Many-server Gaussian limits for overloaded non-Markovian queues with customer abandonment AK Aras, X Chen, Y Liu Queueing Systems 89 (1), 81-125, 2018 | 44 | 2018 |
Steady-state simulation of reflected Brownian motion and related stochastic networks J Blanchet, X Chen The Annals of Applied Probability 25 (6), 3209-3250, 2015 | 36 | 2015 |
-Strong simulation for multidimensional stochastic differential equations via rough path analysis J Blanchet, X Chen, J Dong The Annals of Applied Probability 27 (1), 275-336, 2017 | 31 | 2017 |
Unraveling limit order books using just bid/ask prices J Blanchet, X Chen, Y Pei Preprint. Available at http://www. columbia. edu/∼ jb2814/papers/LOB_v1. pdf, 2017 | 28* | 2017 |
An online learning approach to dynamic pricing and capacity sizing in service systems X Chen, Y Liu, G Hong Operations Research, 2023 | 25 | 2023 |
Does the T + 1 rule really reduce speculation? Evidence from Chinese Stock Index ETF X Chen, Y Liu, T Zeng Accounting & Finance 57 (5), 1287-1313, 2017 | 17 | 2017 |
Rates of convergence to stationarity for multidimensional RBM J Blanchet, X Chen Mathematics of Operations Research 45 (2), 660-681, 2020 | 13* | 2020 |
Perfect sampling of Hawkes processes and queues with Hawkes arrivals X Chen Stochastic Systems 11 (13), 264-283, 2021 | 12 | 2021 |
Two-parameter sample path large deviations for infinite-server queues J Blanchet, X Chen, H Lam Stochastic Systems 4 (1), 206-249, 2014 | 10 | 2014 |
Perfect sampling of generalized Jackson networks J Blanchet, X Chen Mathematics of Operations Research 44 (2), 693-714, 2019 | 7 | 2019 |
Efficient Steady-State Simulation of High-Dimensional Stochastic Networks J Blanchet, X Chen, N Si, PW Glynn Stochastic Systems, 2021 | 6 | 2021 |
Perfect sampling of multivariate hawkes processes X Chen, X Wang 2020 Winter Simulation Conference (WSC), 469-480, 2020 | 6 | 2020 |
Infinite-horizon Off-Policy Policy Evaluation with Multiple Behavior Policies X Chen, L Wang, Y Hang, H Ge, H Zha arXiv preprint arXiv:1910.04849, 2019 | 5 | 2019 |
Online Learning and Optimization for Queues with Unknown Demand Curve and Service Distribution X Chen, Y Liu, G Hong arXiv preprint arXiv:2303.03399, 2023 | 4 | 2023 |
Data-pooling Reinforcement Learning for Personalized Healthcare Intervention X Chen, P Shi, S Pu arXiv preprint arXiv:2211.08998, 2022 | 3 | 2022 |
Modeling inter-trade durations in the limit order market J Yang, Z Li, X Chen, H Xing New Advances in Statistics and Data Science, 259-276, 2017 | 3 | 2017 |
Uniform Moment Bounds for Generalized Jackson Networks in Multi-scale Heavy Traffic J Guang, X Chen, JG Dai arXiv preprint arXiv:2401.14647, 2024 | 2 | 2024 |
A High-fidelity, Machine-learning Enhanced Queueing Network Simulation Model for Hospital Ultrasound Operations Y Pan, Z Xu, J Guang, J Sun, C Wang, X Zhang, X Chen, JG Dai, Y Ding, ... arXiv preprint arXiv:2104.07451, 2021 | 2 | 2021 |
Exact gradient simulation for stochastic fluid networks in steady state X Chen Proceedings of the Winter Simulation Conference 2014, 586-594, 2014 | 2 | 2014 |
Steady-State Analysis and Online Learning for Queues with Hawkes Arrivals X Chen, G Hong arXiv preprint arXiv:2311.02577, 2023 | 1 | 2023 |