Research
Research Interests
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Interface of Finance, Operations, and Risk Management (iFORM)
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Supply Chain Finance, Hedging, FinTech
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Supply Chain Management
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Agricultural, Blockchain Application, Inventory Management
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Business Analytics
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Predictive Prescription, Machine Learning, Time Series, Metaheuristics
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Dynamic Program
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Markov Decision Process, Approximate Dynamic Program
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Simulation Optimization
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Discrete-Time Simulation, Multi-Agent Simulation, Ranking & Selection, Multi-Fidelity Model
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Working Papers
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Blockchain-Enabled Deep-Tier Supply Chain Finance: Major revision, Manufacturing & Service Operations Management, with Lingxiu Dong, Fasheng Xu.
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To present in Finance Student Best Paper Award Session, INFORMS Annual Meeting 2021
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Managing Operations of a Hog Farm Facing Volatile Markets: Inventory and Selling Strategies: Under review, Manufacturing & Service Operations Management, with Panos Kouvelis, Ye Liu, Danko Turcic.
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Data-Driven Agriculture Network Optimization: A Predictive Prescriptive Dynamic Programming Approach: Under review, Manufacturing & Service Operations Management, with Seung-Hwan Jung.
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Buying Frenzy with Resale Market: Operational Strategies under Social Externality: Resubmitted, Production and Operations Management.
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The Tokenvendor Problem: Tokenizing Cargo Reservations under Overbooking and No-Shows: In preparation for submission, with Jake Feldman, Panos Kouvelis, Fasheng Xu.
Publications
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Financing Inventories with an Investment Efficiency Objective: ROI-Maximizing Newsvendor, Bank Loans and Trade Credit Contracts: Accepted, International Journal of Production Research, with Panos Kouvelis.
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Multi-Fidelity Sampling for Efficient Simulation-Based Decision Making in Manufacturing Management: IISE Transactions, 2019, 51(7): 792-805, with Jie Song, Jie Xu, Feng Yang
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A Simulation Optimisation on the Hierarchical Health Care Delivery System Patient Flow Based on Multi-Fidelity Models: International Journal of Production Research, 2016, 54(21): 6478-6493, with Jie Song, Zekun Liu
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A Real-Time Access Control of Patient Service in The Outpatient Clinic: IEEE Transactions on Automation Science and Engineering, 2016, 14(2): 758-771, with Jie Song, Zekun Liu
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Integrating Optimal Simulation Budget Allocation and Genetic Algorithm to Find the Approximate Pareto Patient Flow Distribution: IEEE Transactions on Automation Science and Engineering, 2015, 13(1): 149-159, with Jie Song, Zekun Liu
Research Presentations
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Blockchain-Enabled Deep-Tier Supply Chain Finance
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INFORMS Annual Meeting 2021, Finance Student Best Paper Award Session, Anaheim, CA
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INFORMS Conference On Service Science 2021, Online
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Manufacturing and Service Operations Management Conference 2021, SIG, Online
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POMS Annual Conference 2021, Online
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INFORMS Conference On Service Science 2020, Online
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INFORMS Conference On Service Science 2019, Seattle, WA
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Manufacturing and Service Operations Management Conference 2019, Singapore
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Invited Talk at Peking University, Beijing, China, 2019
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Managing Operations of a Hog Farm Facing Volatile Markets: Inventory and Selling Strategies
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Manufacturing and Service Operations Management Conference 2021, SIG, Online
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Supply Chain Finance & Risk Management Virtual Workshop 2021, St. Louis, MO
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The Tokenvendor Problem: Tokenizing Cargo Reservations under Overbooking and No-Shows
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INFORMS Annual Meeting 2021, Anaheim, CA
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POMS Annual Conference 2021, Online
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INFORMS Conference On Service Science 2020, Online
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INFORMS Conference On Service Science 2019, Seattle, WA
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Invited Talk at Peking University, Beijing, China, 2019
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Supply Chain Finance & Risk Management Workshop 2019, St. Louis, MO
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Buying Frenzy with Resale Market: Operational Strategies under Social Externality
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POMS Annual Conference 2021, Online
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Financing Inventories with an Investment Efficiency Objective: ROI-Maximizing Newsvendor, Bank Loans
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POMS Annual Conference 2019, Washington D.C. May 2019
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