Facility Location Problem of Healthcare Network in Stochastic Programming with Decision Dependent Uncertainty, University of Central Florida, Orlando, FL, US (01/2016 - Present)
- Modeled a multistage and multiscale stochastic program for a healthcare network problem under uncertainty to maximize the total utility of patients
- Applied the Bender decomposition to add optimality cut in the master problem and developed constraint aggregation algorithm to reduce the computational complexity of the sub problem
Optimal Physician Assignment and Patient Demand Allocation in an Outpatient Care Network, University of Central Florida, Orlando, FL, US (08/2014 - 12/2015)
- Developed an integer programming model which is characterized as a multi-commodity traveling capacitated facility location problem
- Applied Operations Research methodologies to improve the performance of the mental health care delivery in Veteran Affairs Care Networks and demonstrated the solution efficiency of the developed algorithms and the potential of achieving improvement in patient access to care
Improving GARCH Volatility Forecasts in Estimating Stock Market of China, Tianjin University of Finance and Economic, Tianjin, China (09/2011 – 06/2012)
- Developed the improved GARCH model dividing the information flow into both positive and negative based on GARCH model proposed by Lamoureux and Lastrapes
- Implemented machine learning and data mining algorithms for GARCH model to reveal the characteristics of Chinese stock market volatility