Haipeng Shen

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					Haipeng Shen
Department of Statistics, The Wharton School University of Pennsylvania, Philadelphia, PA 19104-6340 Phone: (215) 898-1253(O), (610) 622-3105(H) Fax: (215) 898-1280 Email: haipengs@wharton.upenn.edu http: //www-stat.wharton.upenn.edu/~haipeng Education Department of Statistics Philadelphia, PA The Wharton School University of Pennsylvania Ph.D. in Statistics (expected in summer, 2003) Dissertation title: “Estimation, Confidence Intervals and Nonparametric Regression for Problems Involving Lognormal Distributions” Thesis advisor: Professor Lawrence D. Brown M.A. in Statistics, Aug 2000 Peking University B.S. in Mathematics with honors, July 1998 Beijing, China

1998-Present

1994-1998

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Research Interests Statistical inference for lognormal distributions Nonparametric regression Decision theory Statistical function estimation via polynomial splines Forecasting of nonlinear time series Queueing theory and service engineering Forecasting of call center arrivals, service time analysis and call center staffing Research Experience Research Assistant (Fall 2000 – present) Supported by Wharton Financial Institutions Center and National Science Foundation. Work in collaboration with researchers from Statistics and Operations and Information Management on call center projects; provide data cleaning, management and organizational support for massive call center data set; statistically analyze call arrivals, service durations, waiting times and impatience buildup; develop mathematical models to understand call center characteristics from a queueing-science perspective. Research Award J. Parker Bursk Memorial Prize, Fall 2002. Awarded to the best student researcher in the Department of Statistics. Manuscripts Lawrence D. Brown, Noah Gans, Avishai Mandelbaum, Anat Sakov, Haipeng Shen, Sergey Zeltyn, Linda H. Zhao (2002) Statistical Analysis of a Telephone Call Center: A Queueing-Science Perspective. Submitted for publication.

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Haipeng Shen
• Jianhua Z. Huang, Haipeng Shen (2002) Functional Coefficient Regression Models for Nonlinear Time Series: A Polynomial Spline Approach. Submitted for publication. Lawrence D. Brown, Haipeng Shen (2002) Nonparametric Regression and Confidence Bands When Errors are Lognormal with Application to Bank Call Center Data. Working Paper. Jianhua Z. Huang, Haipeng Shen (2002) Nonlinear Discrete-Valued Time Series Models with Spline Smoothing. Working Paper. Presentations Nonparametric Regression and Confidence Bands When Errors are Lognormal with Application to Bank Call Center Data, presented at the Joint Statistical Meeting, New York, 2002. Empirical Analysis of a Northeastern US Bank Call Center Network, presented at the Wharton Call Center Forum, Wharton Financial Institutions Center, 2002. Teaching Experience Instructor for a Wharton School summer course on Mathematical Statistics in 2000. Recitation Instructor for undergraduate courses in Fall 1999, Spring 2000 and Fall 2002. Teaching Assistant for Wharton MBA program in Summer 1999 and Summer 2000. Teaching Assistant for various undergraduate courses in Fall 1998 and Spring 1999. Coursework • •

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Straight A student. Statistics doctoral courses at The Wharton School: Probability Theory (Michael Steele), Mathematical Statistics (Jianhua Huang), Data Analysis (Richard Waterman), Linear Models (Jianhua Huang), Statistical Computing (Richard Waterman), Stochastic Calculus and Financial Applications (Michael Steele), Multivariate Analysis (Jianhua Huang), Statistical Consulting (Paul Rosenbaum), Survey Sampling (Elaine Zanutto), Semi-parametric Inference (Cun-hui Zhang), Time Series Analysis and Forecasting (Paul Shaman), Wavelet Analysis (Tony Cai), Extreme Value Theory (Ishay Weissman), Bootstrap Methods (Anirban DasGupta), Spline Methods (Jianhua Huang), Exponential Families (Larry Brown), Categorical Data Analysis (Tom Ten Have), Independent Study on Nonparametric Inference (Larry Brown), Independent Study on Survival Analysis (Linda Zhao), Independent Study on Queueing Science (Noah Gans). Other doctoral courses at The Wharton School: Foundations for Financial Economics (Yihong Xia), Econometrics (Yuichi Kitamura). Computer Skills Operating system: UNIX and WINDOWS Statistical software: S-Plus, SAS, STATA and JMP-IN Mathematical software: Matlab Programming language: FORTRAN 90 and Perl Document preparation: LaTeX and Microsoft Office applications

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Haipeng Shen
Professional Affiliations American Statistical Association Institute of Mathematical Statistics Department Services Student Representative to the Internal Quinquennial Review Committee for Department of Statistics, Spring 2001. Organizer for the Department Student Seminar, Fall 2002. Personal • • • Citizen of China, currently on F1 visa. Fluent in English and Mandarin Chinese. Travel, sports, fantasy football and movies. References • Paul Shaman Professor and Former Chairman Department of Statistics The Wharton School University of Pennsylvania Philadelphia, PA 19104-6340 Email: shaman@wharton.upenn.edu Phone: (215)-898-8749 • Jianhua Z. Huang Assistant Professor Department of Statistics The Wharton School University of Pennsylvania Philadelphia, PA 19104-6340 Email: jianhua@wharton.upenn.edu Phone: (215)-898-8007

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Lawrence D. Brown Professor and Thesis Advisor Department of Statistics The Wharton School University of Pennsylvania Philadelphia, PA 19104-6340 Email: lbrown@wharton.upenn.edu Phone: (215)-898-4753 Linda H. Zhao Associate Professor Department of Statistics The Wharton School University of Pennsylvania Philadelphia, PA 19104-6340 Email: lzhao@wharton.upenn.edu Phone: (215)-898-8228 Avishai Mandelbaum Professor Faculty of Industrial Engineering and Management Technion - Israel Institute of Technology Technion City, Haifa 32000 Israel Email: avim@ie.technion.ac.il Phone: (972-4) 829-4504

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Noah F. Gans Assistant Professor Department of Operations and Information Management The Wharton School University of Pennsylvania Philadelphia, PA 19104-6340 Email: gans@wharton.upenn.edu Phone: (215)-573-7673


				
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