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2020 – today
- 2025
[j12]Shing Chih Tsai, Guangxin Jiang:
Adaptive sequential selection procedures for optimal quantile with control variates. Eur. J. Oper. Res. 326(3): 515-529 (2025)- [j11]Jin Yang
, Guangxin Jiang, Yinan Wang, Ying Chen:
An Intelligent End-to-End Neural Architecture Search Framework for Electricity Forecasting Model Development. INFORMS J. Comput. 37(2): 480-501 (2025) - [j10]Guangxin Jiang, Jianshu Hao, Tong Sun:
Monte Carlo and importance sampling estimators of CoVaR. Oper. Res. Lett. 60: 107250 (2025) - [i3]Haojie Wang, Jiuyun Jiang, L. Jeff Hong, Guangxin Jiang:
LLMs for Supply Chain Management. CoRR abs/2505.18597 (2025) - 2024
- [j9]Guangxin Jiang, L. Jeff Hong, Haihui Shen:
Real-Time Derivative Pricing and Hedging with Consistent Metamodels. INFORMS J. Comput. 36(5): 1168-1189 (2024) - [j8]Shengyi He, Guangxin Jiang, Henry Lam, Michael C. Fu:
Adaptive Importance Sampling for Efficient Stochastic Root Finding and Quantile Estimation. Oper. Res. 72(6): 2612-2630 (2024) - [c10]Hao Liu, Jinrui Gan, Xiaoxuan Fan, Yi Zhang, Chuanxian Luo, Jing Zhang, Guangxin Jiang, Yucheng Qian, Changwei Zhao, Huan Ma, Zhenyu Guo:
PT-Tuning: Bridging the Gap between Time Series Masked Reconstruction and Forecasting via Prompt Token Tuning. DASFAA (2) 2024: 147-162 - [c9]Jiang Li, Jianzhong Du, Qiang Ye, Guangxin Jiang, Siyang Gao:
Efficient Simulation-Assisted Service System Design. SOLI 2024: 1-6 - 2023
- [c8]Han Fu, L. Jeff Hong, Guangxin Jiang:
Sensitivity Analysis of CoVaR. CASE 2023: 1-6 - [i2]Hao Liu, Jinrui Gan, Xiaoxuan Fan, Yi Zhang, Chuanxian Luo, Jing Zhang, Guangxin Jiang, Yucheng Qian, Changwei Zhao, Huan Ma, Zhenyu Guo:
PT-Tuning: Bridging the Gap between Time Series Masked Reconstruction and Forecasting via Prompt Token Tuning. CoRR abs/2311.03768 (2023) - 2022
- [j7]L. Jeff Hong, Guangxin Jiang, Ying Zhong:
Solving Large-Scale Fixed-Budget Ranking and Selection Problems. INFORMS J. Comput. 34(6): 2930-2949 (2022) - [c7]Guangxin Jiang, Xin Yun:
Importance Sampling for CoVaR Estimation. WSC 2022: 879-890 - [c6]Yuanlu Bai, Shengyi He, Henry Lam, Guangxin Jiang, Michael C. Fu:
Importance Sampling for Rare-Event Gradient Estimation. WSC 2022: 3063-3074 - [i1]Jin Yang, Yingying Huang, Guangxin Jiang, Ying Chen:
An Intelligent End-to-End Neural Architecture Search Framework for Electricity Forecasting Model Development. CoRR abs/2203.13563 (2022) - 2020
- [j6]Guangxin Jiang, L. Jeff Hong, Barry L. Nelson:
Online Risk Monitoring Using Offline Simulation. INFORMS J. Comput. 32(2): 356-375 (2020) - [c5]Ben Feng, Guangxin Jiang:
Reusing Simulation Outputs of Repeated Experiments Via Likelihood Ratio Regression. WSC 2020: 325-336 - [c4]Xiaoting Cai, Yang Yang, Guangxin Jiang:
Online Risk Measure Estimation VIA Natural Gradient Boosting. WSC 2020: 2341-2352
2010 – 2019
- 2019
- [j5]L. Jeff Hong, Guangxin Jiang:
Offline Simulation Online Application: A New Framework of Simulation-Based Decision Making. Asia Pac. J. Oper. Res. 36(6): 1940015:1-1940015:22 (2019) - 2018
- [j4]Guangxin Jiang, Michael C. Fu:
Importance Splitting for Finite-Time Rare Event Simulation. IEEE Trans. Autom. Control. 63(6): 1670-1677 (2018) - [c3]Henry Lam, Guangxin Jiang, Michael C. Fu:
On efficiencies of stochastic Optimization Procedures under Importance Sampling. WSC 2018: 1862-1873 - 2016
- [j3]Guangxin Jiang, Michael C. Fu:
Quantile sensitivity estimation for dependent sequences. J. Appl. Probab. 53(3): 715-732 (2016) - [j2]Guangxin Jiang, Chenglong Xu, Michael C. Fu:
On sample average approximation algorithms for determining the optimal importance sampling parameters in pricing financial derivatives on Lévy processes. Oper. Res. Lett. 44(1): 44-49 (2016) - [c2]Guangxin Jiang, L. Jeff Hong, Barry L. Nelson:
A simulation analytics approach to dynamic risk monitoring. WSC 2016: 437-447 - 2015
- [j1]Guangxin Jiang, Michael C. Fu:
Technical Note - On Estimating Quantile Sensitivities via Infinitesimal Perturbation Analysis. Oper. Res. 63(2): 435-441 (2015) - [c1]Guangxin Jiang, Michael C. Fu, Chenglong Xu:
Optimal importance sampling for simulation of lévy processes. WSC 2015: 3813-3824
Coauthor Index
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