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 | 45 | 2022 |
On estimating quantile sensitivities via infinitesimal perturbation analysis G Jiang, MC Fu Operations Research 63 (2), 435-441, 2015 | 39 | 2015 |
Online risk monitoring using offline simulation G Jiang, LJ Hong, BL Nelson INFORMS Journal on Computing 32 (2), 356-375, 2020 | 35 | 2020 |
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 | 33 | 2019 |
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 | 17 | 2016 |
Adaptive importance sampling for efficient stochastic root finding and quantile estimation S He, G Jiang, H Lam, MC Fu Operations Research, 2023 | 12 | 2023 |
Solving large-scale fixed-budget ranking and selection problems LJ Hong, G Jiang, Y Zhong INFORMS Journal on Computing 34 (6), 2930-2949, 2022 | 11 | 2022 |
A simulation analytics approach to dynamic risk monitoring G Jiang, LJ Hong, BL Nelson 2016 Winter Simulation Conference (WSC), 437-447, 2016 | 10 | 2016 |
Importance splitting for finite-time rare event simulation G Jiang, MC Fu IEEE Transactions on Automatic Control 63 (6), 1760-1767, 2017 | 7 | 2017 |
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 | 4 | 2023 |
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 | 4 | 2022 |
Online risk measure estimation via natural gradient boosting X Cai, Y Yang, G Jiang 2020 Winter Simulation Conference (WSC), 2341-2352, 2020 | 3 | 2020 |
Bias reduction in estimating quantile sensitivities G Jiang, MC Fu, C Xu IFAC Proceedings Volumes 47 (3), 10463-10468, 2014 | 3 | 2014 |
On efficiencies of stochastic optimization procedures under importance sampling H Lam, G Jiang, MC Fu 2018 Winter Simulation Conference (WSC), 1862-1873, 2018 | 2 | 2018 |
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 | 2 | 2017 |
Optimal importance sampling for simulation of Lévy processes G Jiang, MC Fu, C Xu 2015 Winter Simulation Conference (WSC), 3813-3824, 2015 | 2 | 2015 |
Review of Large-Scale Simulation Optimization W Fan, LJ Hong, G Jiang, J Luo arXiv preprint arXiv:2403.15669, 2024 | 1 | 2024 |
Importance sampling for covar estimation G Jiang, X Yun 2022 Winter Simulation Conference (WSC), 879-890, 2022 | 1 | 2022 |
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 | 1 | 2022 |
Real-Time Derivative Pricing and Hedging with Consistent Metamodels G Jiang, LJ Hong, H Shen INFORMS Journal on Computing, 2024 | | 2024 |