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Guangxin Jiang
Guangxin Jiang
Verified email at hit.edu.cn - Homepage
Title
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Cited by
Year
A literature review and integrated framework for the determinants of crowdfunding success
L Deng, Q Ye, DP Xu, W Sun, G Jiang
Financial Innovation 8 (1), 41, 2022
402022
On estimating quantile sensitivities via infinitesimal perturbation analysis
G Jiang, MC Fu
Operations Research 63 (2), 435-441, 2015
392015
Online risk monitoring using offline simulation
G Jiang, LJ Hong, BL Nelson
INFORMS Journal on Computing 32 (2), 356-375, 2020
342020
Offline simulation online application: A new framework of simulation-based decision making
LJ Hong, G Jiang
Asia-Pacific Journal of Operational Research 36 (06), 1940015, 2019
332019
On sample average approximation algorithms for determining the optimal importance sampling parameters in pricing financial derivatives on Lévy processes
G Jiang, C Xu, MC Fu
Operations Research Letters 44 (1), 44-49, 2016
172016
Adaptive importance sampling for efficient stochastic root finding and quantile estimation
S He, G Jiang, H Lam, MC Fu
Operations Research, 2023
102023
A simulation analytics approach to dynamic risk monitoring
G Jiang, LJ Hong, BL Nelson
2016 Winter Simulation Conference (WSC), 437-447, 2016
102016
Solving large-scale fixed-budget ranking and selection problems
LJ Hong, G Jiang, Y Zhong
INFORMS Journal on Computing 34 (6), 2930-2949, 2022
72022
Importance splitting for finite-time rare event simulation
G Jiang, MC Fu
IEEE Transactions on Automatic Control 63 (6), 1760-1767, 2017
72017
On fair designs of c ross‐chain exchange for cryptocurrencies via Monte Carlo simulation
Z Wang, G Jiang, Q Ye
Naval Research Logistics (NRL) 69 (1), 144-162, 2022
42022
Adaptive fully sequential selection procedures with linear and nonlinear control variates
SC Tsai, J Luo, G Jiang, WC Yeh
IISE Transactions 55 (6), 561-573, 2023
32023
Online risk measure estimation via natural gradient boosting
X Cai, Y Yang, G Jiang
2020 Winter Simulation Conference (WSC), 2341-2352, 2020
32020
Bias reduction in estimating quantile sensitivities
G Jiang, MC Fu, C Xu
IFAC Proceedings Volumes 47 (3), 10463-10468, 2014
32014
On efficiencies of stochastic optimization procedures under importance sampling
H Lam, G Jiang, MC Fu
2018 Winter Simulation Conference (WSC), 1862-1873, 2018
22018
Gradient and hessian of joint probability function with applications on chance-constrained programs
LJ Hong, GX Jiang
Journal of the Operations Research Society of China 5, 431-455, 2017
22017
Optimal importance sampling for simulation of Lévy processes
G Jiang, MC Fu, C Xu
2015 Winter Simulation Conference (WSC), 3813-3824, 2015
22015
Importance sampling for covar estimation
G Jiang, X Yun
2022 Winter Simulation Conference (WSC), 879-890, 2022
12022
Importance Sampling for Rare-Event Gradient Estimation
Y Bai, S He, H Lam, G Jiang, MC Fu
2022 Winter Simulation Conference (WSC), 3063-3074, 2022
12022
Review of Large-Scale Simulation Optimization
W Fan, LJ Hong, G Jiang, J Luo
arXiv preprint arXiv:2403.15669, 2024
2024
Real-Time Derivative Pricing and Hedging with Consistent Metamodels
G Jiang, LJ Hong, H Shen
INFORMS Journal on Computing, 2024
2024
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