Publications

(2026). AI Persuasion, Bayesian Attribution, and Career Concerns of Decision-Makers. Management Science, 2nd Round Review.

Preprint

(2026). Learning to Simulate: Generative Metamodeling via Quantile Regression. INFORMS Journal on Computing, 2nd Round Review.

Preprint

(2026). SPARKLE: A Nonparametric Approach for Online Decision-Making with High-Dimensional Covariates. Working Paper.

Preprint

(2026). Uncertainty-Adjusted Sorting for Asset Pricing with Machine Learning. Working Paper.

Preprint

(2025). Predicting Effects, Missing Distributions: Evaluating LLMs as Human Behavior Simulators in Operations Management. INFORMS Journal on Data Science, Major Revision.

Preprint

(2025). AgentGit: A Version Control Framework for Reliable and Scalable LLM-Powered Multi-Agent Systems. WMAC 2026.

Preprint

(2025). Staffing Under Taylor's Law: A Unifying Framework for Bridging Square-Root and Linear Safety Rules. Management Science, Minor Revision.

Preprint

(2025). ''Over-Optimizing'' for Normality: Budget-Constrained Uncertainty Quantification for Contextual Decision-Making. Working Paper.

Preprint

(2025). Asymptotic Theory for IV-Based Reinforcement Learning with Potential Endogeneity. Journal of Econometrics, Minor Revision.

Preprint

(2025). Hierarchical AI Multi-Agent Fundamental Investing: Evidence from China’s A‑Share Market. Working Paper.

Preprint

(2025). Can AI Master Econometrics? Evidence from Econometrics AI Agent on Expert-Level Tasks. Working Paper.

Preprint

(2025). Seesaw Experimentation: A/B Tests with Spillovers. Working Paper.

Preprint

(2024). Smooth Nested Simulation: Bridging Cubic and Square Root Convergence Rates in High Dimensions. Management Science 70(12):9031-9057.

DOI Preprint

(2024). How Does Risk Hedging Impact Operations? Insights from a Price-Setting Newsvendor Model. Management Science 70(7):4167-4952.

DOI Preprint

(2024). Sample and Computationally Efficient Stochastic Kriging in High Dimensions. Operations Research 72(2):660–683.

DOI Preprint

(2023). Dynamic Selection in Algorithmic Decision-making. Working paper.

Preprint

(2022). Knowledge Gradient for Selection with Covariates: Consistency and Computation. Naval Research Logistics 69(3):496–507.

DOI Preprint

(2021). Surrogate-Based Simulation Optimization. Emerging Optimization Methods and Modeling Techniques with Applications, 287–311, INFORMS TutORials in Operations Research.

DOI Preprint

(2021). High-Dimensional Simulation Optimization via Brownian Fields and Sparse Grids. Working Paper.

Preprint

(2021). Ranking and Selection with Covariates for Personalized Decision Making. INFORMS Journal on Computing 33(4):1500–1519.

DOI Preprint

(2020). Distributionally Robust Selection of the Best. Management Science 66(1):190–208.

DOI Preprint

(2018). A Scalable Approach to Enhancing Stochastic Kriging with Gradients. Proceedings of the 2018 Winter Simulation Conference, 2213–2224.

DOI

(2018). Data-Driven Ranking and Selection: High-dimensional Covariates and General Dependence. Proceedings of the 2018 Winter Simulation Conference, 1933–1944.

DOI

(2018). Affine Jump-Diffusions: Stochastic Stability and Limit Theorems. Working Paper.

Preprint

(2018). Enhancing Stochastic Kriging for Queueing Simulation with Stylized Models. IISE Transactions 50(11):943–958.

DOI

(2018). Scalable Stochastic Kriging with Markovian Covariances. Working paper.

Preprint

(2018). Stochastic Kriging for Inadequate Simulation Models. Working Paper.

Preprint

(2017). Ranking and Selection with Covariates. Proceedings of the 2017 Winter Simulation Conference, 2137–2148.

DOI

(2016). Sequential Sampling for Bayesian Robust Ranking and Selection. Proceedings of the 2016 Winter Simulation Conference, 758–769.

DOI

(2016). Simulation Metamodeling in the Presence of Model Inadequacy. Proceedings of the 2016 Winter Simulation Conference, 566–577.

DOI

(2015). Affine Point Processes: Approximation and Efficient Simulation. Mathematics of Operations Research 40(4):797–819.

DOI

(2014). Scaling and Modeling of Call Center Arrivals. Proceedings of the 2014 Winter Simulation Conference, 476–485.

DOI

(2013). A Bayesian Approach for Modeling and Analysis of Call Center Arrivals. Proceedings of the 2013 Winter Simulation Conference, 713–723.

DOI

(2013). Robust Selection of the Best. Proceedings of the 2013 Winter Simulation Conference, 713–723.

DOI

(2010). A Regenerative Bootstrap Approach to Estimating the Initial Transient. Proceedings of the 2010 Winter Simulation Conference, 965–970.

DOI

(2010). On the Dynamics of a Finite Buffer Queue Conditioned on the Amount of Loss. Queueing Systems 67(2):91–110.

DOI

(2009). Rare Event Simulation for a Generalized Hawkes Process. Proceedings of the 2009 Winter Simulation Conference, 1291–1298.

DOI

(2007). Efficient Suboptimal Rare-event Simulation. Proceedings of the 2007 Winter Simulation Conference, 389–397.

DOI