From		To		Degree		Institution
September, 2004		July, 2009		PhD, Industrial Engineering and Management Sciences		Northwestern University
August, 2002		May, 2004		M.S., Computer Science		State University of New York at Buffalo
September, 1999		March, 2002		M.E., Communications & Information Systems		Shanghai Jiao Tong University
September, 1995		September, 1999		B.S., Electronics		Nanjing University

Period		Description		Organization
June 2008 - September 2008		1. Implemented a multi-dimensional random vector generator that can generate random numbers satisfying any given marginal distribution and correlation matrix. 2. Research variance reduction methods, specifically, importance sampling and control variate to improve the efficiency of a Monte Carlo simulation based iterative solution algorithm for large scale coherent risk measure stochastic programs with applications in risk analysis.		IBM Watson Research Center
May 2007 - October 2007		Enhanced the airline demand forecasting model. Designed and developed a hybrid nonlinear optimization and linear programming based spill & recapture software in C.		United Airlines
June 2005 - September 2005		Proposed a multi-echelon multi-commodity supply chain restructuring model and developed hybrid genetic algorithm and linear programming solution method in Java.		IBM China Research Lab

Period		Title		Advisor		Description
May 2008 - Present		Variance Reduction in Risk Analysis				Conditional Value-at-Risk is a coherent risk measure. Simulation is often used to solve optimization problems with CVaR constraint. We propose an importance sampling algorithm that can increase the accuracy of simulation estimator of CVaR by more than ten-fold and integrate it with a sampler that can generate random samples from any margianl distributions and any correlation matrix.
September 2006 - Present		Joint Product Line and Supply Chain Design		Wallace J. Hopp, Barry L. Nelson		We study the impact of different supply chain structures on the composition of modular design based product lines for a firm facing outside competition with demand modeled by a nested-logit model.
September 2005 - Present		Industrial Strength COMPASS: A Comprehensive Algorithm and Software for Optimization via Simulation		Barry L. Nelson		We developed in C++ a software package for discrete optimization via stochastic simulation based on a carefully designed algorithm framework consisting of a niching genetic algorithm, a stochastic adaptive local search algorithm, and a statistical ranking and selection procedure.

Xu, J., Huang, P., Ghosh, S., Subramanian, D. “Algorithm for variance reduction in Conditional Value-at-Risk estimation using Importance Sampling for Stochastic Optimization”. Working paper.

Xu, J., Nelson, B.L., Hong, L. J., “Industrial Strength COMPASS: A Comprehensive Algorithm and Software for Optimization via Simulation”, accepted by the ACM Transactions on Modeling and Computer Simulation.

Xu, J., Hopp, W.J., Nelson, B.L. “Joint Product Line and Supply Chain Design”. Working paper.

“Reducing Electronic Multiplexing in WDM Rings: an Evolutionary Approach”, in Proc. IEEE International Conf. on Info-tech & Info-net 2001, Conf. B, pp 168-173, Beijing, China, Oct 2001.

IEMS 450-1	Mathematical Programming I
IEMS 435	Stochastic System Simulation
IEMS 450-II	Mathematical Programming II
IEMS 460-1	Stochastic Models
IEMS 480-1	Production & Logistics I
IEMS 401	Intermediate Statistics
IEMS 461	Advanced Stochastic Models
IEMS 480-2	Production & Logistics II
ECON 480-1, 2, 3	Econometrics
IEMS 465	Simulation Experiment Design and Analysis
MATH 412-1	Introduction to Modern Analysis
ECON 410-3	Microeconomics
ECON 450-1	Industrial Organization & Prices
MATH 450-1,2	Probability
CSE-531	Analysis of Algorithms
CSE-596	Introduction to the Theory of Computation
CSE-594	Combinatorial and Graph Algorithms
MECS 460-2	Dynamic Decision Models
CSE-521	Introduction to Operating Systems
IEMS 488-0	Economics and Decision Analysis
IEMS 460-2	Stochastic Models
37902	Advanced Marketing Theory: Quantitative Perspective
MECS 463	Stochastic Calculus/Control
CSE-574	Introduction to Machine Learning
CSE-589	Modern Networking Concepts

Jie Xu, Wallace J. Hopp, Barry L. Nelson (October, 2008). Joint Product Line and Supply Chain Design. INFORMS annual meeting 2008. Washington, D.C..

Jie Xu, Pu Huang, Soumyadip Ghosh, Dharmashankar Subramanian (September, 2008). Algorithm for variance reduction in Conditional Value-at-Risk estimation using Importance Sampling for Stochastic Optimization. IBM TJ Watson Research Center. Yorktown Heights, NY.

Jie Xu, Barry L. Nelson, Jeff L. Hong (November, 2006). Industrial Strength COMPASS. Informs Annual Meeting 2006. Pittsburgh, PA.

Jie Xu, Qingji Zeng (October, 2001). Reducing Electronic Multiplexing in WDM Rings: an Evolutionary Approach. IEEE International Conf. on Info-tech & Info-net 2001. Beijing, China (People's Republic).

2005 - Arthur P. Hurter Outstanding Academic Excellence


2004 - Royal E. Cabell Fellowship


2002-2003 - SUNY-Buffalo Presidential Fellowship


2001 - Yuan Fang Fellowship


2000 - Alcatel Fellowship


1999 - Nanjing University Outstanding Graduate


1998 - Baoshan Steel Corp. Scholarship


1996-1999 - Nanjing University First Class Scholarship


1995 - Nanjing University Presidential Fellowship

September 2006 - June 2007		INFORMS student chapter committee member

Homepage

Last Updated: Sep 24 2008 9:30PM