| Complementarity formulations of l0-norm optimization problems M Feng, JE Mitchell, JS Pang, X Shen, A Wächter Industrial Engineering and Management Sciences. Technical Report …, 2013 | 107 | 2013 |
| Systemic risk components in a network model of contagion J Staum, M Feng, M Liu IIE Transactions 48 (6), 501-510, 2016 | 64 | 2016 |
| Green simulation: Reusing the output of repeated experiments M Feng, J Staum ACM Transactions on Modeling and Computer Simulation (TOMACS) 27 (4), 1-28, 2017 | 48 | 2017 |
| Green simulation designs for repeated experiments M Feng, J Staum 2015 Winter Simulation Conference (WSC), 403-413, 2015 | 25 | 2015 |
| Practical algorithms for value-at-risk portfolio optimization problems M Feng, A Wächter, J Staum Quantitative Finance Letters 3 (1), 1-9, 2015 | 25 | 2015 |
| Efficient nested simulation for conditional tail expectation of variable annuities O Dang, M Feng, MR Hardy North American Actuarial Journal 24 (2), 187-210, 2020 | 16 | 2020 |
| Unbiased metamodeling via likelihood ratios J Dong, MB Feng, BL Nelson 2018 Winter Simulation Conference (WSC), 1778-1789, 2018 | 15 | 2018 |
| Uniform convergence of sample average approximation with adaptive multiple importance sampling MB Feng, A Maggiar, J Staum, A Wächter 2018 Winter Simulation Conference (WSC), 1646-1657, 2018 | 14* | 2018 |
| Efficient simulation designs for valuation of large variable annuity portfolios BM Feng, Z Tan, J Zheng North American Actuarial Journal 24 (2), 275-289, 2020 | 12 | 2020 |
| Efficient input uncertainty quantification via green simulation using sample path likelihood ratios BM Feng, E Song 2019 Winter Simulation Conference (WSC), 3693-3704, 2019 | 12 | 2019 |
| Coherent distortion risk measures in portfolio selection MB Feng, KS Tan Systems Engineering Procedia 4, 25-34, 2012 | 12 | 2012 |
| Multivariate time series anomaly detection via dynamic graph forecasting K Chen, M Feng, TS Wirjanto arXiv preprint arXiv:2302.02051, 2023 | 10 | 2023 |
| Green simulation with database Monte Carlo M Feng, J Staum ACM Transactions on Modeling and Computer Simulation (TOMACS) 31 (1), 1-26, 2021 | 8* | 2021 |
| Green simulation assisted reinforcement learning with model risk for biomanufacturing learning and control H Zheng, W Xie, MB Feng 2020 Winter Simulation Conference (WSC), 337-348, 2020 | 8 | 2020 |
| Green simulation optimization using likelihood ratio estimators DJ Eckman, MB Feng 2018 Winter Simulation Conference (WSC), 2049-2060, 2018 | 7 | 2018 |
| Dynamic importance allocated nested simulation for variable annuity risk measurement O Dang, M Feng, MR Hardy Annals of Actuarial Science 16 (2), 319-348, 2022 | 5 | 2022 |
| Efficient nested simulation of tail risk measures JO Dang, BM Feng, MR Hardy 2019 Winter Simulation Conference (WSC), 938-949, 2019 | 4 | 2019 |
| Time-series Anomaly Detection via Contextual Discriminative Contrastive Learning K Chen, M Feng, TS Wirjanto arXiv preprint arXiv:2304.07898, 2023 | 3 | 2023 |
| Optimal nested simulation experiment design via likelihood ratio method MB Feng, E Song arXiv preprint arXiv:2008.13087, 2020 | 3 | 2020 |
| Sample average approximation with adaptive importance sampling A Wächter, J Staum, A Maggiar, M Feng Technical report, Northwestern University, Evanston, IL, 2017 | 3 | 2017 |
Andreas WaechterNorthwestern UniversityVerified email at northwestern.edu
