Dr. Xiaowei ZHANG
Innovation and Information Management

Assistant Professor
3910 2150
xiaoweiz@hku.hk
KK 801
https://xiaoweiz.github.io


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
MSBA7021: Prescriptive Analytics (2019-present)
IIMT6020: Optimization Methods for Business Analytics (2021-present)
IIMT2641: Introduction to Business Analytics (2019-2021)
MACC7006: Accounting Data and Analytics (2019-2021)
Research Interest
Stochastic simulation, decision analytics, statistical learning, mathematical finance
Selected Publications
L. Ding, L. J. Hong, H. Shen, and X. Zhang. Technical Note—Knowledge Gradient for Selection with Covariates: Consistency and Computation. Naval Research Logistics, forthcoming.
H. Shen, L. J. Hong, and X. Zhang (2021). Ranking and Selection with Covariates for Personalized Decision Making. INFORMS Journal on Computing, 33(4), 1500-1519.
L. J. Hong and X. Zhang (2021). Surrogate-Based Simulation Optimization. Emerging Optimization Methods and Modeling Techniques with Applications, 287-311, INFORMS. (Book Chapter)
W. Fan, L. J. Hong, and X. Zhang (2020). Distributionally Robust Selection of the Best.?Management Science, 66(1), 190-208.
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.
Awards and Honours
Faculty Outstanding Teacher Award (Postgraduate Teaching) 2020-21 (link)