Sirong Luo

Name: Luo Sirong  
Title: Professor  
Research Interests: Dynamic Programming and Operations Statistics, Credit Risk and Credit Management, Service Operations Management, Digital Marketing  
Courses Taught: Decision Models under Uncertainty, Management Science Methods, Data Mining for Business Decision Models and Applications  
E-mail: luo.sirong@mail.shufe.edu.cn; Phone: 65901032

Research Field

Statistical and Optimization Theoretical Methods: Dynamic Programming and Reinforcement Learning, Operations Statistics, Machine Learning

Credit Risk and Credit Management: Credit Reporting and Rating, Credit Risk Scoring and Risk Pricing, Fraud Detection, Credit Decision Optimization, Asset Securitization

Manufacturing and Service Operations Management: Digital Marketing Analytics, Inventory and Pricing Management,

Property Insurance Pricing: Classification Rating Pricing System,

  Educational Background

8/2000-12/2005

University of Texas at Dallas Jindal School of Management, Doctor of Philosophy in Management Science

9/1992-7/1996

Beijing Institute of Technology, Bachelor of Engineering

  Work Experience

Shanghai University of Finance and Economics, School of Statistics and Management, Permanent Professor, 08/2019 - Now

Shanghai University of Finance and Economics, School of Statistics and Management, Special Researcher, 10/2018-07/2019

Shanghai University of Finance and Economics, School of Statistics and Management, Associate Professor, 07/2014-07/2019

Shanghai University of Finance and Economics, School of Statistics and Management, Assistant Professor, 01/2011-06/2014

Farmers Insurance Group, 10/2008-12/2010

Capital One Financial Services Group, 01/2006-10/2008

· Feng, Q.，S. Luo, and J. G. Shanthikumar (2019) Integrating Dynamic Pricing with Inventory Decisions under Lost Sales, Management Science, Forthcoming。

· Çakanyildirim, M. and S. Luo (2017) “Stochastic Inventory System with Lead Time FlexibilityOffered by a Manufacturer/Transporter” Journal of Operations Research Society. Vol 68(12), pp.1533–1552.

· Luo, S., S. P. Sethi, andR. Shi (2016)“On the Optimality Conditions of a Price-Setting Newsvendor Problem.”Operations Research Letter, Vol 44, pp. 697-701.

· Bensoussan, A., Q. Feng, S. Luo, and S. P. Sethi (2016) “Evaluating long-term service performance under short-term forecast updates.” International Journal of Production Research, Vol 54 (17), pp.5236-5249.

· Luo, S.，X. Kong, andT. Nie (2016) “Spline based survival model for credit risk modeling.”European Journal of Operational Research, Vol 253, pp. 869–879.

· Feng, Q.，S. Luo, and D. Zhang (2014) “Dynamic Inventory-Pricing Control under Backorder:Demand Estimation and Policy Optimization” Manufacturing & Service Operations Management. 16 (1), pp. 149-160.

· Luo, S., M. Çakanyildirim, R. Kasilingam (2009). “Two Dimensional Cargo Overbooking Models”. With Sabre Holdings Corp, Inc.European Journal of Operational Research, 197(3), pp. 862-883.

· Luo, S., M. Çakanyildirim (2005). “Pricing and Production Games under Revenue Sharing and Information Updates”. Journal of Revenue and Pricing Management,4(3),pp. 270–301.

 Rewards, Honors

Shanghai Pujiang Talent

2017 East Securities Futures Cup National College Student Statistical Modeling Competition Champion Mentors (Liang Siyun, Zhao Wei, Song Huanghua, Ling Hua, Xu Bo)

2015 China University SAS Data Analysis Competition Champion Instructors (Li Yifan (Main), Huang He, Long Guangbin)

2013 China University SAS Data Analysis Competition Champion Advisors (Guo Qi, Kong Xiao, Sun Wei Chong)

Social Work

Journal Review: European Journal of Operational Research, Annals of Operations Research, Operations Research Letter, Transportation Science