Chiong, Khai Xiang

 

Khai Xiang Chiong is an Assistant Professor of Marketing. His research interests include:

  • Quantitative marketing
  • Empirical industrial organization
  • Econometrics
  • Machine learning

ORCID page

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Recent Submissions

  • Random Projection Estimation of Discrete-Choice Models with Large Choice Sets 

    Chiong, Khai Xiang; Shum, Matthew (Informs, 2018-04-06)
    We introduce random projection, an important dimension-reduction tool from machine learning, for the estimation of aggregate discrete-choice models with high-dimensional choice sets. Initially, high-dimensional data are ...

  • Estimation of Graphical Models Using the L₁,₂ Norm 

    Chiong, Khai Xiang; Moon, H. R. (John Wiley and Sons, 2018-09-14)
    Gaussian graphical models are recently used in economics to obtain networks of dependence among agents. A widely used estimator is the graphical least absolute shrinkage and selection operator (GLASSO), which amounts to a ...