Contact us
Faculty Edit
Prof Xiaowei ZHANG (張曉煒)
Assistant Professor
Education Background: PhD, Stanford University, 2011
Phone: 2358-8230
E-mail: xiaoweiz@ust.hk
Office: Room 5559B
Profile
Xiaowei Zhang joined the department of Industrial Engineering and Logistics Management at the Hong Kong University of Science and Technology as an Assistant Professor in 2011. He received Ph.D. in Operations Research and M.S. in Financial Mathematics from Stanford University (2011, 2010) and B.S. in Mathematics from Nankai University (2006).
Teaching Activities
  • IELM 3010 Operations Research I
  • IELM 4130 System Simulation
  • IELM 6100B Monte Carlo Methods
Research Interests
  • Methodological areas: rare-event simulation, simulation optimization
  • Application areas: financial mathematics, data-driven service engineering
Current Research Projects
  • X. Zhang and P. W. Glynn. Affine jump-diffusions: stochastic stability and limit theorems.
  • W. Fan, L. J. Hong, and X. Zhang. Robust selection of the best in the presence of input uncertainty.
  • X. Zhang and B. Wu. Bayesian forecasting of overdispersed customer arrivals.
  • B. Wu and X. Zhang. Staffing call centers after learning model inadequacy.
  • X. Zhang and L. Ding. Robust ranking and selection with knowledge gradient.
Selected Publications and Patents
  • 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, L. J. Hong, and P. W. Glynn. (2014) Timescales and modeling of call center arrivals. Technical Report, Department of Industrial Engineering and Logistics Management, HKUST.
  • X. Zhang, L. J. Hong, and J. Zhang. (2014) Scaling and modeling of call center arrivals. In the proceedings of the 2014 Winter Simulation Conference, 476-485.
  • X. Zhang. (2013) A Bayesian approach for modeling and analysis of call center arrivals. In the Proceedings of the 2013 Winter Simulation Conference, 713-723.
  • W. Fan, L. J. Hong, and X. Zhang (2013). Robust selection of the best. In the Proceedings of the 2013 Winter Simulation Conference, 868-876.
  • 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.
  • P. W. Glynn and X. Zhang (2010). A regenerative bootstrap approach to estimating the initial transient. In the Proceedings of the 2010 Winter Simulation Conference, 965- 970.
  • X. Zhang, J. Blanchet, K. Giesecke, and P. W. Glynn (2009). Rare event simulation for a generalized Hawkes process. In the Proceedings of the 2009 Winter Simulation Conference, 1291-1298.
  • X. Zhang, J. Blanchet, and P. W. Glynn (2007). Efficient suboptimal rare-event simulation. In the Proceedings of the 2007 Winter Simulation Conference, 389-397.
     
Research Group Members
  • Current PhD Students

    • ZOU Lu (2012 - present) 
    • DING Liang (2015 - present)
  • Former PhD Students

    • FAN Weiwei (2015) "Essays on selection of the best via computer simulation"
      • Assistant Professor at School of Management, University of Science and Technology of China
    • WU Bangxian (2015) "Essays on data-driven service engineering"
      • Quantitative analyst at Kokomo Capital (Hong Kong)