Data-Driven Stochastic Modeling and Applied Probability:   
Machine Learning and Sequential Decision Making:    
Other Topics:   
 Last-Mile Shared Delivery: A Discrete Sequential Packing Approach. [pdf]
(Accepted, Mathematics of Operations Research)
Finalist in INFORMS IBM Service Science Best Student Paper, 2019
Junyu Cao, Mariana Olvera-Cravioto, Zuo-Jun (Max) Shen.
 Sequential Choice Bandits: Learning with Marketing Fatigue. (Submitted) [pdf]
Katta Murty Best Paper Prize
Junyu Cao, Wei Sun, Zuo-Jun (Max) Shen.
 Connectivity of a General Class of Inhomogeneous Random Digraphs. [pdf]
(Accepted, Random Structures & Algorithms)
Junyu Cao, Mariana Olvera-Cravioto.
 Connected Population Synthesis for Transportation Simulation. [pdf]
(Transportation Research Part C: Emerging Technologies, 2019)
Junyu Cao*, Danqing Zhang*, Sid Feygin, Dounan Tang, Zuo-Jun (Max) Shen, Alexei Pozdnoukhov.
(* stands for equal contribution)
 Unraveling Why We Sleep: Quantitative Analysis Reveals Abrupt Transition from Neural Reorganization to Repair in Early Growth. (Submitted)
Junyu Cao, Alexander B. Herman, Geoffrey B. West, Gina Poe, Van M. Savage.
 Some Discussions About The Best Approximate Element For A Closed Set In Euclidean Space.
(Studies In College Mathematics, 2015, 18(1))
Tong Xin, Junyu Cao.
 An Alternative Proof of Cauchy Criterion.
(Studies In College Mathematics, 2012,15(5))
Conference Papers (Machine Learning)
 Dynamic Learning with Frequent New Product Launches: A Sequential Multinomial Logit Bandit Problem. [pdf]
(Thirty-sixth International Conference on Machine Learning (ICML) 2019)
Junyu Cao, Wei Sun.
 Dynamic Learning of Sequential Choice Bandit Problem under Marketing Fatigue. [pdf]
(Thirty-Third AAAI Conference on Artificial Intelligence (AAAI) 2019)
Junyu Cao, Wei Sun.
 Social Discrete Choice Models. (Submitted) [pdf]
Danqing Zhang, Kimon Fountoulakis, Junyu Cao, Michael Mahoney, Alexei Pozdnoukhov.
Work in progress
- Learning to Rank Cascade Models under Marketing Fatigue
Joint work with Wei Sun and Zuo-Jun (Max) Shen
- Intertemporal Pricing via Learning Customer Heterogeneity
Joint work with Hansheng Jiang and Zuo-Jun (Max) Shen
- Data-driven Robust Transportation Scheduling and Parcel Pricing for Same-day Delivery
Joint work with Mengxin Wang and Zuo-Jun (Max) Shen
- IBM Thomas J. Watson Research Center, 2019.8
- Applied Probability Society Conference (APS), 2019.7
- International Conference on Machine Learning (ICML), 2019.6
- POMS Annual Conference, 2019.5
- IBM Research - Almaden, 2019.5
- AAAI Conference on Artificial Intelligence (AAAI), 2019.1
- INFORMS Annual Conference, 2018.10
- IBM Thomas J. Watson Research Center, 2018.8