SHORT BIOGRAPHY

LUO Jun is a Professor of Management Science in Antai College of Economics and Management at Shanghai Jiao Tong University. He received his PhD degree in Industrial Engineering and Logistics Management (IELM) at Hong Kong University of Science and Technology (HKUST) in 2013 and a B.S. degree in Statistics at Nanjing University in 2009. His research interests include stochastic models, simulation optimization, and business analytics, with their applications in service operations management, healthcare management, risk management, and logistics management. His work has been published in journals such as Operations Research, INFORMS Journal on Computing, Naval Research Logistics and so on. 

He is the principle investigator of a number of research funds, including the Key Program of National Natural Science Foundation of China (NSFC) (2021-2025), NSFC for Excellent Young Scientists (2018-2020), NSFC for Young Scientists (2015-2017), and Chenguang Program (Level A) of Shanghai Education Commission (2017-2019). He also received several awards, including the Excellent Research Award in Social Science from Ministry of Education of China (Second Prize), the Excellent Young Scholar Award from the Stochastic Service and Operations Management (SSOM) Chapter of the Operations Research Society of China (ORSC), the Teaching and Education Award (Third Prize) and the Excellent Teacher Award (Second Prize) from SJTU. Currently, he serves as the Council Member of the SSOM Chapter at ORSC, the Financial Engineering and Risk Management Chapter at ORSC, and the Management and Decision Science Chapter at Chinese Academy of Management.

EDUCATION

Ph.D. (2013), Industrial Engineering and Logistics Management, The Hong Kong University of Science and Technology, 

Hong Kong, China

B.S. (2009), Statistics, Department of Mathematics, Nanjing University, China

EMPLOYMENT 

Professor (2021.08 - present), Department of Management Science, Antai College of Economics and 

Management (ACEM), Shanghai Jiao Tong University (SJTU), China 

Associate Professor (tenured) (2017.08 - 2021.07), Department of Management Science, ACEM, SJTU, China 

Associate Professor (2016.08 - 2017.07), Department of Management Science, ACEM, SJTU, China 

Assistant Professor (2013.08 - 2016.07), Department of Management Science, ACEM, SJTU, China

AWARDS AND HONORS 

1. Research Related  

2020, 2017, 2015 Excellent Annual Performance Assessment Award, SJTU 

2020 Excellent Research Award in Social Science, Second Prize, Ministry of Education of China 

2017 NSFC Grant for Excellent Young Scientists, National Natural Science Foundation of China 

2017 Excellent Young Scholar Award, SSOM Chapter of the Operations Research Society of China 

2016 Chenguang Program (Level A) of Shanghai Education Commission

2014 SMC-Chenxing Excellent Young Scholars, SJTU

2012 Honorable Mention, The POMS-HK Best Student Paper Award  

2012 Overseas Research Award, HKUST 

2. Teaching Related 

2019, 2018, 2017, 2014 Best Lecturer in ACEM, SJTU 

2017 Teaching and Education Award (Third Prize), SJTU 

2016 Excellent Teacher Award (Second Prize), SJTU   

2015 Advisor of Excellent Bachelor Thesis (Top 1%), SJTU 

2021 The First-class Undergraduate Program of Virtual Simulation Experimental Teaching Courses (Rank 2/5), Shanghai Education Commission 

RESEARCH GROUP MEMBERS 

1. PhD Students 

ZHAO Junkai (赵军凯), 2020-present (Bachelor, Management Science, Sichuan University) 

WEN Yixing (文怡星), 2019-present (Bachelor, Nuclear Engineering and Technology, Shanghai Jiao Tong University) 

CHENG Zhenxia (程震霞), 2017-present (Bachelor, Logistics Management, Chongqing University; Master, Management

Science and Engineering, Southeast University)

2. Master Students

WANG Yu (王玉), 2020-present (Bachelor, Logistics Management, Chongqing University)

QIU Junyan (邱俊彦), 2020-present (Bachelor, Logistics Management, Wuhan University)

ZHANG Qiuyue (张秋月), 2019-present (Bachelor, Material Science and Engineering, Southeast University)

XU Wandi (徐婉迪), 2018-present (Bachelor, Statistics, Jilin University)

3. Former Members

GUO Zhongyu (郭忠玉), 2017-2021, currently work at Huawei Technology (华为技术有限公司) 

LI Ling (李灵), 2016-2019 (SJTU Outstanding Graduate), currently work at SF Technology (顺丰科技有限公司) 

LIANG Jingyun (梁婧芸), 2015-2018 (SJTU Outstanding Graduate), currently work at China Securities Index (中证指数) 

NIU Sen (牛森), 2014-2017 (SJTU Outstanding Graduate), currently work at Shengang Securities (申港证券) 

4. Recruitment Information

Our research group is looking for Master and PhD students as well as Postdoctoral researchers in Management Science 

and Engineering discipline at SJTU. Potential students should be self-motivated and hard-working, with backgrounds in 

Mathematics, Statistics, Computer Science, and Industrial Engineering (students with business backgrounds such as 

Management Science and Logistics Management should show his/her mathematical and programming abilities). My office 

is Room 1216 in ACEM at Xuhui Campus, and my Email address is jluo_ms@sjtu.edu.cn. Please feel free to drop me an 

email with your CV and transcript (including undergraduate transcript) attached.

Updated: May 2022

RESEARCH INTERESTS 

Methodology: Stochastic Modeling, Simulation Optimization, Business Analytics, Statistical Learning 

Application: Service Operations Management, Healthcare Management, Financial Engineering, Logistics Management 

PUBLICATIONS (Google Scholar)

13. Tsai, S. C., J. Luo, G. Jiang and W. C. Yeh. 2022. Adaptive fully sequential selection procedures with linear and nonlinear control variates. Accepted by IISE Transactions. [paper download]

12. Hong, L. J., G. Liu, J. Luo and J. Xie. 2022. Variability scaling and capacity planning in Covid-19 pandemic.  Accepted by Fundamental Research. [paper download]

11. Zhong, Y., S. Liu, J. Luo and L.J. Hong. 2022. Speeding up Paulson’s procedure for large-scale problems using parallel computing. INFORMS Journal on Computing, 34(1): 586-606. [paper download]

10. Hong, L. J., W. Fan and J. Luo. 2021. Review on ranking and selection: A new perspective. Frontiers of Engineering Management, 8(3): 321-343. [paper download]

9. Hong, L. J., C. Li and J. Luo. 2020. Technical Note: Finite-time regret analysis of Kiefer-Wolfowitz stochastic approximation algorithm and nonparametric multi-product dynamic pricing with unknown demand. Naval Research Logistics, 67(5), 368–379.  [paper download]

8. Tsai, S.C., J. Luo and C.C. Sung. 2017. Combined variance reduction techniques in fully sequential selection procedures. Naval Research Logistics, 64(6), 502-527. [paper download]

7. Wu, R., S. Liu and J. Luo. 2017. Adaptive sampling rule for ranking-and-selection problem. Proceedings of 13th IEEE Conference on Automation Science and Engineering (CASE), 2017, 1499-1505. [paper download]

6. Hong, L.J., J. Luo and Y. Zhong. 2016. Speeding up pairwise comparisons for large scale ranking and selection. Proceedings of the 2016 Winter Simulation Conference, 749-757. [paper download]

5. Luo, J., L. J. Hong, B. L. Nelson and Y. Wu. 2015. Fully sequential procedures for large-scale ranking-and-selection problems in parallel computing environments. Operations Research, 63(5), 1177–1194.  [paper download]

4. Hong, L. J., J. Luo and B. L. Nelson. 2015. Chance constrained selection of the best. INFORMS Journal on Computing, 27(2),317–334.  [paper download]

3. Hong, L. J., S. Juneja and J. Luo. 2014. Estimating sensitivities of portfolio credit risk using Monte Carlo. INFORMS Journal on Computing, 26(4), 848–865. [paper download]

2. Luo, J. and J. Zhang. 2013. Staffing and control of instant messaging contact centers. Operations Research, 61(2), 328-343.  [paper download]

1. Luo, J. and L. J. Hong. 2011. Large-scale ranking and selection using cloud computing. Proceedings of the 2011 Winter Simulation Conference, 4051–4061. [paper download]

WORKING PAPERS

1. Wu, R., S. Liu and J. Luo. 2021. Sequential ranking-and-selection procedures with adaptive sampling rules. Submitted. 

2. Cheng, Z., J. Luo and R. Wu. 2021. On the finite time validity of adaptive fully sequential ranking and selection procedures. Submitted. 

3. Wang, S., P. Yu, G. Liu and J. Luo. 2021. Mean-variance portfolio selection with derivatives. In preparation. 

RESEARCH FUNDINGS

5. Key Program of National Natural Science Foundation of China (NSFC) (PI), Resource Organization and Optimization in Sharing Service, 2021.01-2025.12 (Grant 72031006). 

4. NSFC for Excellent Young Scientists (PI), Optimization and Management of Stochastic Service Systems under Internet Plus Environments, 2018.01–2020.12 (Grant 71722006). 

3. Chenguang Program of Shanghai Education Commission (PI), Operations Management and Optimization of Online Customer Service Systems, 2017.01–2019.12 (Grant 16CG12). 

2. NSFC for Young Scientists (PI), Modeling and Operations Management for Web-chat based Service Centers, 2015.01–2017.12 (Grant 71401104). 

1. SJTU SMC-Chenxing Program for Excellent Young Scholars(PI),Simulation Optimization Algorithms in Parallel Computing Environments, 2014.01–2014.12. 

INSTRUCTOR FOR UNDERGRADUATES AT ACEM, SJTU

1. MA335/349/BU204 Stochastic Processes, Spring 2014, 2015, 2016, 2017, 2018, 2019, 2020, 2021

Teaching Evaluations: 2/148 (2014), 11/163 (2015), 7/168 (2016), 8/167 (2017), 1/164 (2018), 1/179(2019), NA (2020)

2. EC211 Business Statistics, Spring 2020, Fall 2020, 2021

Teaching Evaluations: NA (Spring 2020), 76/161 (2020)

(Note: No evaluation score for Zoom course in Spring 2020)

INSTRUCTOR FOR POSTGRADUATES AT ACEM, SJTU

3. X120636 Stochastic Models in Operations Research, Spring 2014, 2015, 2016, 2017, 2018, 2019, 2020, 2021

4. C120816 Service Operation Systems, Spring 2014, Fall 2016, 2018, 2019

(Note: No Teaching Evaluation for Postgraduate Courses)

STUDENTS SUPERVISED

Undergraduate Students

1. YUAN Hang (袁航), 2011–2015 Bachelor Thesis Advisor, Thesis Title: The Application of Statistical Learning in Financial Data Forecasts, Winner of Excellent Bachelor Thesis Award (Top 1%)

2. YU Liuxuan (余柳璇), 2015 Summer Research Project Advisor

3. WANG Su (王舒), 2016 The Chun-Tsung Project Advisor

4. LING Yimeng (凌艺萌), 2017 Summer Research Project Advisor

5. ZHAN Zhangziyi (湛张紫怡), 2019 The Chun-Tsung Project Advisor

6. CHEN Yexin (陈烨欣), HUANG Sirui (黄思睿), WANG Yantao (王颜涛), WANG Zhihui (王智慧), ZHANG Jinhao (张晋豪), 2020-2021 Participation in Research Program (PRP) Project Advisor

PhD and Master Students (Refer to RESEARCH GROUP MEMBERS)

MBA Students (CLGO Program)

1. LI Shizheng (李施政), 2015–2018

2. WU Hao (吴昊), 2016–2019

3. LIU Shengxiong (刘盛雄), 2016–2019

4. XIAO Te (肖特), 2017–2020

5. LIU Xiaowei (刘晓薇), 2018–2021 

6. YAO Yishu (姚亦舒), 2018–2021

7. XIE Yapeng (谢亚鹏), 2018–present

8. LI Meili (李美莉), 2019–present

Recommendation Letters for Students to Study Abroad

1. YUAN Hang (袁航), 2011–2015 Undergraduate, joined Master program at Oxford University, 

majoring in Mathematical and Computational Finance

2. WANG Yifei (王逸飞), 2012-2016 Undergraduate, joined Master program at National University of Singapore (NUS), 

majoring in Financial Engineering

3. YU Liuxuan (余柳璇), 2012-2016 Undergraduate, joined Master program at University of Texas at Austin, 

majoring in Business Analytics

4. WANG Shu (王舒), 2013-2017 Undergraduate, joined Master program at MIT Sloan School of Management, 

majoring in Finance (Received the thank-you letter from MIT)

5. CHEN You (陈优), 2013-2017 Undergraduate, joined Master program at University of South California (USC), 

majoring in Financial Engineering

6. GU Zhihan (顾之涵), 2013-2017 Undergraduate, joined Master program at Carnegie Mellon University (CMU), 

majoring in Computational Finance

7. JI Jingwei (纪经纬), 2014-2018 Undergraduate, joined PhD program at University of Rochester Simon Business School, 

majoring in Operations Management

8. HE Jiawei (何佳蔚), 2014-2018 Undergraduate, joined Master program at Columbia University, 

majoring in Financial Engineering

9. CHEN Shuqing(陈树清), 2014-2018 Undergraduate, joined Master program at University of British Columbia (UBC), 

majoring in Economics

10. ZHANG Leyang (张乐洋), 2015-2019 Undergraduate, joined Master program at CMU, 

majoring in Computational Finance

11. LI Xingqi (李星奇), 2015-2019 Undergraduate, joined Master program at CMU, 

majoring in Computational Finance

12. ZHAN Zhangziyi (湛张紫怡), 2016-2020 Undergraduate, joined Master program at CMU, 

majoring in Computational Finance

13. WANG Yineng (王奕能), 2016-2020 Undergraduate, joined UBS Securities as Trader, obtained the offers from the Master program at CMU and Columbia University

14. QIN Yuan (秦源), 2017-2021 Undergraduate, joined Master program at University of California, Berkeley, 

majoring in Financial Engineering

15. ZHU Yuhong (朱宇宏), 2015-2019 Undergraduate and 2019-2021 Master Student, joined PhD program at Singapore Management University, majoring in Economics