Guangxin Jiang

Publication Activity (10 Years)

Years Active: 2015-2023
Publications (10 Years): 17

Top Topics

Likelihood Ratio

Stochastic Optimization

Top Venues

INFORMS J. Comput.

Asia Pac. J. Oper. Res.

Publications

Hao Liu, Jinrui Gan, Xiaoxuan Fan, Yi Zhang, Chuanxian Luo, Jing Zhang, Guangxin Jiang, Yucheng Qian, Changwei Zhao, Huan Ma, Zhenyu Guo
PT-Tuning: Bridging the Gap between Time Series Masked Reconstruction and Forecasting via Prompt Token Tuning. CoRR (2023)
Han Fu, L. Jeff Hong, Guangxin Jiang
Sensitivity Analysis of CoVaR. CASE (2023)
Guangxin Jiang, Xin Yun
Importance Sampling for CoVaR Estimation. WSC (2022)
L. Jeff Hong, Guangxin Jiang, Ying Zhong
Solving Large-Scale Fixed-Budget Ranking and Selection Problems. INFORMS J. Comput. 34 (6) (2022)
Yuanlu Bai, Shengyi He, Henry Lam, Guangxin Jiang, Michael C. Fu
Importance Sampling for Rare-Event Gradient Estimation. WSC (2022)
Jin Yang, Yingying Huang, Guangxin Jiang, Ying Chen
An Intelligent End-to-End Neural Architecture Search Framework for Electricity Forecasting Model Development. CoRR (2022)
Xiaoting Cai, Yang Yang, Guangxin Jiang
Online Risk Measure Estimation VIA Natural Gradient Boosting. WSC (2020)
Guangxin Jiang, L. Jeff Hong, Barry L. Nelson
Online Risk Monitoring Using Offline Simulation. INFORMS J. Comput. 32 (2) (2020)
Ben Feng, Guangxin Jiang
Reusing Simulation Outputs of Repeated Experiments Via Likelihood Ratio Regression. WSC (2020)
L. Jeff Hong, Guangxin Jiang
Offline Simulation Online Application: A New Framework of Simulation-Based Decision Making. Asia Pac. J. Oper. Res. 36 (6) (2019)
Henry Lam, Guangxin Jiang, Michael C. Fu
On efficiencies of stochastic Optimization Procedures under Importance Sampling. WSC (2018)
Guangxin Jiang, Michael C. Fu
Importance Splitting for Finite-Time Rare Event Simulation. IEEE Trans. Autom. Control. 63 (6) (2018)
Guangxin Jiang, Michael C. Fu
Quantile sensitivity estimation for dependent sequences. J. Appl. Probab. 53 (3) (2016)
Guangxin Jiang, L. Jeff Hong, Barry L. Nelson
A simulation analytics approach to dynamic risk monitoring. WSC (2016)
Guangxin Jiang, Chenglong Xu, Michael C. Fu
On sample average approximation algorithms for determining the optimal importance sampling parameters in pricing financial derivatives on Lévy processes. Oper. Res. Lett. 44 (1) (2016)
Guangxin Jiang, Michael C. Fu, Chenglong Xu
Optimal importance sampling for simulation of lévy processes. WSC (2015)
Guangxin Jiang, Michael C. Fu
Technical Note - On Estimating Quantile Sensitivities via Infinitesimal Perturbation Analysis. Oper. Res. 63 (2) (2015)