University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering

Professor

1205 Beal Avenue

Ann Arbor, MI 48109

United States

  • University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering

SCHOLARLY PAPERS

11

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9

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8

Scholarly Papers (11)

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1.

Risk, Financing and the Optimal Number of Suppliers

Number of pages: 43 Posted: 06 Jul 2006 Last Revised: 03 Apr 2012
Volodymyr Babich, Goker Aydin, Pierre-Yves Brunet, Jussi Keppo and Romesh Saigal
Georgetown University - McDonough School of Business, University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering, University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering, National University of Singapore - NUS Business School and University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering
Downloads 718 (49,343)
Citation 18

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joint operational and financial decisions, procurement, supply chain structure, trade credit, bank financing

2.

Dynamic Pricing for On-Demand Ride-Sharing: A Continuous Approach

Number of pages: 32 Posted: 23 Oct 2017 Last Revised: 20 Nov 2017
Qi Luo and Romesh Saigal
Clemson University, Department of Industrial Engineering and University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering
Downloads 302 (138,269)
Citation 8

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dynamic pricing, continuous approach, optimal control, ride-sharing, two-sided market

3.

Investor Impatience and Financial Markets: the Case of the Short Squeeze of Meme Stocks

Number of pages: 38 Posted: 23 Aug 2021
Jeffrey Choy, Ben Wang, Abdullah AlShelahi and Romesh Saigal
University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering, University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering, University of Michigan at Ann Arbor, College of Engineering, Department of Industrial and Operations Engineering and University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering
Downloads 245 (170,736)

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Short squeeze, Meme stock, Fintech, GameStop, AMC Entertainment Holdings Inc., Bed Bath & Beyond Inc., Eastman Kodak Company, Flash crash, Options, Econophysics, Market crash, Trading, Computational trading

4.

Accelerating the Adoption of Automated Vehicles by Subsidies: A Dynamic Games Approach

Number of pages: 26 Posted: 12 Dec 2018 Last Revised: 01 May 2019
Qi Luo, Romesh Saigal, Zhibin Chen and Yafeng Yin
Clemson University, Department of Industrial Engineering, University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering, University of Michigan at Ann Arbor and University of Michigan, Ann Arbor
Downloads 104 (345,542)
Citation 2

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Automated vehicles, subsidy policy, dynamic Stackelberg games, diffusion of innovations.

5.

Multiagent Incentive Contracts: Existence, Uniqueness and Implementation

Number of pages: 17 Posted: 19 Sep 2017 Last Revised: 30 Sep 2019
Qi Luo and Romesh Saigal
Clemson University, Department of Industrial Engineering and University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering
Downloads 87 (386,858)

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Principal Multi-Agent Problem, Continuous-Time Approach, Kakutani Fixed Point Theorem, Subgame Perfect Equilibrium, Hamilton-Jacobi-Bellman Equation, Differential Game

6.

An Evaluation of Information Sharing Parking Guidance Policies Using a Bayesian Approach

Number of pages: 16 Posted: 17 Nov 2016
Xinyi Wu, Kartik Balkumar, Qi Luo, Robert Hampshire and Romesh Saigal
University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering, University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering, Clemson University, Department of Industrial Engineering, University of Michigan at Ann Arbor - Transportation Research Institute and University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering
Downloads 80 (406,410)

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Transportation, Parking

7.

Team-Based Scarce Resource Allocation Model Under Stochastic Demand: An Application

Number of pages: 38 Posted: 14 Aug 2016 Last Revised: 03 Jun 2019
Jingxing Wang and Romesh Saigal
University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering and University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering
Downloads 44 (540,736)

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Stochastic Demand, Real Options, Loss Aversion, Fair Allocation, Healthcare

8.

Dynamic subsidies for synergistic development of charging infrastructure and electric vehicle adoption

Number of pages: 44 Posted: 05 Oct 2021
Qi Luo, Yunlei Yin, Pengyu Chen, Zhenfei Zhan and Romesh Saigal
Clemson University, Department of Industrial Engineering, Chongqing University, Chongqing University, Chongqing University and University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering
Downloads 27 (634,801)

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Electric vehicle adoption, Charging infrastructure, Technology diffusion,Policy incentive, Principal-multiagent system

9.

Macroscopic Equity Markets Model: Towards Predicting Financial Crashes

Posted: 15 Mar 2021
Abdullah AlShelahi and Romesh Saigal
University of Michigan at Ann Arbor, College of Engineering, Department of Industrial and Operations Engineering and University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering

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Financial Markets, Macroscopic Model, Stochastic Partial Differential Equations, Flash Crash

10.

Abnormality Detection in Equity Markets: A Macroscopic Hybrid Approach

Posted: 30 Dec 2020 Last Revised: 22 Mar 2022
Abdullah AlShelahi and Romesh Saigal
University of Michigan at Ann Arbor, College of Engineering, Department of Industrial and Operations Engineering and University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering

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11.

Insights into the Macroscopic Behavior of Equity Markets: Theory and Application

Forthcoming in Physica A: Statistical Mechanics and its Applications
Posted: 08 Aug 2017 Last Revised: 27 Feb 2021
Abdullah AlShelahi and Romesh Saigal
University of Michigan at Ann Arbor, College of Engineering, Department of Industrial and Operations Engineering and University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering

Abstract:

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Financial Markets, Macroscopic Model, Stochastic Partial Differential Equations, Flash Crash