My primary research interests are in the area of data-driven decision-making in operations management and service systems. I am particularly interested in:
- Methodology: Stochastic models, optimization, auction theory, econometrics.
- Application: Supply chain management, pricing and revenue management, healthcare, Finance-operations interface, online digital economics, empirical and structural estimation.
- PhD Columbia Business School, Decision, Risk, and Operations
- M.Sc. National University of Singapore, Management Science
- B.Sc. Nanjing University, Mathematics
Academic And Professional Experience
- Assistant Professor of ISOM, Hong Kong University of Science and Technology, 2020-Present
- Chief Investment Officer & Founding Partner, UniQuant Capital, Shanghai, 2018 – 2020
- Executive Director, China Innovation Fund, 2017 – 2018
- Vice President, Goldman Sachs, New York, 2015 - 2017
- Quantitative Strategist, The Knight Capital Group, New York, 2015 – 2015
- Research Consultant, Kaiser Permanente, Oakland, 2014 - 2014
- Research Scientist, Amazon.com, Seattle, 2014 – 2014
- Data Scientist, AppNexus, New York, 2013 - 2013
- Lu, L., Federgruen, A., Liu, Z. “Dual Sourcing: Creating and Utilizing Flexible Capacities with a Second Supply Source", Production and Operations Management, accepted for publication.
- Liu, Z., Lu, L., Federgruen, A. “Synthesis and Generalization of Structural Results in Inventory Management: A Generalized Convexity Property”, Mathematics of Operations Research. 2020(45), 547-575.
- Chan, C., Green, L., Lekwijit, S., Lu, L., Escobar, G. “Assessing the Impact of Service Level When Customer Needs Are Uncertain: An Empirical Investigation of Hospital Step-Down Units", Management Science, 2019(65), 459-954.
- Gur, G., Lu, L., Weintraub, G. “Framework Agreements in Procurement: An Auction Model and Design Recommendations" Manufacturing & Service Operations Management, 2017(19), 509-712.
- Lu, L., Yan, X. “Capacity Investment Decisions under Risk Aversion", Naval Research Logistics, 2016(63), 218-235.
- Lu, L., Song, J., Zhang, H. “Optimal and Asymptotically Optimal Policies for Assemble-to-Order N- and W- Systems", Naval Research Logistics, 2016(62), 617-645.
- Lu, L., Wu, Y. “Preferences for Contractual Forms in Supply Chains", European Journal of Operational Research, 2015(241), 74-84.
- Reviewers for Management Science, Operations Research, Manufacturing & Service Operations Management, Mathematics of Operations Research, Naval Research Logistics, European Journal of Operational Research
- Members for INFORMS, MSOM, POMS
Honors And Awards
- Early Career Scheme (ECS) Research Grant (PI), HKD744,658, Hong Kong Research Grants Council, 2022-2025
- Faculty Initiation Grant, HKUST, 2020 - 2025
- Finalist, INFORMS George Nicholson Student Paper Competition, 2018
- The W. Edwards Deming Doctoral Research Grants
- Jerome A. Chazen Doctoral Research Grants
- First Price of National Physics Competition.