Guangxin Jiang

26 papers Misc 7Journal 16Unranked 3
YearRankTypeTitle / Venue / Authors
2026 J jnl
Graph Generation Methods under Partial Information.
CoRR
Tong Sun, Jianshu Hao, Michael C. Fu, Guangxin Jiang
2025 J jnl
Adaptive sequential selection procedures for optimal quantile with control variates.
Eur. J. Oper. Res.
Shing Chih Tsai, Guangxin Jiang
2025 J jnl
An Intelligent End-to-End Neural Architecture Search Framework for Electricity Forecasting Model Development.
INFORMS J. Comput.
Jin Yang, Guangxin Jiang, Yinan Wang, Ying Chen
2025 J jnl
LLMs for Supply Chain Management.
CoRR
Haojie Wang, Jiuyun Jiang, L. Jeff Hong, Guangxin Jiang
2025 J jnl
Monte Carlo and importance sampling estimators of CoVaR.
Oper. Res. Lett.
Guangxin Jiang, Jianshu Hao, Tong Sun
2024 J jnl
Adaptive Importance Sampling for Efficient Stochastic Root Finding and Quantile Estimation.
Oper. Res.
Shengyi He, Guangxin Jiang, Henry Lam, Michael C. Fu
2024 — conf
Efficient Simulation-Assisted Service System Design.
SOLI
Jiang Li, Jianzhong Du, Qiang Ye, Guangxin Jiang, Siyang Gao
2024 — conf
PT-Tuning: Bridging the Gap between Time Series Masked Reconstruction and Forecasting via Prompt Token Tuning.
DASFAA (2)
Hao Liu, Jinrui Gan, Xiaoxuan Fan, Yi Zhang, Chuanxian Luo, Jing Zhang, Guangxin Jiang, Yucheng Qian, Changwei Zhao, Huan Ma, Zhenyu Guo
2024 J jnl
Real-Time Derivative Pricing and Hedging with Consistent Metamodels.
INFORMS J. Comput.
Guangxin Jiang, L. Jeff Hong, Haihui Shen
2023 J jnl
PT-Tuning: Bridging the Gap between Time Series Masked Reconstruction and Forecasting via Prompt Token Tuning.
CoRR
Hao Liu, Jinrui Gan, Xiaoxuan Fan, Yi Zhang, Chuanxian Luo, Jing Zhang, Guangxin Jiang, Yucheng Qian, Changwei Zhao, Huan Ma, Zhenyu Guo
2023 — conf
Sensitivity Analysis of CoVaR.
CASE
Han Fu, L. Jeff Hong, Guangxin Jiang
2022 J jnl
An Intelligent End-to-End Neural Architecture Search Framework for Electricity Forecasting Model Development.
CoRR
Jin Yang, Yingying Huang, Guangxin Jiang, Ying Chen
2022 Misc conf
Importance Sampling for CoVaR Estimation.
WSC
Guangxin Jiang, Xin Yun
2022 Misc conf
Importance Sampling for Rare-Event Gradient Estimation.
WSC
Yuanlu Bai, Shengyi He, Henry Lam, Guangxin Jiang, Michael C. Fu
2022 J jnl
Solving Large-Scale Fixed-Budget Ranking and Selection Problems.
INFORMS J. Comput.
L. Jeff Hong, Guangxin Jiang, Ying Zhong
2020 Misc conf
Online Risk Measure Estimation VIA Natural Gradient Boosting.
WSC
Xiaoting Cai, Yang Yang, Guangxin Jiang
2020 J jnl
Online Risk Monitoring Using Offline Simulation.
INFORMS J. Comput.
Guangxin Jiang, L. Jeff Hong, Barry L. Nelson
2020 Misc conf
Reusing Simulation Outputs of Repeated Experiments Via Likelihood Ratio Regression.
WSC
Ben Feng, Guangxin Jiang
2019 J jnl
Offline Simulation Online Application: A New Framework of Simulation-Based Decision Making.
Asia Pac. J. Oper. Res.
L. Jeff Hong, Guangxin Jiang
2018 J jnl
Importance Splitting for Finite-Time Rare Event Simulation.
IEEE Trans. Autom. Control.
Guangxin Jiang, Michael C. Fu
2018 Misc conf
On efficiencies of stochastic Optimization Procedures under Importance Sampling.
WSC
Henry Lam, Guangxin Jiang, Michael C. Fu
2016 Misc conf
A simulation analytics approach to dynamic risk monitoring.
WSC
Guangxin Jiang, L. Jeff Hong, Barry L. Nelson
2016 J jnl
On sample average approximation algorithms for determining the optimal importance sampling parameters in pricing financial derivatives on Lévy processes.
Oper. Res. Lett.
Guangxin Jiang, Chenglong Xu, Michael C. Fu
2016 J jnl
Quantile sensitivity estimation for dependent sequences.
J. Appl. Probab.
Guangxin Jiang, Michael C. Fu
2015 Misc conf
Optimal importance sampling for simulation of lévy processes.
WSC
Guangxin Jiang, Michael C. Fu, Chenglong Xu
2015 J jnl
Technical Note - On Estimating Quantile Sensitivities via Infinitesimal Perturbation Analysis.
Oper. Res.
Guangxin Jiang, Michael C. Fu