Guoming Lai Ph.D. Candidate Tepper School of Business  Carnegie Mellon University  5000 Forbes Ave. Pittsburgh, PA, 15213  Phone:      412-268-4627  Fax:          412-268-5569  e-mail:       guomingl@andrew.cmu.edu

Research Interests || Research Projects || Research Papers || Graudate Coursework || Teaching & Industry Experiences || Presentations || Honors & Awards || Computer Skills

---

Education

Ph.D., Operations Management, Tepper School of Business, Carnegie Mellon University, 2003- 

M.S., Industrial Administration, Tepper School of Business, Carnegie Mellon University, 2005

M.S., Control Theory and Control Engineering, School of Information Science and Technology, Tsinghua University, China, 2003

B.S., Control Theory and Control Engineering, School of Information Science and Technology, Tsinghua University, China, 2000

---

Research Interests [back to the top]

Supply Chain Management

Operations/Finance Interface

Operations/Marketing Interface

Financial Engineering Risk Management

Multiagent Systems and Automated Negotiation 

---

Research Projects [back to the top]

OM & Computational Finance [Description]

Commodity Trading Strategies with Futures Contracts and Capacitated Storage Asset, with Nicola Secomandi, François Margot, Duane Seppi, Alan Scheller-Wolf.

Price Model Comparison for Commodities with Physical and Financial Trading, with Nicola Secomandi, François Margot, Duane Seppi, Alan Scheller-Wolf.

Bond Financing, Capacity Investment and Production with Correlated Demand Stream and Market Interest Rate

OM & Corporate Finance [Description]

Stock Market Pressure, Sales Reporting, Inventory Signal and Inventory Investment for Publicly Traded Firms, with Laurens Debo, Lin Nan

Sharing Inventory Risk in Supply Chain: the Implication of Financial Constraint, with Laurens Debo, Katia Sycara

OM & Marketing [Description]

Strategic Consumer Behavior, Price Matching Policy, Pricing and Inventory Investment, with Laurens Debo, Katia Sycara, Cuihong Li

Supply Chain Management Practice [Description]

Supply Chain Management Platform for Sunpu Electronics Co.(Beijing, China), with Yueting Chai, Yi Liu and other group members (in Tsinghua University)

[back to the top]

---

Research Papers [back to the top]

OM & Computational Finance

“Commodity Trading Strategies with Futures Contracts and Capacitated Storage Asset”, with Nicola Secomandi, François Margot. In preparation. [email me]

“Comparison on Forward Price Models for Commodities with Physical and Financial Trading”, with Nicola Secomandi, François Margot, Duane Seppi, Alan Scheller-Wolf. In preparation. [email me]

“Bond Financing, Capacity Investment and Production with Correlated Demand Stream and Market Interest Rate”. In preparation. [email me]

OM & Corporate Finance

“Stock Market Pressure on Inventory Investment and Sales Reporting for Publicly Traded Firms”, with Laurens Debo, Lin Nan. Under review in Management Science. [SSRN link]

“Market Information and Financial Reporting with Inventory Signal for Publicly Traded Firms”, with Laurens Debo, Lin Nan. Working paper. [email me]

“Sharing Inventory Risk in Supply Chain: the Implication of Financial Constraint”, with Laurens Debo, Katia Sycara. To appear in Omega, the International Journal of Management Science. [email me]

OM & Marketing

“Buy Now and Match Later: The Impact of Posterior Price Matching on Profit with Strategic Consumers”, with Laurens Debo, Katia Sycara. Under review in Manufacturing and Service Operations Management. [SSRN link]

“An Analysis on Price Matching Policy”, with Laurens Debo, Katia Sycara, Cuihong Li. In Proceedings of the Eighth International Conference on Electronic Commerce (ICEC), 2006.

Supply Chain Management Practice

“The Partner Inventory Management in Supply Chain”, with Chunhua Tian, Yueting Chai, Yi Liu. In Journal of Computer Integration Manufacturing System-CIMS (in Chinese), 8 (7), 2002.

“A Study of Workflow Management in Agile Supply Chain”, with Yueting Chai, Yi Liu. In Journal of Computer Engineering and Applications (in Chinese), 38 (8), 2002.

“An Analysis of Integrated Production-Distribution Process in Agile Supply Chain System”, with Yueting Chai, Yi Liu. In Proceeding of the 2002 International Conference on Global Supply Chain Management, 2002.

“Research of Agile Supply Chain based Enterprises Collaborative System”, with Changrui Ren, Yueting Chai, Yi Liu. In Proceeding of the 2002 International Conference on Control and Automation, 2002.

[back to the top]

---

Graduate Coursework [back to the top]

Operations Research

Linear Programming Egon Balas Integer Programming Egon Balas

Dynamic Programming Alan Scheller-Wolf Queueing Theory Mor Harchol-Balter

Advanced Stochastic Processes Alan Scheller-Wolf Graph Theory François Margot

Network Flow and Matching François Margot Simulation Bahar Biller

Revenue Management Nicola Secomandi Manufacturing I Sridhar Tayur

Manufacturing II Laurens Debo

Computational Finance

Stochastic Calculus for Finance Steve Shreve Financial Time Series Anthony Brockwell

Numerical Methods Roy Nicolaides Options Duane Seppi

Financial Engineering Duane Seppi Credit Derivatives Antje Berndt

Financial Computing IV Dmitry Kramkov Dynamic Asset Management Javier Pena

Statistical Arbitrage John Lehoczky Simulation for Option Pricing John Lehoczky

Economics

Microeconomics Robert Miller Econometrics Holger Sieg

Game Theory Paul Schweinzer Contract Theory Limor Golan

Engineering (selected, in Tsinghua)

Probability & Statistics Control Theory Signal & System Analysis Computer Robot Control

Stochastic Math Methods Artificial Intelligence Combinatorial Mathematics Functional Analysis

[back to the top]

---

Teaching Experience [back to the top]

Production and Operations Management (70-371): Instructor; core course for Tepper undergraduate program.

Decision Making and Optimization (45-760): Teaching assistant; core course for Tepper MBA program.

Optimization Methods in Finance (45-911): Teaching assistant; core course for Tepper MBA program.

Dynamic Asset Management (45-908): Teaching assistant; core course for Tepper MSCF program.

Credit Derivatives (45-903): Teaching assistant; core course for Tepper MSCF program.

Statistics and Decision Making (45-731): Teaching assistant; core course for Tepper MBA program.

[back to the top]

---

Industry Experience [back to the top]

Supply chain management software development: Sunpu Electronics Co. Ltd, Beijing, China, 2002

Human resource software development, summer intern: Qingsheng Co. Ltd., Zhejiang, China, 2001.

Oil pipeline GIS software system development, part time: Zhaoxi S&T Co. Ltd., Beijing, China, 2000.

Customer support information management software system development, summer intern: Siemens Co. Ltd., Beijing, China, 1999.

[back to the top]

---

Presentations [back to the top]

“An Analysis on Price Matching Policy”, the Eighth International Conference on Electronic Commerce (ICEC), New Brunswick, Canada, 2006.

“A Decentralized Model for Multi-attribute Negotiations”, the Eighth International Conference on Electronic Commerce (ICEC), New Brunswick, Canada, 2006.

“An Analysis of Integrated Production-Distribution Process in Agile Supply Chain System”, the 2002 International Conference on Global Supply Chain Management, Beijing, China, 2002.

“Research of Agile Supply Chain based Enterprises Collaborative System”, the 2002 International Conference on Control and Automation, Xiamen, China, 2002.

[back to the top]

---

Awards and Honors [back to the top]

William Larimer Mellon Fellowship, Tepper School of Business, Carnegie Mellon University, 2003 – Present.

Motorola Excellent Student Award, Tsinghua University, 2001.

Tsinghua Excellent Student Award, Tsinghua University, 1997 – 2000.

Ranked 1st place in National University Entrance Exams in Zhejiang Province, China, 1996.

[back to the top]

---

Computer Skills [back to the top]

Proficient in C/C++, MATLAB, Visual Basic/VBA, SQL, Maple; Experienced in R, S-Plus, Access, SQL Server

[back to the top]

---