Research Fields and Experience

  • Optimization:Two-stage stochastic mixed integer linear programming(MILP) and Scenario construction;Distribution Robust stochastic Optimization;
  • Financial Decision Making and Risk Control:Index Tracking Portfolio Construction ;Financial knowledge graph construction and risk control

Birthdate

Dec. 24th, 1996

Gender

Male

Nationality

China

Age

25

Language

Chinese;English

WORKING PAPERS

Quantitative and Qualitative Multi-objective Portfolio Construction based on Type-2 Interval Trapezoidal Fuzzy Set (2021)

Risk Evaluation and Response Mechanism of Small and Medium Enterprises in Emergencies: A case study of Science and Technology Enterprises in Beijing (2020)

Equilibrium Exchange Rate and Cooperative Game of Bilateral Trade (2019)

Education

BeiHang University

Management Science and Engineering - PhD

2019 - 2024

Main Courses: Advanced Optimization Theory and Methods; Algorithm Design and Analysis; Decision Theory; Operations Research

China University of Mining and Technology Beijing

Mining Engineering - Bachelors

2015 - 2019

Major Courses: Advanced Mathematics; Linear Algebra; University Physics; Elastodynamics; Fluid Mechanics; Operations Research; Industrial Economics; Energy Economics

Achievements

AWARDS

  • Received several school-level scholarships
  • No. 1 in undergraduate majors
  • Gold Award of Beijing University Dance Arts Festival

Skills

  • Matlab(main),Python,R,Yalmip+(CPLEX,GUROBI,IPSOLVE,MOSEK);Origin;Photoshop;Office;Latex;Neo4j

Projects

Research on the credit risk transmission mechanism and its default probability prediction of listed enterprises in China under the environment of big data

Key Participants

HOBBIES

Dancing;Painting;TICTOK