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Qihang  Lin

Qihang Lin Management Sciences

Assistant Professor

319-335-0988
qihang-lin@uiowa.edu
S380  John Pappajohn Bus Bldg
The University of Iowa, Iowa City, IA 52242-1994

Academic History

  • PhD in Operations Research, Tepper School of Business, Carnegie Mellon University, Pittsburgh, PA, 2013
  • BS in Mathematical Science, Tsinghua University, Beijing, China, 2008

Expertise

  • Budget Allocation for Crowdsourcing
  • Optimization for Machine Learning
  • Risk-Averse Markov Decision Process
  • Stochastic Optimization by Data Sampling

Awards

  • Best Student Paper Award , Financial Service Section of INFORMS, 2012

Selected Publications

Working Papers

Conference Proceedings

      Work In Progress

      • Predicting Purchase Conversion Rates for Online Search Advertisement using Text Mining, Qihang Lin, Alan L. Montgomery, Kinshuk Jerath

      Prior Positions

      • Research Intern, Machine Learning Department, Microsoft Research, Redmond, WA, May 2012 - August 2012
      • Research Intern, Machine Learning Department, Microsoft Research, Bejing, China, October 2007 - February 2008

          Presentations

          • Optimal Trade Execution with Coherent Dynamic Risk Measures using Limit Orders, INFORMS Annual Meeting, INFORMS, Minneapolis, MN, USA, October 2013
          • Optimal Trade Execution with Coherent Dynamic Risk Measures using Limit Orders, The 5th Annual Modeling High Frequency Data in Finance Conference, Stevens Institute of Technology, Hoboken, NJ, October 2013
          • Optimistic Knowledge Gradient Policy for Budget Allocation in Crowdsourcing, International Conference of Machine Learning, Atlanta, GA, USA, June 2013
          • Optimization for Big Data Analysis: Complexity and Scalability, Tippie College of Business, University of Iowa, Iowa CIty, IA, USA, February 2013
          • Optimistic Knowledge Gradient Policy for Budget Allocation in Crowdsourcing, INFORMS Computing Society Conference, INFORMS, Santa Fe, NM, USA, January 2013
          • Accelerated Proximal-Gradient Homotopy Method for the Sparse Least-Squares, INFORMS Annual Meeting, INFORMS, Phoenix, AZ, USA, October 2012
          • Optimal Trade Execution with Coherent Dynamic Risk Measures, INFORMS Annual Meeting, INFORMS, Phoenix, AZ, USA, October 2012
          • Accelerated Proximal-Gradient Homotopy Method for the Sparse Least-Squares, Microsoft Research, Redmond, WA, USA, August 2012
          • Optimal Trade Execution with Coherent Dynamic Risk Measures, The 12th Annual MOPTA, Lehigh University, Bethlehem, PA, USA, August 2012
          • Optimal Trade Execution with Coherent Dynamic Risk Measures, SIAM Conference on Financial Mathematics and Engineering , SIAM, Minneapolis, MN, USA, July 2012
          • A Sparsity Preserving Stochastic Gradient Method for Composite Optimization, INFORMS Annual Meeting, INFORMS, Charlotte, NC, USA, November 2011
          • Optimal Trade Execution with Coherent Dynamic Risk Measures, Industrial-Academic Workshop on Optimization in Finance and Risk Management, Fields Institute, Toronto, Canada, October 2011
          • A Sparsity Preserving Stochastic Gradient Method for Composite Optimization, The 11th Annual MOPTA, Lehigh University, Bethlehem, PA, USA, August 2011
          • A Sparsity Preserving Stochastic Gradient Method for Composite Optimization, SIAM Conference on Optimization, SIAM, Darmstadt, Germany, May 2011