Research

Research Interests

  • Interface of Finance, Operations, and Risk Management (iFORM) 

    • Supply Chain Finance, Hedging, FinTech

  • Supply Chain Management

    • Agricultural, Blockchain Application, Inventory Management

  • Business Analytics

    • Predictive Prescription, Machine Learning, Time Series, Metaheuristics

  • Dynamic Program

    • Markov Decision Process, Approximate Dynamic Program

  • Simulation Optimization

    • Discrete-Time Simulation, Multi-Agent Simulation, Ranking & Selection, Multi-Fidelity Model

Working Papers

  • Data-Driven Agriculture Network Optimization: A Predictive Prescriptive Dynamic Programming Approach: Under review, Manufacturing & Service Operations Management, with Seung-Hwan Jung.

  • The Tokenvendor Problem: Tokenizing Cargo Reservations under Overbooking and No-Shows: In preparation for submission, with Jake Feldman, Panos Kouvelis, Fasheng Xu.

Publications

  • 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

  • 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

  • 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

  • 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

  • Blockchain-Enabled Deep-Tier Supply Chain Finance

    • INFORMS Annual Meeting 2021, Finance Student Best Paper Award Session, Anaheim, CA

    • INFORMS Conference On Service Science 2021, Online

    • Manufacturing and Service Operations Management Conference 2021, SIG, Online

    • POMS Annual Conference 2021, Online

    • ​INFORMS Conference On Service Science 2020, Online

    • INFORMS Conference On Service Science 2019, Seattle, WA

    • Manufacturing and Service Operations Management Conference 2019, Singapore

    • Invited Talk at Peking University, Beijing, China, 2019

  • Managing Operations of a Hog Farm Facing Volatile Markets: Inventory and Selling Strategies

    • Manufacturing and Service Operations Management Conference 2021, SIG, Online

    • Supply Chain Finance & Risk Management Virtual Workshop 2021, St. Louis, MO

  • The Tokenvendor Problem: Tokenizing Cargo Reservations under Overbooking and No-Shows

    • INFORMS Annual Meeting 2021, Anaheim, CA

    • POMS Annual Conference 2021, Online

    • INFORMS Conference On Service Science 2020, Online

    • INFORMS Conference On Service Science 2019, Seattle, WA

    • Invited Talk at Peking University, Beijing, China, 2019

    • Supply Chain Finance & Risk Management Workshop 2019, St. Louis, MO

  • Buying Frenzy with Resale Market: Operational Strategies under Social Externality

    • POMS Annual Conference 2021, Online

  • Financing Inventories with an Investment Efficiency Objective: ROI-Maximizing Newsvendor, Bank Loans

    • POMS Annual Conference 2019, Washington D.C. May 2019

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