Alan Montgomery

Associate Professor of Marketing
Carnegie Mellon University
Tepper School of Business,
Machine Learning Department at School of Computer Science

B.S., University of Illinois at Chicago, 1989
M.B.A., University of Chicago, 1994
Ph.D, University of Chicago, 1994 

E-mail: alanmontgomery at cmu.edu
References: Google Scholar
Web: Tepper School Web Page

Research interests

• Application of consumer behavior models to intelligent computer agents
• Predictive models of browsing behavior using clickstream data
• Analysis of Clickstream Data
• Internet Marketing
• Data mining using point-of-purchase retailer datasets
• Micro-Marketing
• Pricing Strategies
• Marketing Decision Support Systems
• Time Series Analysis
• Bayesian Statistics

Publications

• Liye Ma, Ramayya Krishnan, and Alan L. Montgomery, (2015) “Latent Homophily or Social Influence? An Empirical Analysis of Purchase within a Social Network”, Management Science, 61 (2): 454-473. (Working Paper # 2010-E7)
• Liye Ma, Michael D. Smith, Param Vir Singh, and Alan Montgomery (2014), “No Meaningful Impact? The Effect of Pre-Release Piracy on Movie Box-Office Sales”, Information Systems Research, 25 (3): 590-603. (Working Paper # 2010-E9)
• Li, Shibo, Baohong Sun, and Alan L. Montgomery (2011), “Introducing the Right Product to the Right Customer at the Right Time: An Empirical Investigation of Customer-Centric Cross-Selling Campaigns for Financial Services”, Journal of Marketing Research, 48 (4), 683-700. (Working Paper # 2006-E67)
• Zhulei Tang, Michael D. Smith, and Alan L. Montgomery (2010), “The Impact of Shopbot Use on Prices and Price Dispersion: Evidence from Online Book Retailing”, International Journal of Industrial Organization, 28 (6), 579-590. (Working Paper # 2007-E13.)
• Alan L. Montgomery and Michael D. Smith (2009), “Prospects for Personalization on the Internet”, Journal of Interactive Marketing, 23 (2), 130-137. (Working Paper # 2008-E15)
• Xin Wang, Alan L. Montgomery, and Kannan Srinivasan (2008), “When Auction Meets Fixed Price: A Theoretical and Empirical Examination of Buy-it-Now Auctions”, Quantitative Marketing and Economics, 6 (4), 339-371. (Working Paper #2004-E19)
• Prasad Naik, Michel Wedel, Lynd Bacon, Anand Bodapati, Eric Bradlow, Wagner Kamakura, Jeffrey Kreulen, Peter Lenk, David Madigan, and Alan Montgomery (2008), “Challenges and Opportunities in High Dimensional Choice Data Analyses”, Marketing Letters, 19 (3-4), 201-213.
• Alan L. Montgomery (2005), "Implementing Pricing Decision Support Systems for Retail Managers",  Applied Stochastic Models in Business and Industry, 21 (4-5) 367-378. Published with Comment by Suzanne N. Valentine and Krishna Venkatraman, DemandTec.  (Working Paper #2004-E18)
• Joel Steckel, Russ Winer, Randy Bucklin, Benedict Dellaert, Xavier Drèze, Gerald Häubl, Sandy Jap, John Little, Tom Meyvis, Alan Montgomery, and Arvind Rangaswamy, (2005), “Choice in Interactive Environments”, Marketing Letters, 16 (3-4), 309-320.
• Alan L. Montgomery, Shibo Li, Kannan Srinivasan, and John C Liechty (2004), "Modeling Online Browsing and Path Analysis Using Clickstream Data", Marketing Science, 23 (4), 579-595. GSIA Working Paper #2003-E26, PDF and Technical Appendix
• Edward Fox, Alan L. Montgomery, and Leonard Lodish (2004), "Consumer Shopping and Spending Across Retail Formats", Journal of Business, 77 (2), Part 2, S25-S60 (see GSIA Working Paper #2000-E22, PDF, Technical Appendix)
• Alan L. Montgomery, Kartik Hosanagar, Ramayya Krishnan, and Karen B. Clay (2004), "Designing a Better Shopbot", Management Science, 50 (2) 189-206. (see GSIA Working Paper #2001-E12, PDF)
• Alan L. Montgomery and Kannan Srinivasan (2003), "Learning About Customers Without Asking", Nirmal Pal and Arvind Rangawamy (eds.), The Power of One - Leverage Value from Personalizaton Technologies, eBRC Press, Penn State University. (see GSIA Working Paper #2003-E28, PDF)
• Randolph E. Bucklin, James M. Lattin, Asim Ansari, David Bell, Eloise Coupey, Sunil Gupta, John D.C. Little, Carl Mela, Alan Montgomery, and Joel Steckel (2002), "Choice and the Internet: From Clickstream to Research Stream", Marketing Letters, 13, 3, 245-258. Abstract PDF
• Philip Hans Franses and Alan L. Montgomery (2002), "Econometric Models in Marketing", Philip Hans Franses and Alan L. Montgomery (eds.), Econometric Models in Marketing, Elsevier Science: New York, Vol. 16, pg 1-9.
• Alan L. Montgomery (2002), "Reflecting Uncertainty about Economic Theory When Estimating Consumer Demand", Philip Hans Franses and Alan L. Montgomery (eds.), Econometric Models in Marketing, Elsevier Science: New York, Vol. 16, pg. 257-294. PDF
• Kartik Hosanagar, Itir Karaesman, Ramayya Krishnan, and Alan L. Montgomery (2002), "Simulation/Optimization Based Approach to Design of Shopbot Operational Algoirthm", Proceedings of the WITS Conference, Barcelona, Spain.
• Karen Clay, Kartik Hosanagar, Ramayya Krishnan, and Alan Montgomery (2002), "A Utility Theory Based Approach to Shopbot Design", Proceedings of the CASOS Conference, Pittsburgh, PA.
• Alan L. Montgomery and Christos Faloutsos (2001), "Identifying Web Browsing Trends and Patterns", IEEE Computer, 34 (7), 94-95. Abstract PDF from IEEE Xplore
• Alan L. Montgomery (2001), "Applying Quantitative Marketing Techniques to the Internet", Interfaces, Vol. 30, No. 2 (March-April), 90-108. (See GSIA Working Paper #2001-E12, PDF)
• Alan L. Montgomery and Eric T. Bradlow (1999), "Why Analyst Overconfidence about the Functional Form of Demand Can Lead to Overpricing". Marketing Science, 18, 4, 569-583. Abstract PDF from Informs Pubsonline
• Alan L. Montgomery and Peter E. Rossi (1999), "Estimating Price Elasticities with Theory-based Priors", Journal of Marketing Research, 36, 4, 413-423. Awarded the 1999 Mitchell Prize, ASA. Technical Appendix. PDF from AMA
• Alan L. Montgomery, Victor Zarnowitz, Ruey S. Tsay, and George C. Tiao (1998), "Forecasting the U.S. Unemployment Rate", JASA, 93, 478-493. Abstract
• Alan L. Montgomery (1997), "Creating Micro-Marketing Pricing Strategies Using Supermarket Scanner Data", Marketing Science, 16 (4), 315-337. Abstract JstorPDF Technical Report
• Alan L. Montgomery (1997), "Hierarchical Bayes Models for Micro-Marketing Strategies", Constantine Gatsonis et. al (eds.), Case Studies in Bayesian Statistics, Springer-Verlag: New York, 95-141.
• Stephen J. Hoch, Byung-Do Kim, Alan L. Montgomery, and Peter E. Rossi (1995), "Determinants of Store-Level Price Elasticity", Journal of Marketing Research, 32, 1 (February), 17-29. PDF from AMA
• Lon-Mu Liu, Ki-Kan Chan, Alan L. Montgomery, and Mervin E. Muller (1995), "A system-independent graphical user interface for statistical software", Computational Statistics & Data Analysis, 19, 23-44. Abstract PDF from sciencedirect

Working Papers

• Nicholas Pretnar, Alan L. Montgomery and Christopher Olivola, “A Structural Model of Mental Accounting”, Working Paper
  
• Francisco Cisternas, Alan L. Montgomery, and Willem-Jan van Hoeve, “Reshaping Bank Branch Networks due to Mobile Banking”, Working Paper
  
• Alan L. Montgomery, Francisco Cisternas, and Tim Derdenger, “The Impact of Shelf Design on Competition”, Working Paper
  
• Xiao Liu, Alan L. Montgomery, and Kannan Srinivasan, “Setting Overdraft Fees in the Presence of Mobile Alerts Using Consumer Financial Transaction Data”, Working Paper #2015-E1.
• Liye Ma, Alan L. Montgomery, and Michael D. Smith, “The Dual Impact of Movie Piracy on Box-Office Revenue: Cannibalization and Promotion”, Working Paper #2015-E2.
• Marcel Goic and Alan L. Montgomery, “Inferring Competitor Pricing with Incomplete Information”, Working Paper # 2011-E9.
• Elina Petrova and Alan L. Montgomery, “The Moderating Impact of Promotion on Substitution: An Economic Approach”, Working Paper # 2010-E6.
• Alan L. Montgomery and Marcel Goic, “Making Better Pricing Decisions with Implied Priors”, Working Paper # 2009-E4.
• Teaching Analytical Marketing Strategy, Working Paper 2006-E39.
• Erik Brynjolfsson, Michael D. Smith, and Alan L. Montgomery, "The Great Equalizer? An Empirical Analysis of Consumer Choice Behavior at an Internet Shopbot", Working Paper 2004-E49.
• The Promotional Value of Peer-to-Peer Networks, with Ramayya Krishnan and Michael D. Smith, Working Paper.
• The Effects of Advertising on Customer Retention and the Profitability of Auctions, with Xin Wang, Working Paper #2003-E27
• Modeling Category Viewership of Web Users with Multivariate Count Models, with Shibo Li and John C Liechty, Working Paper #2003-E25
• Peer to Peer Networks for Self-Organizing Virtual Communities with Jamie Callan and Ramayya Krishnan, NSF Proposal
• Long-Term Growth Trends in Private Label Market Shares, with Stephen Hoch and Young-Hoon Park, Working Paper #2000-E18
• Should Music Labels Pay for Radio Airplay? Investigating the Relationship Between Album Sales and RadioAirplay, with Wendy Moe, Working Paper #2000-E21
• Using Clickstream Data to Identify World Wide Web Browsing Trends, with Christos Faloutsos, Working Paper #2000-E20
• Using Clickstream Data to Predict WWW Usage, GSIA Working Paper #2000-E19

Selected Presentations

• High Dimensional Data Analysis presented at the Seventh Invitational Choice Symposium, Sponsored by the University of Pennsylvania's Wharton School, Philadelphia, Pennsylvania, June 13-17, 2007.
• Teaching Analytical Marketing Strategy, Asian MBA Research Project, 5th International Meeting and MBA Program Design Workshop, Aoyama Gakuin University, Tokyo, Japan, March 2006.
  
• Choice in Interactive Environments presented at the Sixth Invitational Choice Symposium, Sponsored by University of Colorado, Boulder, Estes Park, Colorado, June 4-8, 2004.
• Modeling Online Browsing and Path Analysis Using Clickstream Data, Mining Business Databases, Joint Statistical Meetings 2003, San Francisco, August 4, 2003.
• Predicting Consumer Behavior Using Clickstream Analysis, WebShop 2003, University of Maryland, June 13, 2003.
• Internet Marketing and Web Mining, M2002: The Fifth Annual Data Mining Technology Conference, SAS Institute, Oct. 22, 2002.
• From Clickstream to Research Stream: Choice Models and the Internet presented at the Fifth Invitational Choice Symposium, Sponsored by University of California, Berkeley, Asilomar, California, June 2-6, 2001.
• Designing Better Shopbots, Cornell Marketing Workshop, January 2001.
• Hierarchical Bayes Models for Micro-Marketing Strategies. Third Workshop on Case Studies in Bayesian Statistics. October 5-7, 1995.