Dr. ZHANG Xiaowei (張曉煒博士)

PhD - Management Science and Engineering (Stanford University)
MSc - Financial Mathematics (Stanford University)
BSc - Mathematics (Nankai University)

Visiting Assistant Professor

Contact Information

Address: 7-270, Lau Ming Wai Academic Building
City University of Hong Kong
Phone: +852 34428041
Fax: +852 34420189
E-mail:
xzhan43@cityu.edu.hk
Personal Web:
https://xiaoweiz.github.io/

Research Areas

  • stochastic simulation
  • simulation optimization
  • statistical learning
  • mathematical finance
  • applied probability

Research Grant

  • PI: "Enhancing simulation metamodeling with domain knowledge and regularization", GRF 16211417 - RGC , Amount: HK$582,000 (2017-2020) , Xiaowei Zhang
  • co-PI: "Robust selection of the best through computer simulation experiments", GRF 16203214 - RGC , Amount: HK$692,894 (2014-2017) , L. Jeff Hong, Xiaowei Zhang
  • PI: "A flexible model for customer arrivals with offline and online forecasting", GRF 623013 - RGC , Amount: HK$758,250 (2013-2017) , Xiaowei Zhang
  • PI: "A novel approach for rare-event simulation for Markov systems with application in portfolio credit risk", ECS 624112 - RGC , Amount: HK$738,087 (2013-2016) , Xiaowei Zhang

Publications

Journal Publications and Reviews
Chapters, Conference Papers, Creative and Literary Works