For information on current health and safety requirements, visit the Smith information page.

Tatsiana Levina

Associate Professor

Overview

Tanya Levin is an Associate Professor of Management Science. 

Download Full CV Download Image

Academic Area

  • Management Analytics

Interest Topics

Faculty Details

Profile

Full Bio

Tanya Levin is an Associate Professor of Management Science.

Her current research focuses on algorithmic learning methods in revenue management and dynamic pricing based on earlier work with online learning algorithms for stock market portfolio rebalancing.

Tanya has authored or co-authored papers in Operations Research and Operations Research Letters, presented numerous national and international conference papers, and published a book chapter on "Online methods for portfolio selection".

Tanya received her PhD in Management from Rutgers University, NJ, USA in 2004. She also holds an MBA from Rutgers University.

Academic Degrees

Ph.D. Management
Rutgers School of Business, The State University of New Jersey (2004)

MBA 
Rutgers School of Business, The State University of New Jersey (2004)

M.S. in Economics and Management
Institute of Modern Knowledge, Minsk, Belarus (1998)

Academic Experience

Smith School of Business, Queen’s University
Associate Professor (with tenure) (2011 - Present)
Assistant Professor (tenure-track) (2008-2011)
Assistant Professor (adjunct appointment) (2004-2008)

Department of Management Science and Information Systems, Rutgers University
Teaching Assistant (2001-2002)

Department of Accounting and Information Systems, Rutgers University
Research Assistant (2000-2001)

Publications

Journal Articles Published or Accepted

Levina, T., Y. Levin, J. McGill and M. Nediak. (2015) Strategic Consumer Cooperation in a Name-Your-Own-Price Channel, Production and Operations Management. 24 (1) 1883–1900.

Levina, T., Levin, Y., McGill, J., and Nediak, M. (2011) Network Cargo Capacity Management, Operations Research, 59 (4), 1008-1023.

Levina, T., Levin, Y., McGill, J., Nediak, M., and Vovk, V.  (2010) Weak Aggregating Algorithm for the Distribution-Free, Multi-period, Newsvendor Problem. Operations Research Letters, 38 (6), 516-521.

Levina, T., Levin, Y., McGill, J., and Nediak, M. (2009). Dynamic Pricing with Online Learning and Strategic Consumers: an Application of the Aggregating Algorithm, Operations Research, 57(2), 327-341.

Levina, T. and Shafer, G. (2008). Portfolio Selection and Online Learning, International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 16(4), 437-473.

Levina, T., Levin, Y., McGill, J., and Nediak, M. (2007). Linear Programming with Online Learning. Operations Research Letters, 35, 612-618.

Levina, T., Online Methods for Portfolio Selection (2006). In Business Applications and Computational Intelligence. (Eds: K.Voges & N.Pope). Idea Group Inc., (refereed chapter )

Levina, T., Levin, Y., McGill, J., and Nediak, M. Dynamic Pricing with Online Learning of General Reservation Price Distribution, Refereed Proceedings of INCOM 2006: 12th IFAC Symposium on Information Control Problems in Manufacturing. Saint-Etienne, France, 2006.

Papers Under Review/ Work in Progress

Strategic Bidders Club: Implications for Consumer Learning (with Y. Levin, J. McGill, and M. Nediak)  

Dynamic Pricing with Strategic Consumers and Social Learning (with Levin, Y., Nediak, M., and Wang, J.)

Teaching

Student Supervision

Alexander James, M.Sc. in Management Science, supervisor

Sam Kirshner, PhD in Management Science, committee member

Jue Wang, PhD in Management Science, co-supervisor

Research

Interests

Revenue Management and Dynamic Pricing, Consumer Behavior Modeling, On-line Learning algorithms, Portfolio Analysis 

Presentations

Major Conference Presentations

Levina, T., Levin, Y., Nediak, M. and Wang, J. (2014). Dynamic Pricing with Strategic Consumers and Social Learning. Invited Paper:

  • INFORMS Annual Meeting, San Francisco, November 9-11, 2014 -  IFORS, Barcelona, July 13-18, 2014

Levina, T., Levin, Y., McGill, J., and Nediak, M. (2013). Strategic Consumer Cooperation in a NYOP Channel. Invited Talk. 26th EURO-INFORMS Joint International Conference, Rome, July 1-4, 2013

Levina, T., Levin, Y., McGill, J., and Nediak, M. (2011). Strategic Bidders Club: Implications for Consumer Learning. Invited Talk. INFORMS Annual Meeting, Charlotte,  November 12-14, 2011 

Levina, T., Levin, Y., McGill, J., and Nediak, M. (2010). Can Strategic Consumers Benefit from Cooperation and Information Exchange? INFORMS Revenue Management and Pricing Conference RM-10, Cornell University, June, 2010.

Levina, T., Levin, Y., McGill, J., and Nediak, M. (2010). Strategic Bidders Club: Implications for Consumer Learning. 

  • MSOM conference (refereed), Haifa, Israel, June 28-29, 2010 - EURO XXIV, Lisbon, Portugal, July 11-14, 2010.

Levina, T., Levin, Y., McGill, J., Nediak, M., and Vovk, V. (2009). Aggregating Algorithm for Pricing and Capacity Planning under Uncertain Demand. 

  • Invited Paper - European Conference on OR (EURO XXIII), Bonn, Germany, July 58, 2009
  • Invited Paper - INFORMS Annual Meeting, San Diego, October 11-14, 2009 - Invited Paper - CORS Annual Meeting, Toronto, ON, June 14-17, 2009.

Levina, T., Levin, Y., McGill, J., and Nediak, M. (2008). Linear Programming with Online Learning. Invited Paper - INFORMS Annual Meeting, Washington DC, October 12-15, 2008

Levina, T., Y. Levin, J. McGill and M. Nediak. The State of Research in Air Cargo Capacity Management. INFORMS Annual Conference, Washington D.C., October 1215, 2008.

Levina, T., Levin, Y., McGill, J., and Nediak, M. (2007). Cargo Capacity Management on a Network. 

  • Invited Paper. INFORMS Annual Meeting, Seattle, November 4-7, 2007.
  • Invited Paper. 22nd European Conference on OR (EURO XXII), Prague, July 8-11, 2007.
  • Seventh Annual Revenue Management and Pricing Conference, Barcelona, June 2829, 2007.

Levina, T., Levin, Y., McGill, J., and Nediak, M . Derivative-free Optimization in Revenue Management. Second MPS International Conference on Continuous Optimization, Hamilton, August 13-16, 2007.

Levina, T., Y. Levin, J. McGill and M. Nediak. Dynamic pricing with online learning and strategic consumers, INFORMS Annual Meeting, Pittsburgh, November 5-8, 2006

Levina, T., Levin, Y., McGill, J., and Nediak, M . Dynamic Pricing with Online Learning of General Reservation Price Distribution. 12th IFAC Symposium on Information Control Problems in Manufacturing (INCOM 2006), Saint-Etienne, France, May 17-19, 2006.  

Levina, T., Levin, Y., McGill, J., and Nediak, M. Online learning for dynamic pricing in the presence of strategic consumers. 

  • Invited Paper - INFORMS International Conference, Hong Kong, June 25-28, 2006
  • Joint Conference of CORS and Optimization Days, Montreal, May 8-10, 2006

Levina, T., Levin, Y., McGill, J., and Nediak, M. Dynamic Pricing with Online Learning and Strategic Consumers.   

  • Canadian Operational Research Society (CORS) National Conference, Halifax, May 2005
  • INFORMS Annual Meeting, San Francisco, November 2005.

Invited Talks

Can Strategic Consumers Benefit from Cooperation and Information Exchange? Invited Seminar. Rotman School of Management, University of Toronto, April 9, 2010.

Awards

Fellowships

Doctoral Fellowship, Graduate School of Management, Rutgers University (2002-2003)

Other Awards

Co-winner 2009 INFORMS COIN-OR Cup (2009)

Best paper within the track “Location and Dynamic Pricing” of INCOM 2006, Saint Etienne, France (with Y. Levin, J. McGill and M. Nediak) (2006)

Grants & Funding

Group Discovery Grant (with J.McGill and M. Nediak) (2011-2015)
Natural Sciences and Engineering Research Council of Canada | $145,000.

Group Discovery Grant (with J.McGill and M. Nediak) (2007-2010)
Natural Sciences and Engineering Research Council of Canada | $51,000.

General Research Grant (2007)
$1,500

Dl. McLeod Term Research Grant (with Y.Levin, J.McGill, and M. Nediak) (2006-2007)
Queen's School of Business | $1,800

Research Initiation Grant, Queen’s University, Kingston, ON (2004-2006, 2009-2011)

Service

Professional Service

  • Elected CORS councillor 2015 -2017
  • Revenue Management cluster co-organizer  for 27th EURO-INFORMS Joint International Conference, July 12-15, 2015, Glasgow, UK
  • Revenue Management cluster co-organizer  for 26th EURO-INFORMS Joint International Conference, July 1-4, 2013, Rome, Italy
  • Revenue Management cluster co-organizer for 25th European Conference in OR (EURO XXV), July 8-12, 2012, Vilnius, Lithuania 
  • Revenue Management cluster co-organizer for Canadian Operational Research Society (CORS), St. John’s, May 2011
  • Treasurer of the Kingston section of Canadian Operational Research Society (CORS), 2010-present
  • Session co-organizer on “Behavioral Models in Revenue Management” for EURO XXIV Annual Meeting in Lisbon, Portugal, July 2010  
  • Session organizer on “Learning/Robust Methods for Pricing and Capacity Control” for INFORMS Annual Meeting, San Diego, October 2009
  • Referee for Production and Operations Management, European Journal of Operational Research, Omega, The International Journal of Management Science, Business Applications and Computational Intelligence, NSERC applications.

Internal Service

  • Faculty Development Fund Committee Member 2005-2008
  • Research Committee 2008-2009
  • Review Tenure and Promotion Committee 2009-2010
  • Faculty Board Appeal Committee Member 2008-2011
  • Assessed student awards applications at Queen’s University 2005-2007, 2009, 2010, 2014, 2015
  • Read Personal Statement of Experience for the COMM class of 2014
  • Academic Progress Committee Member 2013-2015
  • Review Tenure and Promotion Committee 20015-2016

Professional Memberships

  • Institute for Operations Research and Management Science (INFORMS)
  • Canadian Operations Research Society (CORS)