Research Interests

    Empirical Modeling, Healthcare Operations Management, Financial Economics

Research Topics

  • Healthcare Operations Management:

    — Data-driven modeling of patient flow through hospital units

    — Structural estimation and behavioral management of hospital decision-making


  • Financial Ecnomics:

    — Role of information in financial market

    — Intraday stock dynamics with high-frequency data

    — Optimal portfolio choice in continuous-time model

Research Paper in Healthcare Operations Management

  • Structural Estimation of Intertemporal Externalities on ICU Admission Decisions [Link]
    With Carri Chan, Fanyin Zheng, and Gabriel Escobar. Reject and resubmit at Management Science

    Second place in 2021 INFORMS Health Application Society Student Paper Competition


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

    Finalist for 2021 INFORMS Service Science Best Cluster Paper Award

Research Paper in Finance

  • Index-based Investing and Intraday Stock Dynamics [Link]
    With Meiqi Shi. Rejected and resubmitted at Management Science


  • Dynamic Information Regimes in Financial Markets [Link]
    With Paul Glasserman and Harry Mamaysky. Major revision at Management Science


  • Wealth Effect on Portfolio Allocation in Incomplete Markets [Link]
    With Chenxu Li and Olivier Scaillet. Submitted


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

Ongoing Projects

  • Explaning and Forecasting Changes in Credit Spreads
    With Harry Mamaysky and Hongyu Wu


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

Selected Talks

  • The Impact of Surgeon Daily Workload and its Implications for Operating Room Scheduling
  • — INFORMS Annual Meeting, 2020, 2021


  • Structural Estimation of Intertemporal Externalities on ICU Admission Decisions
  • — 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 Information Regimes in Financial Markets
  • — INFORMS Annual Meeting, 2017, 2019

    — SIAM Conference on Financial Mathematics & Engineering, 2019


  • Index-based Investing and Intraday Stock Dynamics
  • — SIAM Conference on Financial Mathematics & Engineering, 2021

    — INFORMS Annual Meeting, 2020


  • Wealth Effect on Portfolio Allocation in Incomplete Markets
  • — The 6th Asian Quantitative Finance Seminar (AQFS), 2021

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