Research output per year
Research output per year
Personal profile
Author IDs
ORCID iD: 0000-0002-5602-0540
Scopus Author ID: 56136747600
Google Scholar Profile: Mm7aj28AAAAJ
Impact
Qualifications (Brief)
PhD - Industrial Engineering and Logistics Management (The Hong Kong University of Science and Technology)
BSc - Applied Maths (Tsinghua University)
Prizes/Honours
- The 2012-2013 Early Career Award The Research Grants Council of Hong Kong
- The 2012 Outatanding Simulation Publication Award INFORMS Simulation Society
Research Interests/Areas
- Financial Engineering, Risk Management
- Stochastic Simulation
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
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Collaborations from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Research output
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AN EFFICIENT FINITE-DIFFERENCE APPROXIMATION
Liang, G., Liu, G. & Zhang, K., Dec 2024, Proceedings of the 2024 Winter Simulation Conference. Lam, H., Azar, E., Batur, D., Gao, S. & Xie, W. (eds.). IEEE, p. 455-466 (Proceedings - Winter Simulation Conference).Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review
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A TUTORIAL ON NESTED SIMULATION
Liu, G. & Zhang, K., Dec 2024, 2024 Winter Simulation Conference (WSC 2024). IEEE, p. 1-15 (Proceedings - Winter Simulation Conference).Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review
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Nested Simulation for Conditional Value-at-Risk with Discrete Losses
Ge, Y., Liu, G. & Shen, H., Oct 2024, In: Asia-Pacific Journal of Operational Research. 41, 5, 2350037.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
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NESTED SIMULATION FOR VALUE-AT-RISK WITH PRECISION TOLERANCE
Kuang, X., Liu, G. & Zhu, Q., Dec 2024, Proceedings of the 2024 Winter Simulation Conference (WSC). IEEE, p. 395-406 (Proceedings - Winter Simulation Conference).Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review
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Simulating Confidence Intervals for Conditional Value-at-Risk via Least-Squares Metamodels
Lai, Q., Liu, G., Zhang, B. & Zhang, K., 17 Oct 2024, (Online published) In: INFORMS Journal on Computing. 19 p.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
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TBRS-ExtU-Lead: Enhancing Hong Kong's Role in Sustainable Supply Chain Finance via Technology Transformation
ZHANG, J. (Main Project Coordinator [External]) & LIU, G. (Principal Investigator / Project Coordinator)
1/01/25 → …
Project: Research
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GRF: Adaptive Sampling Methods for Ranking and Estimation Problems
LIU, G. (Principal Investigator / Project Coordinator)
1/01/24 → …
Project: Research
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NSFC: Financial Systemic Risk Measures based on Monte Carlo Simulation: Theory and Methods
LIU, G. (Principal Investigator / Project Coordinator), CHEN, Z. (Co-Investigator), HE, J. (Co-Investigator), HONG, L. (Co-Investigator), HOU, Y. (Co-Investigator), Huang, W. (Co-Investigator) & Jiang, R. (Co-Investigator)
1/01/22 → …
Project: Research
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ResCtrs: Fintech and Business Analytics Centre (FBAC)
LI, Y. D. (Principal Investigator / Project Coordinator), CHEN, Y. F. (Co-Investigator), FENG, G. G. (Co-Investigator), HAO, G. (Co-Investigator), HE, J. (Co-Investigator), LEUNG, C. M. A. (Co-Investigator), LI, X. (Co-Investigator), LIU, J. (Co-Investigator), LIU, G. (Co-Investigator), QI, Y. (Co-Investigator), TSO, K. F. G. (Co-Investigator), WONG, C. S. M. (Co-Investigator), YAN, H. (Co-Investigator), ZHAO, H. (Co-Investigator) & ZUO, Z. (Co-Investigator)
15/06/12 → …
Project: Research
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GRF: Simulation Methods for Sensitivities of Expectations with Nested Discontinuity
LIU, G. (Principal Investigator / Project Coordinator)
1/01/22 → 19/12/24
Project: Research
Prizes
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The 2012 Outstanding Simulation Publication Award
HONG, J. (Recipient) & LIU, G. (Recipient), 2012
Prize: RGC 64B - Prizes and awards
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