← All authors Jian-Qiang Hu Fudan University (from arXiv:2408.09185, 2024) · ORCID · OpenAlex
51 papers in scope · 50 published · 1 on the econ.EM arXiv · 871 citations · h-index 14 (over the papers listed here)
Papers (1 of 51)
A kernel-based stochastic approximation framework for contextual optimization
published 2026 · European Journal of Operational Research
with Hao Cao, Jiaqiao Hu
Black-Box CoVaR and Its Gradient Estimation
published 2025 · INFORMS journal on computing · 2 citations · first circulated 2023
with Hao Cao, Jiaqiao Hu
Code and Data Repository for Black-box CoVaR and Its Gradient Estimation
published 2025 · INFORMS journal on computing · 2 citations
with Hao Cao, Jiaqiao Hu
IoT-enabled real-time health monitoring system for adolescent physical rehabilitation
published 2025 · Scientific Reports · 3 citations
with Jie Yang, Wenrui Chen
Infinitesimal perturbation analysis (IPA) derivative estimation with unknown parameters
published 2025 · Automatica · 4 citations · first circulated 2024
with Hao Cao, Teng Lian, Xiangyu Yang
Generating Copula‐Correlated Random Variables: A Sequential Acceptance‐Rejection Method
published 2024 · Naval Research Logistics (NRL) · 2 citations
with Weimin Dai, Lei Lei
Optimal computation budget allocation with Gaussian process regression
published 2024 · European Journal of Operational Research · 12 citations
with Mingjie Hu, Jie Xu, Chun-Hung Chen, Mingjie HU
Method of moments estimation for the superposition of square-root diffusions
published 2024 · Probability in the Engineering and Informational Sciences
Ranking and selection with two-stage decision
published 2024 · European Journal of Operational Research · 6 citations
with Tianxiang Wang, Jie Xu, Juergen Branke, Chun-Hung Chen
working paper 2024 · arXiv · 1 citations
The impact of community nucleic acid testing on infection in residential compounds during a city-wide lockdown
published 2023 · Scientific Reports
with Zhenzhen Jia, Teng Lian, Lixian Qian, Wen Yu, Cheng Zhang
Copula sensitivity analysis for portfolio credit derivatives
published 2022 · European Journal of Operational Research · 3 citations
with Lei Lei, Yijie Peng, Michael C. Fu
Efficient estimation of a risk measure requiring two-stage simulation optimization
published 2022 · European Journal of Operational Research · 17 citations
with Tianxiang Wang, Jie Xu, Chun-Hung Chen
Strategic Admission Behavior and Its Implications: Evidence from a Cardiac Surgery Department
published 2022 · Journal of the Operations Research Society of China · 1 citations
with Yanying Zhao, Peiwen Yu
Moment estimators for parameters of Lévy‐driven Ornstein–Uhlenbeck processes
published 2021 · Journal of Time Series Analysis · 4 citations
Optimal Computing Budget Allocation for regression with gradient information
published 2021 · Automatica · 12 citations
with Tianxiang Wang, Jie Xu, Chun-Hung Chen
The impact of payer status on hospital admissions: evidence from an academic medical center
published 2021 · BMC Health Services Research · 9 citations
with Yanying Zhao, Ioannis Ch. Paschalidis
Admission Control Game with Capacity Borrowing
published 2021 · Production and Operations Management · 2 citations
with Tianxiang Wang, Peiwen Yu
Computing Sensitivities for Distortion Risk Measures
published 2021 · INFORMS journal on computing · 12 citations
Efficient Sampling Allocation Procedures for Optimal Quantile Selection
published 2020 · INFORMS journal on computing · 14 citations
METHOD OF MOMENTS ESTIMATION FOR LÉVY-DRIVEN ORNSTEIN–UHLENBECK STOCHASTIC VOLATILITY MODELS
published 2020 · Probability in the Engineering and Informational Sciences · 4 citations
Technical Note—Central Limit Theorems for Estimated Functions at Estimated Points
published 2020 · Operations Research · 2 citations
The impact of trading restrictions and margin requirements on stock index futures
published 2020 · Journal of Futures Markets · 15 citations · first circulated 2018
with Tianxiang Wang, Wenwei Hu, Jun Tong
Revenue management games with government mandate
published 2019 · Omega · 3 citations
with Chenbo Zhu
Asynchronous Algorithms for Computing Equilibrium Prices in a Capital Asset Pricing Model
published 2019 · Asia Pacific Journal of Operational Research · 1 citations
with Jun Tong, Jianxin You
Moment estimators for the parameters of Ornstein-Uhlenbeck processes driven by compound Poisson processes
published 2019 · Discrete Event Dynamic Systems · 9 citations
On the Variance of Single-Run Unbiased Stochastic Derivative Estimators
published 2019 · INFORMS journal on computing · 14 citations
with Zhenyu Cui, Michael C. Fu, Yanchu Liu, Yijie Peng, Lingjiong Zhu
A New Unbiased Stochastic Derivative Estimator for Discontinuous Sample Performances with Structural Parameters
published 2018 · Operations Research · 73 citations
with Yijie Peng, Michael C. Fu, Bernd Heidergott
On the asymptotic analysis of quantile sensitivity estimation by Monte Carlo simulation
published 2017 · Winter Simulation Conference · 13 citations
Margins on short sales and equilibrium price indeterminacy
published 2017 · Journal of Mathematical Economics · 2 citations
with Chenghu Ma, Yifan Xu
A Computational Algorithm for Equilibrium Asset Pricing Under Heterogeneous Information and Short-Sale Constraints
published 2017 · Asia Pacific Journal of Operational Research
with Jun Tong, Jiaqiao Hu
( s , S ) Inventory Systems with Correlated Demands
published 2016 · INFORMS journal on computing · 20 citations
with Cheng Zhang, Chenbo Zhu
Computing equilibrium prices for a capital asset pricing model with heterogeneous beliefs and margin-requirement constraints
published 2016 · European Journal of Operational Research · 6 citations
with Jun Tong, Jiaqiao Hu, Jianqiang Hu
Gradient-based simulated maximum likelihood estimation for stochastic volatility models using characteristic functions
published 2016 · Quantitative Finance · 10 citations
with Yijie Peng, Michael C. Fu
Dynamic Sampling Allocation and Design Selection
published 2016 · INFORMS journal on computing · 55 citations
with Yijie Peng, Chun-Hung Chen, Michael C. Fu
Rapid comparison and correlation analysis among massive number of microbial community samples based on MDV data model
published 2014 · Scientific Reports · 5 citations
with Xiaoquan Su, Shi Huang, Kang Ning
Genome-wide identification of transcription factors and transcription-factor binding sites in oleaginous microalgae Nannochloropsis
published 2014 · Scientific Reports · 110 citations
with Dongmei Wang, Jing Li, Gongchao Jing, Kang Ning, Jian Xu
Analysis of subway station capacity with the use of queueing theory
published 2013 · Transportation Research Part C Emerging Technologies · 184 citations
with Xinyue Xu, Jun Liu, Haiying Li
Gradient-based simulated maximum likelihood estimation for Lévy-driven Ornstein–Uhlenbeck stochastic volatility models
published 2013 · Quantitative Finance · 12 citations
with Yi-Jie Peng, Michael C. Fu
Simulation of Lévy-Driven models and its application in finance
published 2012 · 2 citations
with Rachel R. Chen, Yijie Peng
Simulation Allocation for Determining the Best Design in the Presence of Correlated Sampling
published 2007 · INFORMS journal on computing · 1 citations
with Michael C. Fu, Chun-Hung Chen, Xiaoping Xiong
Approximations for the departure process of the G/G/1 queue with Markov-modulated arrivals
published 2001 · European Journal of Operational Research · 12 citations
with Muckai K. Girish
Higher order approximations for the single server queue with splitting, merging and feedback
published 2000 · European Journal of Operational Research · 14 citations
with Muckai K. Girish
Efficient Design and Sensitivity Analysis of Control Charts Using Monte Carlo Simulation
published 1999 · Management Science · 48 citations
with Michael C. Fu
The Departure Process of the GI / G /1 Queue and Its MacLaurin Series
published 1996 · Operations Research · 25 citations
On Perturbation Propagation for Smoothed Perturbation Analysis
published 1996 · IFAC Proceedings Volumes
with Michael C. Fu
On unbounded hazard rates for smoothed perturbation analysis
published 1995 · Journal of Applied Probability · 7 citations
with Michael C. Fu
A new approach to ( s, S ) inventory systems
published 1993 · Journal of Applied Probability · 26 citations
with S. Nananukul, Weibo Gong, Wenbo Gong
Sample path properties of the G/D/m queue
published 1993 · European Journal of Operational Research · 2 citations
with Michael C. Fu
The MacLaurin series for the GI/G/1 queue
published 1992 · Journal of Applied Probability · 64 citations
with Weibo Gong
Consistency of infinitesimal perturbation analysis for the GI/G/m queue
published 1991 · European Journal of Operational Research · 26 citations
with Michael C. Fu
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