Journal Papers

  • [7] Intertemporal Pricing via Nonparametric Estimation: Integrating Reference Effects and Consumer Heterogeneity. [pdf]
    (Manufacturing & Service Operations Management, 2022)
    Finalist in 2020 MSOM Data-Driven Research Challenge
    Hansheng Jiang, Junyu Cao, Zuo-Jun (Max) Shen.

  • [6] Last-Mile Shared Delivery: A Discrete Sequential Packing Approach. [pdf]
    (Mathematics of Operations Research, 2021)
    Finalist in INFORMS IBM Service Science Best Student Paper, 2019
    Junyu Cao, Mariana Olvera-Cravioto, Zuo-Jun (Max) Shen.

  • [5] Unraveling Why We Sleep: Quantitative Analysis Reveals Abrupt Transition from Neural Reorganization to Repair in Early Growth. [pdf]
    (Science Advances, 2020)
    Junyu Cao, Alexander B. Herman, Geoffrey B. West, Gina Poe, Van M. Savage.

  • [4] Connectivity of a General Class of Inhomogeneous Random Digraphs. [pdf]
    (Random Structures & Algorithms, 2020)
    Junyu Cao, Mariana Olvera-Cravioto.

  • [3] Connected Population Synthesis for Transportation Simulation. [pdf]
    (Transportation Research Part C: Emerging Technologies, 2019)
    Junyu Cao*, Danqing Zhang*, Sid Feygin, Dounan Tang, Zuo-Jun (Max) Shen, Alexei Pozdnoukhov.
    (* stands for equal contribution)

  • [2] Some Discussions About The Best Approximate Element For A Closed Set In Euclidean Space.
    (Studies In College Mathematics, 2015, 18(1))
    Tong Xin, Junyu Cao.

  • [1] An Alternative Proof of Cauchy Criterion.
    (Studies In College Mathematics, 2012,15(5))
    Junyu Cao.

Conference Papers (Machine Learning)

  • [4] Fatigue-aware Bandits for Dependent Click Models. [pdf]
    (Thirty-Fourth AAAI Conference on Artificial Intelligence (AAAI) 2020)
    Junyu Cao, Wei Sun, Zuo-Jun (Max) Shen, Markus Ettl.

  • [3] Dynamic Learning with Frequent New Product Launches: A Sequential Multinomial Logit Bandit Problem. [pdf]
    (Thirty-Sixth International Conference on Machine Learning (ICML) 2019)
    Junyu Cao, Wei Sun.

  • [2] Dynamic Learning of Sequential Choice Bandit Problem under Marketing Fatigue. [pdf]
    (Thirty-Third AAAI Conference on Artificial Intelligence (AAAI) 2019)
    Junyu Cao, Wei Sun.

  • [1] Social Discrete Choice Models. [pdf]
    Danqing Zhang, Kimon Fountoulakis, Junyu Cao, Michael Mahoney, Alexei Pozdnoukhov.

Work in Progress

  • Sequential Choice Bandits: Learning with Marketing Fatigue. [pdf]
    Katta Murty Best Paper Prize
    Junyu Cao, Wei Sun, Zuo-Jun (Max) Shen.

  • Stall Economy: The Value of Mobility in Retail on Wheels. [pdf]
    Junyu Cao, Wei Qi.

  • Urban Courier: Operational Innovation and Data-driven Coverage-and-Pricing. [pdf]
    Mengxin Wang, Meng Qi, Junyu Cao, Zuo-Jun (Max) Shen.

  • Contextual Decision-making under Parametric Uncertainty and Data-driven Optimistic Optimization. [pdf]
    Junyu Cao, Rui Gao.

  • Dynamic Tiered Assortment Optimization.
    Junyu Cao, Wei Sun.

  • Pricing under the Generalized Markov Chain Choice Model: Learning through Large-scale Click Behaviors. [pdf]
    Mo Liu, Junyu Cao, Zuo-jun (Max) Shen.


  • System and method for merchandise planning with short life cycle products
    Status: submitted to U.S. Patent Office
  • System and method for automated discovery of personalized offers
    Status: submitted to U.S. Patent Office

Selected Talks

  • Amazon, 2022.6
  • INFORMS Annual Conference, 2021.10
  • YINZ OR, 2021.8
  • Amazon SSAI Research, 2021.7
  • Revenue Management and Pricing Conference, 2021.6
  • Department of Mathematics, University of California San Diego, 2021.6
  • INFORMS Annual Conference, 2019.10
  • IBM Thomas J. Watson Research Center, 2019.8
  • Applied Probability Society Conference (APS), 2019.7
  • International Conference on Machine Learning (ICML), 2019.6
  • POMS Annual Conference, 2019.5
  • IBM Research - Almaden, 2019.5
  • AAAI Conference on Artificial Intelligence (AAAI), 2019.1
  • INFORMS Annual Conference, 2018.10
  • IBM Thomas J. Watson Research Center, 2018.8