Research Interests

Empirical Modeling, Healthcare Operations Management, Revenue Management, Financial Economics

Working Papers in Operations Management

• Structural Estimation of Intertemporal Externalities with Application in ICU Admissions [Link]
  With Carri Chan, Fanyin Zheng, and Gabriel Escobar. Submitted

  Second place in 2021 INFORMS Health Application Society Student Paper Competition

  
  

• The Impact of Surgeon Daily Workload and its Implications for Operating Room Scheduling [Link]
  With Carri Chan, Fanyin Zheng, Michael Argenziano, and Paul Kurlansky. Submitted

  Finalist for 2021 INFORMS Service Science Best Cluster Paper Award

  
  

• Risk Hedging in Multilocation Newsvendor Systems [Link]
  With Liao Wang and Xiangyin Chen. Working paper




• Operating Three-Sided Marketplace: Pricing and Spatial Staffing in Food Delivery Systems [Link]
  With Zhe Liu and Yanwei Sun. Submitted

Working Papers in Finance

• Credit Information in Earnings Calls [Link]
  With Harry Mamaysky and Hongyu Wu. Working paper.

  Presented at Utah Winter Finance Conference 2024




• Balance Sheet Constraints of Prime Brokers on Hedge Fund Performance: Evidence from GSIB Surcharge [Link][Online Appendix]
  With Yueting Jiang. Working paper.




• Dynamic Portfolio Allocation under Market Incompleteness and Wealth Effects [Link]
  With Chenxu Li and Olivier Scaillet. Working paper.

Published/Accepted Papers

• Intraday Variation in Cross-sectional Stock Comovement and Impact of Index-based Strategies [Link]
  With Meiqi Shi. Journal of Financial Markets, 2024




• Dynamic Information Regimes in Financial Markets [Link]
  With Paul Glasserman and Harry Mamaysky. Management Science, 2023




• Pricing the CBOE VIX Futures with Heston-Nandi GARCH Model [Link]
  With Tianyi Wang, et al. Journal of Futures Market, 2017

Ongoing Projects

• Numerical Methods for Optimal Portfolio Choice in Incomplete Markets
  With Chenxu Li and Yating Wan




• Resource Allocation in Medical Insurance: Impact of Pooling and Centralization
  With Qingfa Zhang and Yingju Chen

Funded Projects

• Early Career Scheme (ECS) Reserach Grant (PI), Managing Patient Flow with Adaptive Behaviours from Multiple Units, 2024 - 2027


• Special Funds of the National Natural Science Foundation of China (Grant No. 72342014) 国家自然科学基金委员会管理科学部专项项目, Co-I, 数字技术支持下慢性病共病医疗卫生服务动态监测和政策干预，(PI: Li Luo)

Selected Talks

• Operating Three-Sided Marketplace: Pricing and Spatial Staffing in Food Delivery Systems

— CSAMSE, 2024




• The Impact of Surgeon Daily Workload and its Implications for Operating Room Scheduling

— POMS  Annual Conference, 2022

— INFORMS Annual Meeting, 2020, 2021, 2023



• Structural Estimation of Intertemporal Externalities with Application in ICU Admissions

— Primary Care Conference, 2024

— Workshop on Empirical Operations Management, 2024

— INFORMS HealthCare Conference, 2019, 2021

— Wharton Empirical OM Workshop, 2020

— Kellogg-Wharton OM Workshop, 2020

— INFORMS Annual Meeting, 2019, 2020

— MSOM Annual Conference, 2019



• Dynamic Portfolio Allocation under Market Incompleteness and Wealth Effects

— Bachelier Finance Society, 11th World Congress, 2022

— The 6th Asian Quantitative Finance Seminar (AQFS), 2021

— Third NUS-PKU Annual Conference on Quantitative Finance and Economics, 2018