Publications
You can also find my articles on my Google Scholar profile.
Published/Submitted Papers
- Data-Driven Sequential Sampling for Tail Risk Mitigation
- under Major Revision at Operations Research
- with Dohyun Ahn
- Optimizing Input Data Collection for Ranking and Selection
- under 2nd Round Review at Operations Research
- with Eunhye Song
- Preliminary version: Optimizing Input Data Acquisition for Ranking and Selection: A View through the Most Probable Best
- Proceedings of the 2022 Winter Simulation Conference, 2022
- Ensemble Copula Coupling for Multivariate Input Modeling and Uncertainty Quantification
- under 2nd Round Review at Mathematics of Operations Research
- with Kyoung-Kuk Kim and Michael C. Fu
- Selection of the Most Probable Best [arXiv]
- Operations Research, 73(6):3199-3218, 2025
- with Kyoung-Kuk Kim and Eunhye Song
- Preliminary version: Selection of the Most Probable Best under Input Uncertainty
- Proceedings of the 2021 Winter Simulation Conference, 2021
- Rate-Optimal Budget Allocation for the Probability of Good Selection
- Proceedings of the 2024 Winter Simulation Conference, 2024
- with David J. Eckman
- Finalist, Best Contributed Theoretical Paper, WSC 2024
- Risk-Sensitive Ordinal Optimization
- Proceedings of the 2023 Winter Simulation Conference, 2023
- with Dohyun Ahn
Working Papers
- On Theoretical Analysis of Algorithmic Collusion
- with Huijun Chen and Dongwook Shin
- Reinforcement Learning with High-Dimensional Features
- with Dohyun Ahn and Dongwook Shin
- A Reduced Form Approach to Strategic Liquidity Provision in Automated Market Making
- with Donghwa Seo and Kyoung-Kuk Kim
- Ranking and Selection with Multiple Correct Answers
- with Raahim Hashmi and David J. Eckman