!!Desheng Dash Wu - Selected Publications
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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.\\
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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.\\
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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.\\
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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.\\
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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. \\
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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.\\
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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.\\
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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.\\
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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.\\
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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.