Dr. Xiaowei ZHANG
Innovation and Information Management
Assistant Professor
3910 2150
KK 801
Academic & Professional Qualification
- PhD in Management Science and Engineering, Stanford University
- Master in Financial Mathematics, Stanford University
- Bachelor in Mathematics, Nankai University
Biography
Xiaowei Zhang received his Ph.D. degree in Management Science and Engineering and M.S. degree in Financial Mathematics, both from Stanford University. Dr. Zhang holds a B.S. in Mathematics from Nankai University.
Teaching
IIMT2641: Introduction to Business Analytics
MACC7006: Accounting Data and Analytics
MSBA7021: Prescriptive Analytics
Research Interest
Stochastic simulation, decision analytics, statistical learning, mathematical finance
Selected Publications
- W. Fan, L. J. Hong, and X. Zhang. Distributionally robust selection of the best. Management Science, forthcoming.
- H. Shen, L. J. Hong, and X. Zhang (2018). Enhancing stochastic kriging for queueing simulation with stylized models. IISE Transactions, 50(11), 943-958.
- X. Zhang, J. Blanchet, K. Giesecke, and P. W. Glynn (2015). Affine point processes: Approximation and efficient simulation. Mathematics of Operations Research, 40(4), 797-819.
- X. Zhang and P. W. Glynn (2011). On the dynamics of a finite buffer queue conditioned on the amount of loss. Queueing Systems, 67(2), 91-110.