Runzhe Wan

College of Sciences

Works (3)

Updated: April 30th, 2024 05:00

2024 journal article

Mining the factor zoo: Estimation of latent factor models with sufficient proxies

JOURNAL OF ECONOMETRICS, 239(2).

By: R. Wan n, Y. Li *, W. Lu n & R. Song n 

author keywords: Low rank; Heavy tails; High dimensionality; Reduced-rank regression
Source: Web Of Science
Added: April 29, 2024

2023 journal article

A MULTIAGENT REINFORCEMENT LEARNING FRAMEWORK FOR OFF-POLICY EVALUATION IN TWO-SIDED MARKETS

ANNALS OF APPLIED STATISTICS, 17(4), 2701–2722.

By: C. Shi *, R. Wan n, G. Song, S. Luo, H. Zhu * & R. Song n 

author keywords: Multiagent system; reinforcement learning; spatiotemporal studies; policy evaluation
TL;DR: This paper considers large-scale fleet management in ride-sharing companies that involve multiple units in different areas receiving sequences of products (or treatments) over time and proposes novel estimators for mean outcomes under different products that are consistent despite the high-dimensionality of state-action space. (via Semantic Scholar)
Source: Web Of Science
Added: March 25, 2024

2021 article

Multi-Objective Model-based Reinforcement Learning for Infectious Disease Control

KDD '21: PROCEEDINGS OF THE 27TH ACM SIGKDD CONFERENCE ON KNOWLEDGE DISCOVERY & DATA MINING, pp. 1634–1644.

By: R. Wan n, X. Zhang n & R. Song n 

author keywords: infectious disease control; COVID-19; sequential decision making
TL;DR: A Multi-Objective Model-based Reinforcement Learning framework to facilitate data-driven decision-making and minimize the overall long-term cost is proposed and provides a real-time decision support tool for policymakers. (via Semantic Scholar)
Sources: Web Of Science, NC State University Libraries
Added: March 14, 2022

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