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Qi Fan
Qi Fan
Barclays, Stony Brook University
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Title
Cited by
Cited by
Year
Surrogate-based promising area search for Lipschitz continuous simulation optimization
Q Fan, J Hu
INFORMS Journal on Computing 30 (4), 677-693, 2018
182018
Model-based annealing random search with stochastic averaging
J Hu, E Zhou, Q Fan
ACM Transactions on Modeling and Computer Simulation (TOMACS) 24 (4), 1-23, 2014
172014
Simulation optimization via promising region search and surrogate model approximation
Q Fan, J Hu
2016 Winter Simulation Conference (WSC), 649-658, 2016
42016
Adaptive simulation budget allocation for determining the best design
Q Fan, J Hu
2013 Winter Simulations Conference (WSC), 888-897, 2013
22013
Empirical tail risk management with model-based annealing random search
Q Fan, KS Tan, J Zhang
Insurance: Mathematics and Economics 110, 106-124, 2023
12023
Aumann–Serrano index of risk in portfolio optimization
T Li, YS Kim, Q Fan, F Zhu
Mathematical Methods of Operations Research 94 (2), 197-217, 2021
12021
Adaptive Search Algorithms for Simulation Optimization in Discrete and Continuous Domains
Q Fan
State University of New York at Stony Brook, 2017
2017
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Articles 1–7