I'm an assistant professor in the School of Data Science and the School of Management and Economics (joint appointment) at the Chinese University of Hong Kong (Shenzhen) since June 2021. Before that, I obtained my Ph.D. in the Decision, Risk, and Operations division at Columbia Business School.
I'm interested in understanding when and how do agents' colliding incentives and complex dynamics lead to market inefficiencies, and how to mitigate them. For example, competition can lead to information deadlock in matching markets, such that stable matching cannot be reached albeit it exists. Recently, I'm studying adaptive learning algorithms' unintended side effect on downstream tasks, such as allocational instability in platform operations and sample bias in post-policy inference.
My research typically uses stochastic modeling, optimization, game theory, statistical physics, etc.. The types of applications usually involve matching platforms and supply chain.
You can reach me at lujiaqi@cuhk.edu.cn to schedule a chat. Prospective Ph.D. students with a solid mathematics or engineering background are highly welcome.
My CV
Recent news:
October 2025 I'm giving a talk "The Cost of Algorithmic Instability" at INFORMS 2025.
March 2025 Our paper "A Characterization of Sample Adaptivity in UCB Data" is available online!
January 2025 I'm excited to serve as a co-chair of the Auctions and Market Design (AMD) cluster at INFORMS 2025!