Start-up grant, Fudan University, 2018-2020, RMB1,500,000.
A simulation analytics approach to dynamic risk measurement. (PI), Hong Kong Research Grant Council, General Research Fund, Project No. 11504017, 2017-2019, HK$451,982.
Combining stylized models and simulation models for metamodeling and simulation optimization with applications in queueing systems. (PI), Hong Kong Research Grant Council, General Research Fund, Project No. 11270116, 2016-2019, HK$482,605.
Robust selection of the best through computer simulation experiments. (PI), Hong Kong Research Grant Council, General Research Fund, Project No. 16203214, 2014-2017, HK$692,894.
Accounting for parameter estimation errors in operations research models: A Monte Carlo simulation approach. (PI), Hong Kong Research Grant Council, General Research Fund, Project No. 613213, 2013-2016, HK$747,000.
Promoting Hong Kong's Ocean Container Transport Logistics Network. (Co-I; PI and PM: Chung-Yee Lee at HKUST) Hong Kong Research Grant Council, Theme-Based Research, 2011-2016, HK$ 13,000,000.
A cloud computing approach to ranking and selection Problems with a very large number of alternatives. (PI), Hong Kong Research Grant Council, General Research Fund, Project No. 613012, 2012-2015, HK$500,000.
Discrete optimization via simulation using stochastic kriging based random search algorithms. (PI), Hong Kong Research Grant Council, General Research Fund, Project No. 613011, 2011-2014, HK$627,000.
Combing simulation and optimization with applications in financial risk management. (Hong Kong PI; China PI: Jian-Qiang Hu). Hong Kong Research Grant Council, RGC/NSFC Joint Project, Project No. N_HKUST626/10, 2010-2013, HK$577,300 (for Hong Kong team), RMB336,000 (for China team).
Exploring the linkage between smoothed perturbation analysis and the kernel method in pathwise sensitivity estimation with applications in credit risk management. (PI), Hong Kong Research Grant Council, General Research Fund, Project No. 613410, 2010-2013, HK$522,000.
Estimating sensitivities of risk measures. (PI), Hong Kong Research Grant Council, Competitive Earmarked Research Grant, Project No. 613907, 2007-2009, HK$391,591.
Continuous optimization via simulation using line search algorithms. (PI), Hong Kong Research Grant Council, Competitive Earmarked Research Grant, Project No. 613706, 2006-2009, HK$534,000.
The impact of counterfeiting. (Co-I, PI: Rachel Q. Zhang at HKUST), Hong Kong Research Grant Council, Competitive Earmarked Research Grant, Project No. 622406, 2006-2009, HK$534,000.
A game of five: Competition and cooperation among the five airports in the Pearl River Delta. (PI), HKUST University Grant Committee, High Impact Allocation Grant, HIA05/06.EG01, 2005-2008, HK$600,000.
Dynamic grid search: A gradient-free framework for continuous optimization via simulation. (PI), Hong Kong Research Grant Council, Competitive Earmarked Research Grant, Project No. 613305, 2005-2008, HK$538,000.
Revised COMPASS for discrete optimization via simulation. (PI), Hong Kong Research Grant Council, Direct Allocation Grant, DAG04/05.EG04, 2005-2006, HK$100,000.