Desheng Dash Wu - Selected Publications#

1. Wu Desheng, Zhang B., Baron, O. (2019). A Trade Credit Model with Asymmetric Competing Retailers. Production and Operations Management, 28(1), 206-231.-
Describes a supply chain selling to two asymmetric retailers engaged in inventory competition in the presence of demand uncertainty, where trade credit is used by the manufacturer as a strategic response to the bargaining power of its dominant retailer.

2. Wu Desheng, Luo, C., Wang, H., and Birge, J. R. (2016). Bi‐level Programing Merger Evaluation and Application to Banking Operations. Production and Operations Management, 25(3), 498-515. -
Describes the structural details of a leader–follower game model to assess potential gains from the merger of different organizations while maintaining incentive compatibility within each unit's decision-making process.

3. Wu Desheng, Liu, T. (2018). New Approach to Estimating VIX Truncation Errors Using Corridor Variance Swaps. Journal of Derivatives, 25(4), 54-70. -
Describes a new modeling approach to estimating the volatility index (VIX) truncation error using corridor variance swaps and valuation of corridor variance swaps.

4. Wu Desheng, C. C. Luo and D. L. Olson (2014). Efficiency Evaluation for Supply Chains Using Maximin Decision Support. IEEE Transactions on Systems Man Cybernetics-Systems, 44(8), 1088-1097.-
Describes the structural details of maximin efficiency multistage chain model capable of measuring financial chain members performance as well as overall chain performance.

5. Wu Desheng, Olson, D. L. and Luo, C. (2014). A Decision Support Approach for Accounts Receivable Risk Management. IEEE Transactions on Systems Man Cybernetics-Systems, 44(12), 1624-1632.-
Describes modeling risk management of accounts receivable, and present decision support for a large bank enabling assessment of risk of default on the part of loan recipients.

6. Wu Desheng, Zheng, L. and Olson, D. L. (2014). A Decision Support Approach for Online Stock Forum Sentiment Analysis. IEEE Transactions on Systems, Man, and Cybernetics-Systems, 44(8), 1077-1087.-
Describes a novel sentiment ontology to conduct context-sensitive sentiment analysis of online opinion posts in stock markets, and integrates popular sentiment analysis into machine learning approaches.

7. Wu Desheng, Chen, S. H. and Olson, D. L. (2014). Business Intelligence in Risk Management: Some Recent Progresses. Information Sciences, 256, 1-7. -
Describes the structural details of business intelligence tools for enhancing risk management.

8. Wu Desheng and J. R. Birge (2012). Serial Chain Merger Evaluation Model and Application to Mortgage Banking. Decision Sciences, 43(1), 5-35.-
Describes a serial-chain data envelopment analysis (DEA) model to assess potential gains from the merger of financial operations.

9. Wu Desheng, K. Xie, G. Chen and P. Gui (2010). A Risk Analysis Model in Concurrent Engineering Product Development. Risk Analysis, 30(9), 1440-1453. -
Describes a three-dimensional early warning approach for product development risk management by integrating graphical evaluation and review technique (GERT) and failure modes and effects analysis.

10. Wu Desheng and D. Olson (2010). Enterprise Risk Management: Coping with Model Risk in a Large Bank. Journal of the Operational Research Society, 61(2), 179-190. (Big impact article from 2010/2011 volumes) -
Describes the details of risk management through assessing account creditworthiness and validation of predictive scorecards for a large bank.

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