Research Papers:
- Long Zhao, Deepayan Chakrabarti, Kumar Muthuraman. Portfolio Construction by Mitigating Error Amplification: The Bounded-Noise Portfolio
Operations Research, 2019.
Finalist in INFORMS Finance Section Best Student Paper Competition 2017.
- Long Zhao, Deepayan Chakrabarti, Kumar Muthuraman. Unified Classical and Robust Optimization for Least Squares
Finalist in INFORMS Data Mining Best Paper Competition.
- Melvyn Sim, Long Zhao, Minglong Zhou. A New Perspective on Supervised Learning via Robust Satisficing
Submitted to Management Science.
- Long Zhao, Rui Gao. Leveraging Latent Factors Using the Equally Weighted Portfolio
Working Paper
- Li Chen, Melvyn Sim, Xun Zhang, Long Zhao, Minglong Zhou. Robust Actionable Prescriptive Analytics
Submitted after marjor revision to Operations Research.
- Zhi Chen, Long Zhao. Constructing Quantiles via Forecast Errors: Theory and Empirical Evidence
Working Paper
- Zhi Chen, Long Zhao. Combining Forecasts from Multiple Experts for Multiple Variables.
Major revision by Management Science.
- Guowei Zhang, Long He, Long Zhao, Ning Zhu. Data-Driven Distributional Robust Optimization with Incomplete Samples
Prepare for submission.
- Guowei Zhang, Ning Jia, Ning Zhu, Long Zhao, Qiao-Chu He. Hybrid fleet management and vehicle repositioning in mobility-as-a-service operations
Major revision by POMS
- Wanshu Nie, Sujay V. Kumar, Augusto Getirana, Long Zhao, Melissa L. Wrzesien, Goutam Konapala, Shahryar Khalique Ahmad, Kim A.Locke, Thomas R. Holmes, Matthew Rodell, Bryant D. Loomis. Nonstationarity in the global terrestrial water cycle and its interlinkages in the Anthropocene
PNAS.
- Wanshu Nie, Sujay V. Kumar, Long Zhao. Anthropogenic Influences on the Water Cycle Amplify Uncertainty in Drought Assessments.
Revision in One Earth.
Google Scholar