Gao, Xuefeng
Associate Professor
Systems Engineering and Engineering Management
Chinese University of Hong Kong
Hong Kong
Biography
Dr. GAO, Xuefeng is affiliated to Systems Engineering and Engineering Management, Chinese University of Hong Kong. Dr. GAO, Xuefeng is currently providing services as Associate Professor. Dr. GAO, Xuefeng has authored and co-authored multiple peer-reviewed scientific papers and presented works at many national and International conferences. Dr. GAO, Xuefeng contributions have acclaimed recognition from honourable subject experts around the world. Dr. GAO, Xuefeng is actively associated with different societies and academies. Dr. GAO, Xuefeng academic career is decorated with several reputed awards and funding. Dr. GAO, Xuefeng research interests include Algorithmic Trading and Financial Engineering.
Research Interest
Algorithmic Trading and Financial Engineering
Publications
-
A.B. Dieker and X. Gao, "Piecewise Ornstein-Uhlenbeck processes and common quadratic Lyapunov functions". The Annals of Applied Probability, 23, p. 1291-1317, 2013.
-
J. G. Dai, A. B. Dieker, and X. Gao. "Validity of heavy-traffic steady-state approximations in many-server queues with abandonment." Accepted to Queueing Systems, 2014.
