Xiaowei Zhang

Faculty of Business and Economics, The University of Hong Kong

Pokfulam Road

Hong Kong

Hong Kong

SCHOLARLY PAPERS

3

DOWNLOADS

243

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Causal Reinforcement Learning: An Instrumental Variable Approach

Number of pages: 96 Posted: 25 Feb 2021
Jin Li, Ye Luo and Xiaowei Zhang
Faculty of Business and Economics, The University of Hong Kong, Faculty of Business and Economics, The University of Hong Kong and Faculty of Business and Economics, The University of Hong Kong
Downloads 155 (263,109)

Abstract:

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Endogeneity, Markov Decision Process, Instrumental Variable, Reinforcement Bias, Reinforcement Learning, Q-Learning, Stochastic Approximation

2.

Self-fulfilling Bandits: Dynamic Selection in Algorithmic Decision-making

Number of pages: 56 Posted: 31 Aug 2021 Last Revised: 19 Oct 2021
Jin Li, Ye Luo and Xiaowei Zhang
Faculty of Business and Economics, The University of Hong Kong, Faculty of Business and Economics, The University of Hong Kong and Faculty of Business and Economics, The University of Hong Kong
Downloads 63 (471,981)

Abstract:

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Self-fulfilling Bias, Dynamic Selection, Endogeneity Spillover, Contextual Multi-armed Bandit Model

3.

How Does Risk Hedging Impact Operations? Insights from a Price-Setting Newsvendor Model

Number of pages: 71 Posted: 05 Jan 2022 Last Revised: 13 Jan 2022
Liao Wang, Jin Yao and Xiaowei Zhang
HKU, HKU Business School, The University of Hong Kong and Faculty of Business and Economics, The University of Hong Kong
Downloads 25 (664,006)

Abstract:

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newsvendor; pricing; risk hedging; mean-variance framework