Lingjiong Zhu

Florida State University

Tallahasse, FL 32306

United States

SCHOLARLY PAPERS

17

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1,432

SSRN CITATIONS
Rank 34,469

SSRN RANKINGS

Top 34,469

in Total Papers Citations

4

CROSSREF CITATIONS

19

Scholarly Papers (17)

1.

Operational Risk Management: Preventive vs. Corrective Control

Number of pages: 39 Posted: 20 Dec 2017
Yuqian Xu, Lingjiong Zhu and Michael Pinedo
University of Illinois at Urbana-Champaign - College of Business, Florida State University and New York University (NYU) - Leonard N. Stern School of Business
Downloads 268 (137,100)

Abstract:

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operational risk, stochastic control, jump process, investment

2.

Detecting Arbitrage in the Foreign Exchange Market

Stevens Institute of Technology School of Business Research Paper
Number of pages: 24 Posted: 05 May 2018
Stevens Institute of Technology - School of Business, Stevens Institute of Technology - School of Business, New Jersey Institute of Technology and Florida State University
Downloads 252 (145,843)
Citation 1

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Foreign Exchange, Toxic Arbitrage, Triangular Arbitrage, Perron-Frobenius Theorem

3.

A Reduced-Form Model for Level-1 Limit Order Books

Number of pages: 30 Posted: 31 Aug 2015 Last Revised: 20 Oct 2015
Tzu-Wei Yang and Lingjiong Zhu
University of Minnesota - Twin Cities - School of Mathematics and Florida State University
Downloads 188 (192,293)
Citation 2

Abstract:

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limit order books, data analysis, reduced form models, diffusion approximations

4.

Dynamics of Order Positions and Related Queues in a Limit Order Book

Number of pages: 42 Posted: 20 May 2015 Last Revised: 14 Oct 2015
Xin Guo, Zhao Ruan and Lingjiong Zhu
University of California, Berkeley - Department of Industrial Engineering and Operations Research, University of California, Berkeley and Florida State University
Downloads 166 (214,108)
Citation 5

Abstract:

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Limit Order Book, Order Position, Queue Length, Fluid Limit, Functional Central Limit Theorems, Large Deviations

5.

Delivering Multi-Specialty Care via On-Demand Telemedicine Platforms

Number of pages: 47 Posted: 12 Nov 2019 Last Revised: 19 Mar 2021
Sergei Savin, Yuqian Xu and Lingjiong Zhu
University of Pennsylvania - Operations, Information and Decisions Department, University of Illinois at Urbana-Champaign - College of Business and Florida State University
Downloads 128 (264,142)
Citation 1

Abstract:

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telemedicine, healthcare, demand interaction, online platforms

6.

Semi-explicit Optimal Pricing for Consumer Choice Models with Network Effects

Stevens Institute of Technology School of Business Research Paper
Number of pages: 25 Posted: 27 Dec 2016 Last Revised: 30 Oct 2019
Zhenyu Cui and Lingjiong Zhu
Stevens Institute of Technology - School of Business and Florida State University
Downloads 114 (287,463)

Abstract:

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Pricing, Choice Models, Multinomial Logit Choice, Network Effects, Revenue Management

7.

Transform Analysis for Markov Processes and Applications: An Operator-based Approach

Stevens Institute of Technology School of Business Research Paper
Number of pages: 27 Posted: 07 Mar 2019
Zhenyu Cui, Chihoon Lee, Yanchu Liu and Lingjiong Zhu
Stevens Institute of Technology - School of Business, Stevens Institute of Technology, Lingnan (University) College, Sun Yat-sen University, Guangzhou, China. and Florida State University
Downloads 57 (431,935)
Citation 2

Abstract:

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Transform analysis, Asset pricing, Occupation time, Markov Process, Finance

8.

Approximate Variational Estimation for a Model of Network Formation

Number of pages: 51 Posted: 02 Feb 2017 Last Revised: 06 Apr 2019
Angelo Mele and Lingjiong Zhu
Johns Hopkins University - Carey Business School and Florida State University
Downloads 53 (446,483)
Citation 10

Abstract:

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Networks, Microeconometrics, Large networks, Variational Inference, Large deviations, Graph limits, Mean-Field Approximations

9.

Optimal Investment in a Dual Risk Model

Number of pages: 32 Posted: 18 Oct 2015
Arash Fahim and Lingjiong Zhu
Florida State University - Department of Mathematics and Florida State University
Downloads 52 (450,214)
Citation 2

Abstract:

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dual risk model, minimizing ruin probability, optimal investment

10.

Deposit and Withdrawal Dynamics: A Data-Based Mutually-Exciting Stochastic Model

Number of pages: 34 Posted: 08 Oct 2020
Yuqian Xu, Lingjiong Zhu and Haixu Wang
University of Illinois at Urbana-Champaign - College of Business, Florida State University and Florida State University
Downloads 43 (487,144)

Abstract:

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path-dependence, mutually-exciting, behavioral interdependence, deposit, withdrawal, discrete-time

11.

On the Optimal Design of the Randomized Unbiased Monte Carlo Estimators

Stevens Institute of Technology School of Business Research Paper
Number of pages: 26 Posted: 01 May 2019
Zhenyu Cui, Chihoon Lee, Lingjiong Zhu and Yunfan Zhu
Stevens Institute of Technology - School of Business, Stevens Institute of Technology, Florida State University and Stevens Institute of Technology - School of Business
Downloads 36 (519,125)
Citation 1

Abstract:

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simulation optimization, complexity, unbiased estimato, stochastic model applications

12.

A State-Dependent Dual Risk Model

Number of pages: 20 Posted: 18 Oct 2015
Lingjiong Zhu
Florida State University
Downloads 28 (561,873)
Citation 1

Abstract:

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dual risk model, state-dependent, ruin probability

13.

Asymptotic Analysis for Optimal Dividends in a Dual Risk Model

Number of pages: 23 Posted: 17 Jan 2016
Arash Fahim and Lingjiong Zhu
Florida State University - Department of Mathematics and Florida State University
Downloads 26 (574,121)

Abstract:

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dual risk model, optimal dividends, asymptotic analysis

14.

Optimal Unbiased Estimation for Expected Cumulative Cost

Stevens Institute of Technology School of Business Research Paper
Number of pages: 13 Posted: 30 Apr 2018
Zhenyu Cui, Michael Fu, Yijie Peng and Lingjiong Zhu
Stevens Institute of Technology - School of Business, University of Maryland - College Park, Department of Industrial Engineering and Management, Peking University and Florida State University
Downloads 21 (606,731)
Citation 1

Abstract:

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unbiased simulation, optimal control, cumulative cost, efficiency of estimator

15.

Technology Adoption: Optimal Timing, Pricing, and Employee Incentives

Posted: 24 Sep 2019 Last Revised: 11 Dec 2020
Yuqian Xu and Lingjiong Zhu
University of Illinois at Urbana-Champaign - College of Business and Florida State University

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optimal stopping time, Stackelberg game, technology, adoption, pricing, incentive, wage

16.

Stocking Under Uncertain Demand and Product Variety

Posted: 09 Feb 2019
Vashkar Ghosh, Anand A. Paul and Lingjiong Zhu
University of Florida, University of Florida and Florida State University

Abstract:

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Inventory Management, Substitution, Multi-Period

17.

Operational Risk Management: Team-Based Effort and Incentive Bonus

Posted: 25 Jun 2018 Last Revised: 27 Feb 2021
Yuqian Xu and Lingjiong Zhu
University of Illinois at Urbana-Champaign - College of Business and Florida State University

Abstract:

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operational risk, incentive bonus, team, effort