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Keli Xiao, Ph.D.

Keli Xiao, Ph.D.

Assistant Professor | Operations Management & Decision Analytics | Finance

Keli.Xiao@stonybrook.edu
346 Hariman Hall
College of Business
Stony Brook University

Education

Ph.D. in Management (Finance), Rutgers, the State University of New Jersey, USA
Thesis: “Essays on Housing Bubbles: Testing, Estimation, and Fundamental Analysis”

M.S. in Quantitative Finance, Rutgers, the State University of New Jersey, USA

M.A. in Computer Science, Queens College, the City University of New York, USA

B.S. in Computer Science, Wuhan University of Technology, China

Research Interests

Business Analytics, Big Data Analytics, FinTech, Real Estate / Urban Computing, Economic Bubbles and Crises, Asset Pricing

 

Book Chapters

Publications 

(* Corresponding author.)

Keli Xiao* and Li Zhang. 2017. Financial Asset Analysis with Mobile GIS. In Shekhar, S., Xiong, H., & Zhou, X. (Eds.), Encyclopedia of GIS, 2nd Edition. Springer.

Journal Articles

Zeyang Ye, Keli Xiao*, Yong Ge, and Yuefan Deng. 2018. Applying Simulated Annealing and Parallel Computing to the Mobile Sequential Recommendation. IEEE Transactions on Knowledge and Data Engineering (TKDE), forthcoming. [Data]

Frank J. Fabozzi and Keli Xiao*. 2018. The Timeline Estimation of Bubbles: The Case of Real Estate. Real Estate Economics, forthcoming. [Online Appendix]

Wenjun Zhou, Hui Xiong, Lian Duan, Keli Xiao, and Robert Mee. 2018. Paradoxical Correlation Pattern Mining. IEEE Transactions on Knowledge and Data Engineering (TKDE) 30, 8, 1561-1574.

Keli Xiao*, Qi Liu, Chuanren Liu, and Hui Xiong. 2018. Price Shock Detection With an Influence-Based Model of Social Attention. ACM Transactions on Management Information Systems (TMIS) 9, 1, 2.

Frank J. Fabozzi and Keli Xiao*. 2017. Explosive Rents: The Real Estate Market Dynamics in Exuberance. The Quarterly Review of Economics and Finance 66, 100-107.

Chuanren Liu, Hui Xiong, Spiros Papadimitriou, Yong Ge, and Keli Xiao. 2017. A Proactive Workflow Model for Healthcare Operation and Management. IEEE Transactions on Knowledge and Data Engineering (TKDE) 29, 3, 586-598.

Hao Chen, Keli Xiao, Jinwen Sun, and Song Wu. 2017. A Double-Layer Neural Network Framework for High-Frequency Forecasting. ACM Transactions on Management Information Systems (TMIS) 7, 4, 11.

Liuzhi Yin, Yong Ge, Keli Xiao, Xuehua Wang, and Xiaojun Quan. 2013. Feature Selection for High-Dimensional Imbalanced Data. Neurocomputing 105, 3-11.

Jinlin Chen and Keli Xiao. 2010. BISC: A Bitmap Itemset Support Counting Approach for Efficient Frequent Itemset Mining. ACM Transactions on Knowledge Discovery from Data (TKDD) 4, 3, 12.

Refereed Conference Proceedings

 

(* Corresponding author.)

Liang Zhang, Keli Xiao*, Hengshu Zhu, Chuanren Liu, Jingyuan Yang, and Bo Jin. 2018. CADEN: A Context-Aware Deep Embedding Network for Financial Opinions Mining. In Proceedings of the 18th IEEE International Conference on Data Mining (ICDM ’18). IEEE, Singapore, accepted. 

Qingxin Meng, Hengshu Zhu, Keli Xiao, and Hui Xiong. 2018. Intelligent Salary Benchmarking for Talent Recruitment: A Holistic Matrix Factorization Approach. In Proceedings of the 18th IEEE International Conference on Data Mining (ICDM ’18). IEEE, Singapore, accepted. 

Zeyang Ye, Keli Xiao*, and Yuefan Deng. 2018. A Unified Theory of the Mobile Sequential Recommendation Problem. In Proceedings of the 18th IEEE International Conference on Data Mining (ICDM ’18). IEEE, Singapore, accepted.

Zeyang Ye, Lihao Zhang, Keli Xiao*, Wenjun Zhou, Yong Ge, and Yuefan Deng. 2018. Multi-User Mobile Sequential Recommendation: An Efficient Parallel Computing Paradigm. In Proceedings of the 24th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining (KDD ’18). ACM, London, UK, 2624-2633.

Li Zhang, Liang Zhang, Keli Xiao*, and Qi Liu. 2016. Forecasting Price Shocks with Social Attention and Sentiment Analysis. In Proceedings of the 2016 IEEE/ACM International Conference on Advances in Social Networks Analysis and Mining (ASONAM ’16). IEEE, San Francisco, CA, USA, 559-566.

Li Zhang, Keli Xiao*, Qi Liu, Yefan Tao, and Yuefan Deng. 2015. Modeling Social Attention for Stock Analysis: An Influence Propagation Perspective. In Proceedings of the 15th IEEE International Conference on Data Mining (ICDM ’15). IEEE, Atlantic City, NJ, USA, 609-618. 

Zeyang Ye, Keli Xiao*, and Yuefan Deng. 2015. Investigation of Simulated Annealing Cooling Schedule for Mobile Recommendations. In Proceedings of the 15th IEEE International Conference on Data Mining Workshop (ICDMW ’15). IEEE, Atlantic City, NJ, USA, 1078-1084. 

Chuanren Liu, Yong Ge, Hui Xiong, Keli Xiao, Wei Geng, and Matt Perkins. 2014. Proactive Workflow Modeling by Stochastic Processes with Application to Healthcare Operation and Management. In Proceedings of the 20th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining (KDD ’14). ACM, New York, NY, USA, 1593-1602. 

Wenjun Zhou, Keli Xiao, and Fei Song. 2011. Dynamic Rank Correlation Computing for Financial Risk Analysis. In Proceedings of the 5th international conference on Knowledge Science, Engineering and Management (KSEM ’11). Springer, Irvine, CA, USA, 269-280.

Yong Ge, Hui Xiong, Alexander Tuzhilin, Keli Xiao, Marco Gruteser, and Michael Pazzani. 2010. An Energy-Efficient Mobile Recommender System. In Proceedings of the 16th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining (KDD ’10). ACM, Washington, DC, USA, 899-908.

Jinlin Chen and Keli Xiao. 2008. Perception-Oriented Online News Extraction. In Proceedings of the 8th ACM/IEEE-CS Joint Conference on Digital Libraries (JCDL ’08). ACM, Pittsburgh, PA, USA, 363-366.

Working Papers

 

“Exploiting Intra-day Patterns for Market Shock Prediction: A Machine Learning Approach,” with Jinwen Sun, Chuanren Liu, Wenjun Zhou, Hui Xiong.

“A GPU-Enhanced Numerical Algorithm for Efficient Option Pricing under Generalized Hyperbolic Distribution,” with Yiyang Yang, Qiangqiang Shi, Liang Zhang, Xiaolin Li.

Journal Article Review

Professional Activities

  • IEEE Transactions on Knowledge and Data Engineering (TKDE)
  • IEEE Transactions on Systems, Man and Cybernetics: Systems (TSMC-S)
  • Data Mining and Knowledge Discovery (DMKD)
  • Knowledge and Information Systems (KAIS)
  • ACM Transactions on Management Information Systems (TMIS)
  • Finance Research Letters
  • Neural Computing and Applications

Conference Organizing

  • Program Committee Member
    • AAAI: The AAAI Conference on Artificial Intelligence (2019)
    • KDD: ACM SIGKDD International Conference on Knowledge Discovery and Data Mining (2018, 2017, 2016, 2015)
    • ICDM: IEEE International Conference on Data Mining (2018, 2017, 2016, 2015, 2013)
    • SDM: SIAM International Conference on Data Mining (2019, 2018, 2017, 2016, 2015)
    • CIKM: ACM International Conference on Information and Knowledge Management (2018, 2017)
    • DASFAA: International Conference on Database Systems for Advanced Applications (2016)
  •  Chairs
    • Web chair: ICDM 2015
    • Session chair: FMA 2017, FMA 2015, ICDM 2015, INFORMS 2013

Professional Affiliations

  • Senior Member, Institute of Electrical and Electronics Engineers (IEEE)
  • Member, Association for Computing Machinery (ACM)
  • Member, Institute for Operations Research and the Management Sciences (INFORMS)
  • Member, Financial Management Association International (FMA)
  • Member, American Finance Association (AFA)
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