Ruoxuan XiongAssistant Professor | QTM

Biography

Ruoxuan received her Ph.D. in Management Science and Engineering from Stanford, advised by Markus Pelger. She was a postdoctoral fellow at the Stanford Graduate School of Business mentored by Susan Athey and Mohsen Bayati.

Education

Ph.D., Management Science and Engineering, 2020
B.S., Urban and Rural Planning & Mathematics (double major), Peking University, 2014

Research and Recent Articles

Ruoxuan's research interests lie at the intersection of econometrics and operations management, focusing on causal inference, experimental design and factor modeling, with applications in finance and healthcare.

Publications

Optimal Experimental Design for Staggered Rollouts [slides] [code]with Susan Athey, Mohsen Bayati, and Guido ImbensManagement Science, accepted2020 MSOM Student Paper Competition Finalist

Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference [slides]Internet Appendixwith Markus PelgerJournal of Econometrics, 2023, 233(1), 271-3012019 George Nicholson Student Paper Competition Honorable Mention

Interpretable Sparse Proximate Factors for Large Dimensions [slides]with Markus PelgerJournal of Business & Economic Statistics, 2022, 40(4), 1642-1664

State-Varying Factor Models of Large Dimensions [slides]Internet Appendixwith Markus PelgerJournal of Business & Economic Statistics, 2022, 40(3), 1315-1333

Stable Prediction with Model Misspecification and Agnostic Distribution Shiftwith Kun Kuang, Peng Cui, Susan Athey, and Bo LiAAAI 2020

Preventing cytokine storm syndrome in COVID-19 using alpha-1 adrenergic receptor antagonists
with Maximilian F Konig, Mike Powell, Verena Staedtke, Ren-Yuan Bai, David L Thomas, Nicole Fischer, Sakibul Huq, Adham M Khalafallah, Allison Koenecke, Brett Mensh, Nickolas Papadopoulos, Kenneth W Kinzler, Bert Vogelstein, Joshua T Vogelstein, Susan Athey, Shibin Zhou, Chetan Bettegowda
Journal of Clinical Investigation 2020

A Tractable Ellipsoidal Approximation for Voltage Regulation Problems
with Pan Li, Baihong Jin, Dai Wang, Alberto Sangiovanni-Vincentelli and Baosen Zhang
American Control Conference (ACC) 2019

Stable Predictions across Unknown Environmentswith Kun Kuang, Peng Cui, Susan Athey, and Bo LiKDD 2018 (oral)

Teaching

QTM 347: Causal Inference & Machine Learning
QTM 385: Quantitative Finance