Lingjiong Zhu

Florida State University

Tallahasse, FL 32306

United States

SCHOLARLY PAPERS

16

DOWNLOADS
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1,295

SSRN CITATIONS
Rank 33,487

SSRN RANKINGS

Top 33,487

in Total Papers Citations

4

CROSSREF CITATIONS

17

Scholarly Papers (16)

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 217 (152,501)

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 203 (162,321)
Citation 1

Abstract:

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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 183 (178,439)
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 159 (201,538)
Citation 5

Abstract:

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

5.

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 108 (271,665)

Abstract:

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

6.

Operational Risk Management: Team-Based Effort and Incentive Bonus

Number of pages: 34 Posted: 25 Jun 2018 Last Revised: 18 Jun 2020
Yuqian Xu and Lingjiong Zhu
University of Illinois at Urbana-Champaign - College of Business and Florida State University
Downloads 74 (347,021)

Abstract:

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operational risk, incentive bonus, team, effort

7.

Delivering Multi-Specialty Care via Online Telemedicine Platforms

Number of pages: 38 Posted: 12 Nov 2019
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 72 (349,697)

Abstract:

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on-demand service, telemedicine, demand and supply heterogeneity

8.

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 49 (421,884)
Citation 2

Abstract:

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dual risk model, minimizing ruin probability, optimal investment

9.

Technology Adoption: Optimal Timing, Pricing, and Employee Incentives

Number of pages: 69 Posted: 24 Sep 2019 Last Revised: 28 Oct 2019
Yuqian Xu and Lingjiong Zhu
University of Illinois at Urbana-Champaign - College of Business and Florida State University
Downloads 46 (433,163)

Abstract:

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

10.

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 44 (440,888)
Citation 8

Abstract:

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

11.

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 37 (470,196)
Citation 2

Abstract:

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

12.

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 31 (498,351)

Abstract:

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simulation optimization, complexity, unbiased estimato, stochastic model applications

13.

A State-Dependent Dual Risk Model

Number of pages: 20 Posted: 18 Oct 2015
Lingjiong Zhu
Florida State University
Downloads 27 (519,630)
Citation 1

Abstract:

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dual risk model, state-dependent, ruin probability

14.

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 (525,403)

Abstract:

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dual risk model, optimal dividends, asymptotic analysis

15.

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 19 (568,483)
Citation 1

Abstract:

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

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