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 in Food Delivery [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


  • 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

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

  • 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