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> Associate Professor Xuefeng GAO
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Professor GAO Xuefeng
Personal Information
Position and Department
Associate Professor
,
Department of Systems Engineering and Engineering Management
ORCiD
0000-0003-2424-8257
CUHK Research Outputs
Asymptotically Optimal Control of Make-to-Stock Systems
(
2024
)
Technical Note—Asymptotically Optimal Control of Omnichannel Service Systems with Pick-up Guarantees
(
2024
)
A data-driven deep learning approach for options market making
(
2023
)
Regret Bounds for Markov Decision Processes with Recursive Optimized Certainty Equivalents
(
2023
)
Debiasing samples from online learning using bootstrap
(
2022
)
Order scoring, bandit learning and order cancellations
(
2022
)
State-Dependent Temperature Control for Langevin Diffusions
(
2022
)
Decentralized Stochastic Gradient Langevin Dynamics and Hamiltonian Monte Carlo
(
2021
)
Global Convergence of Stochastic Gradient Hamiltonian Monte Carlo for Nonconvex Stochastic Optimization: Nonasymptotic Performance Bounds and Momentum-Based Acceleration
(
2021
)
Regime Switching Bandits
(
2021
)
Breaking reversibility accelerates Langevin Dynamics for non-convex optimization
(
2020
)
Optimal Market Making in the Presence of Latency
(
2020
)
Functional Central Limit Theorems for Stationary Hawkes Processes and Application to Infinite-Server Queues
(
2018
)
Large deviations and applications for Markovian Hawkes processes with a large initial intensity
(
2018
)
Limit Theorems for Markovian Hawkes Processes with a Large Initial Intensity
(
2018
)
Optimal Order Execution Using Hidden Orders
(
2018
)
Transform Analysis for Hawkes Processes with Applications in Dark Pool Trading
(
2018
)
Hydrodynamic limit of order-book dynamics
(
2017
)
Multi-stage Optimal Exposure Problem
(
2015
)
Optimal Exposure Problem in Limit Order Book
(
2015
)
Hydrodynamic Limit of Order Book Dynamic
(
2014
)
Hydrodynamic Limit of Order Book Dynamic
(
2014
)
Hydrodynamic Limit of Order Book Dynamics
(
2014
)
Hydrodynamic Limit of Order Book Dynamics
(
2014
)
Multi-stage Optimal Exposure Problem
(
2014
)
SENSITIVITY ANALYSIS FOR DIFFUSION PROCESSES CONSTRAINED TO AN ORTHANT
(
2014
)
Validity of heavy-traffic steady-state approximations in many-server queues with abandonment
(
2014
)
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Last updated on 2024-03-09 at 16:09
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