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Nifei Lin

4 papers hereh-index 18 citations6 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author3
  • middle author1

Across the 4 of 4 papers where every author was matched, so the position is known.

fields
  • q-fin.RM2
  • stat.CO1
  • stat.ML1

identity via Semantic Scholar / OpenAlex

activity
20222026
most citedMonte-Carlo Estimation of CoVaR

1 citations · 1 across the 2 of their papers we have counts for

collaborators
Showing 2025Show all

1 paper · 1 filter

stat.ML2025

Contextual Strongly Convex Simulation Optimization: Optimize then Predict with Inexact Solutions

Nifei Lin, Heng Luo, L. Jeff Hong

In this work, we study contextual strongly convex simulation optimization and adopt an "optimize then predict" (OTP) approach for real-time decision making. In the offline stage, s…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.