Optimal importance sampling for simulation of lévy processes. - Guangxin Jiang; Michael C. Fu 001; Chenglong Xu (WSC, 2015)

Technical Note - On Estimating Quantile Sensitivities via Infinitesimal Perturbation Analysis. - Guangxin Jiang; Michael C. Fu 001 (Oper. Res., 2015)

A simulation analytics approach to dynamic risk monitoring. - Guangxin Jiang; L. Jeff Hong; Barry L. Nelson (WSC, 2016)

Quantile sensitivity estimation for dependent sequences. - Guangxin Jiang; Michael C. Fu 001 (J. Appl. Probab., 2016)

On sample average approximation algorithms for determining the optimal importance sampling parameters in pricing financial derivatives on Lévy processes. - Guangxin Jiang; Chenglong Xu; Michael C. Fu 001 (Oper. Res. Lett., 2016)

On efficiencies of stochastic Optimization Procedures under Importance Sampling. - Henry Lam; Guangxin Jiang; Michael C. Fu 001 (WSC, 2018)

Importance Splitting for Finite-Time Rare Event Simulation. - Guangxin Jiang; Michael C. Fu 001 (IEEE Trans. Autom. Control., 2018)

Offline Simulation Online Application: A New Framework of Simulation-Based Decision Making. - L. Jeff Hong; Guangxin Jiang (Asia Pac. J. Oper. Res., 2019)

Online Risk Measure Estimation VIA Natural Gradient Boosting. - Xiaoting Cai; Yang Yang; Guangxin Jiang (WSC, 2020)

Reusing Simulation Outputs of Repeated Experiments Via Likelihood Ratio Regression. - Ben Feng; Guangxin Jiang (WSC, 2020)

Online Risk Monitoring Using Offline Simulation. - Guangxin Jiang; L. Jeff Hong; Barry L. Nelson (INFORMS J. Comput., 2020)

Importance Sampling for Rare-Event Gradient Estimation. - Yuanlu Bai; Shengyi He; Henry Lam; Guangxin Jiang; Michael C. Fu 001 (WSC, 2022)

Importance Sampling for CoVaR Estimation. - Guangxin Jiang; Xin Yun (WSC, 2022)

An Intelligent End-to-End Neural Architecture Search Framework for Electricity Forecasting Model Development. - Jin Yang; Yingying Huang; Guangxin Jiang; Ying Chen (CoRR, 2022)

Solving Large-Scale Fixed-Budget Ranking and Selection Problems. - L. Jeff Hong; Guangxin Jiang; Ying Zhong (INFORMS J. Comput., 2022)

Sensitivity Analysis of CoVaR. - Han Fu; L. Jeff Hong; Guangxin Jiang (CASE, 2023)

PT-Tuning: Bridging the Gap between Time Series Masked Reconstruction and Forecasting via Prompt Token Tuning. - Hao Liu 068; Jinrui Gan; Xiaoxuan Fan; Yi Zhang; Chuanxian Luo; Jing Zhang; Guangxin Jiang; Yucheng Qian; Changwei Zhao; Huan Ma; Zhenyu Guo (CoRR, 2023)

PT-Tuning: Bridging the Gap between Time Series Masked Reconstruction and Forecasting via Prompt Token Tuning. - Hao Liu; Jinrui Gan; Xiaoxuan Fan; Yi Zhang; Chuanxian Luo; Jing Zhang; Guangxin Jiang; Yucheng Qian; Changwei Zhao; Huan Ma; Zhenyu Guo (DASFAA (2), 2024)

Efficient Simulation-Assisted Service System Design. - Jiang Li; Jianzhong Du; Qiang Ye; Guangxin Jiang; Siyang Gao (SOLI, 2024)

Real-Time Derivative Pricing and Hedging with Consistent Metamodels. - Guangxin Jiang; L. Jeff Hong; Haihui Shen (INFORMS J. Comput., 2024)

Adaptive Importance Sampling for Efficient Stochastic Root Finding and Quantile Estimation. - Shengyi He; Guangxin Jiang; Henry Lam; Michael C. Fu 001 (Oper. Res., 2024)

Adaptive sequential selection procedures for optimal quantile with control variates. - Shing Chih Tsai; Guangxin Jiang (Eur. J. Oper. Res., 2025)

An Intelligent End-to-End Neural Architecture Search Framework for Electricity Forecasting Model Development. - Jin Yang; Guangxin Jiang; Yinan Wang; Ying Chen (INFORMS J. Comput., 2025)

Monte Carlo and importance sampling estimators of CoVaR. - Guangxin Jiang; Jianshu Hao; Tong Sun (Oper. Res. Lett., 2025)

LLMs for Supply Chain Management. - Haojie Wang; Jiuyun Jiang; L. Jeff Hong; Guangxin Jiang (CoRR, 2025)