← All authors Zeyu Zheng University of California, Berkeley (from arXiv:2501.11996, 2025) · ORCID · OpenAlex
39 papers in scope · 37 published · 2 on the econ.EM arXiv · 207 citations · h-index 7 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Christian Kroer Nicolás E. Stier-Moses Sergei Leonenkov Congshan Zhang Luofeng Liao Nian Si Shichao Han Jinglong Zhao Inessa Liskovich Gabriel Y. Weintraub Hongseok Namkoong A. Boyarsky Ramesh Johari Hannah Li David Holtz Sinan Aral Chonghuan Wang Yuan Gao Ido Bright Ilan Lobel Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (2 of 39)
working paper 2026 · arXiv
Machine Learning-Assisted Stochastic Kriging Metamodel for Offline Simulation Online Application
published 2026 · INFORMS journal on computing
with Haoting Zhang, Jinghai He, Rhonda Righter, Zuo-Jun Max Shen
Approximation of Markov chain expectations and the key role of stationary distribution convergence
published 2026 · Journal of Applied Probability
Collaborative Intelligence in Sequential Experiments: A Human-in-the-Loop Framework for Drug Discovery
published 2025 · Information Systems Research · 2 citations · first circulated 2024
with Jinghai He, Hua Cheng, Yingfei Wang, Cheng Hua
working paper 2025 · arXiv · 1 citations
A Simple and Optimal Policy Design with Safety Against Heavy-Tailed Risk for Stochastic Bandits
published 2024 · Management Science · 1 citations · first circulated 2022
Nonstationary A/B Tests: Optimal Variance Reduction, Bias Correction, and Valid Inference
published 2024 · Management Science · 2 citations · first circulated 2022
with Yuhang Wu, Guangyu Zhang, Zuohua Zhang, Chu Wang
Clustering Then Estimation of Spatio-Temporal Self-Exciting Processes
published 2024 · INFORMS journal on computing
with Haoting Zhang, Donglin Zhan, James Anderson, Rhonda Righter
Code and Data Repository for Clustering Then Estimation of Spatio-Temporal Self-Exciting Processes
published 2024 · INFORMS journal on computing
with Haoting Zhang, Donglin Zhan, James Anderson, Rhonda Righter
Offline Planning and Online Learning Under Recovering Rewards
published 2024 · Management Science · 1 citations · first circulated 2021
Learning Newsvendor Problems With Intertemporal Dependence and Moderate Non-stationarities
published 2024 · Production and Operations Management · 9 citations
with Meng Qi, Zuo-Jun Max Shen
A Doubly Stochastic Simulator with Applications in Arrivals Modeling and Simulation
published 2023 · Operations Research · 4 citations · first circulated 2020
with Yufeng Zheng, Tingyu Zhu
Towards multi‐agent reinforcement learning‐driven over‐the‐counter market simulations
published 2023 · Mathematical Finance · 10 citations · first circulated 2022
Inference on the best policies with many covariates
published 2023 · Journal of Econometrics · 6 citations · first circulated 2022
Research on the Properties of Rights Related to Online Accounts
published 2023 · Studies in Law and Justice
Learning to Simulate Sequentially Generated Data via Neural Networks and Wasserstein Training
published 2023 · ACM Transactions on Modeling and Computer Simulation · 5 citations · first circulated 2021
with Tingyu Zhu, Haoyu Liu
Gradient-Based Simulation Optimization Algorithms via Multi-Resolution System Approximations
published 2023 · INFORMS journal on computing · 5 citations
with Jingxu Xu
Code and Data Repository for Gradient-based Simulation Optimization Algorithms via Multi-Resolution System Approximations
published 2023 · INFORMS journal on computing
with Jingxu Xu
Measuring Policy Performance in Online Pricing with Offline Data: Worst-case Perspective and Bayesian Perspective
published 2023 · Journal of Systems Science and Systems Engineering · 4 citations · first circulated 2020
with Yue Wang
Efficient Targeted Learning of Heterogeneous Treatment Effects for Multiple Subgroups
published 2022 · Biometrics · 5 citations
Non-stationary A/B Tests
published 2022 · Proceedings of the 28th ACM SIGKDD Conference on Knowledge Discovery and Data Mining · 5 citations
with Yuhang Wu, Guangyu Zhang, Zuohua Zhang, Chu Wang
Adaptive Pairwise Weights for Temporal Credit Assignment
published 2022 · Proceedings of the AAAI Conference on Artificial Intelligence · 3 citations · first circulated 2021
with Risto Vuorio, Richard L. Lewis, Satinder Singh, Richard A. Lewis
Stochastic Localization Methods for Convex Discrete Optimization via Simulation
published 2022 · Operations Research · 14 citations · first circulated 2020
with Haixiang Zhang, Javad Lavaei
Immediacy Provision and Matchmaking
published 2022 · Management Science · 7 citations
with Yu An
Learning State Representations from Random Deep Action-conditional Predictions
published 2021 · Neural Information Processing Systems
with Vivek Veeriah, Risto Vuorio, Richard L. Lewis, Satinder P. Singh, Satinder Singh
Stochastic $L^\natural$-convex Function Minimization
published 2021 · Neural Information Processing Systems
with Haixiang Zhang, Javad Lavaei
no link
Technical Note—Approximating Systems Fed by Poisson Processes with Rapidly Changing Arrival Rates
published 2021 · Operations Research · 2 citations · first circulated 2018
Automated multi-layer optical design via deep reinforcement learning
published 2020 · Machine Learning Science and Technology · 71 citations
with Haozhu Wang, Chengang Ji, L. Jay Guo
METHOD OF MOMENTS ESTIMATION FOR LÉVY-DRIVEN ORNSTEIN–UHLENBECK STOCHASTIC VOLATILITY MODELS
published 2020 · Probability in the Engineering and Informational Sciences · 4 citations
Rates of Convergence and CLTs for Subcanonical Debiased MLMC
published 2018 · Springer proceedings in mathematics & statistics · 5 citations
Fitting continuous piecewise linear poisson intensities via maximum likelihood and least squares
published 2017 · Winter Simulation Conference · 16 citations
A CLT for infinitely stratified estimators, with applications to debiased MLMC
published 2017 · ESAIM Proceedings and Surveys · 8 citations
Statistical Regularities of Seismic Noise(New Perspectives,Proceedings of the YITP Workshop on Econophysics,Econophysics 2011-The Hitchhiker's Guide to the Economy-)
published 2012 · Progress of Theoretical Physics Supplement
with Tetsuya Takaishi, Naoko Sakurai, Xiang-guang Zhang, Kazuko Yamasaki
no link
Analysis of Realized Volatility in Two Trading Sessions of the Japanese Stock Market(Financial and Consumer Markets,Proceedings of the YITP Workshop on Econophysics,Econophysics 2011-The Hitchhiker's Guide to the Economy-)
published 2012 · Progress of Theoretical Physics Supplement
with Tetsuya Takaishi, Ting Ting Chen
no link
Impact of Information on Income Fluctuation
published 2005 · Journal of Shanxi Finance and Economics University
no link
Admissible minimax model selection rule
published 1987 · Communication in Statistics-Theory and Methods
with Keh-Wei Chen
Robust estimation in the linear model with asymmetric error distributions
published 1986 · Journal of Multivariate Analysis · 9 citations
with John R. Collins, Jerome Sheahan
Selecting a minimax estimator doing well at a point
published 1986 · Journal of Multivariate Analysis · 6 citations
Robust M ‐estimators of multivariate location and scatter in the presence of asymmetry
published 1986 · Canadian Journal of Statistics · 2 citations
with Douglas P. Wiens
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