姜广鑫 - 哈尔滨工业大学 - 经济与管理学院

个人简介

姜广鑫，哈尔滨工业大学经济与管理学院管理科学与工程系教授，博士生导师，国家级青年人才。研究方向为随机模型与仿真、机器学习、金融工程与风险管理、金融科技等，多篇文章发表在管理领域著名期刊 Operations Research, INFORMS Journal on Computing, IEEE Transactions on Automatic Control, Naval Research Logistics等。曾荣获中国运筹学会金融工程与金融风险管理分会青年学者最佳论文奖（一等奖）、郭本瑜青年学者优秀论文奖(二等奖)等奖项。目前担任中国运筹学会金融工程与金融风险管理分会副秘书长、中国管理现代化研究会风险管理专业委员会副秘书长、中国管理现代化研究会理事、管理科学与工程学会理事、中国信息经济学会理事、中国计算机学会（CCF）计算经济专业组执委、期刊 Asia-Pacific Journal of Operational Research 副编辑（Associate Editor）等职务。教育背景 2010.09 – 2015.01, 同济大学数学科学学院, 应用数学, 博士 2013.03 – 2014.04, 美国马里兰大学帕克分校 Robert H. Smith 商学院，联合培养博士 2006.09 – 2010.06, 同济大学数学科学学院, 数学与应用数学, 本科工作经历 2020.01至今, 哈尔滨工业大学, 经济与管理学院, 教授 2017.02 – 2019.12, 上海大学, 管理学院, 讲师、特聘副研究员、副教授 2015.02 – 2017.02，香港城市大学, 商学院, 博士后获奖信息 2018年郭本瑜青年学者优秀论文奖(二等奖) 2019年中国运筹学会金融工程与金融风险管理分会青年学者最佳论文奖（一等奖） 2019年上海大学蔡冠深优秀青年教师 2020年 Journal of Operations Research Society of China 最佳论文奖 2022年《管理世界》“十佳”优秀论文

研究领域

随机模型与仿真、机器学习、金融工程与风险管理、金融科技等

近期论文

查看导师新发文章（温馨提示：请注意重名现象，建议点开原文通过作者单位确认）

期刊论文 Guangxin Jiang, Michael C. Fu. Technical Note-On estimating quantile sensitivities via infinitesimal perturbation analysis, Operations Research, 2015, 63(2): 435-441. Guangxin Jiang*, Chenglong Xu, Michael C. Fu. On sample average approximation algorithms for determining the optimal importance sampling parameters in pricing financial derivatives on Levy processes, Operations Research Letters, 2016, 44(1): 44-49. Guangxin Jiang, Michael C. Fu. Quantile sensitivity estimation for dependent sequences, Journal of Applied Probability, 2016, 53(3): 715-732. L. Jeff Hong*, Guangxin Jiang. Gradient and Hessian of joint probability function with applications on chance constrained programs. Journal of the Operations Research Society of China, 2017, 5(3): 431-455. Guangxin Jiang, Michael C. Fu*. Importance splitting for finite-time rare event simulation, IEEE Transactions on Automatic Control, 2018, 63(6): 1760-1767. Xin Yun, L. Jeff Hong, Guangxin Jiang*, Shouyang Wang. On Gamma estimation via matrix kriging. Naval Research Logistics, 2019, 66(5): 393-410. L. Jeff Hong, Guangxin Jiang*. Offline simulation online application: A new framework of simulation-based decision making. Asia-Pacific Journal of Operational Research, 2019, 36(6): 1940015. Guangxin Jiang, L. Jeff Hong, Barry L. Nelson. Online risk monitoring using offline simulation. INFORMS Journal on Computing, 2020, 32(2): 356-375. Zini Wang, Guangxin Jiang*, Qiang Ye. On fair designs of cross-chain exchange for cryptocurrencies via Monte Carlo simulation, Naval Research Logistics, 2022, 69(1):144-162. 叶强, 高超越, 姜广鑫*. 大数据环境下我国未来区块链碳市场体系设计, 管理世界, 2022, 38(1):229-241. L. Jeff Hong, Guangxin Jiang, Ying Zhong*. Solving large-scale fixed-budget ranking and selection problems. INFORMS Journal on Computing, 2022, 34(6):2930-2949. Shing Chih Tsai, Jun Luo*, Guangxin Jiang, Wei Cheng Yeh. 2022. Adaptive fully sequential selection procedures with linear and nolinear control variates. IISE Transactions, Accepted. Researchgate Link Shengyi He, Guangxin Jiang*, Henry Lam, Michael C. Fu. 2023. Adaptive importance sampling for efficient stochastic root finding and quantile estimation. Operations Research, Accepted. arXiv link 会议论文 Jiang G., Fu, M. C., Xu, C., 2014. Bias reduction in estimating quantile sensitivities. IFAC 2014 World Congress. Jiang G., Fu M. C., Xu C., 2015. Optimal importance sampling for simulation of Levy processes. The 2015 Winter Simulation Conference. Jiang G., Hong L. J., Nelson B. L., 2016. A simulation analytics approach to dynamic risk monitoring. The 2016 Winter Simulation Conference. Lam H., Jiang G., Fu M.C., 2018. On efficiencies of stochastic optimization procedures under importance sampling. The 2018 Winter Simulation Conference. Feng B., Jiang G., 2020. Reuse simulation outputs of repeated experiments via likelihood ratio regression. The 2020 Winter Simulation Conference. Cai X., Yang Y., Jiang G., 2020. Online risk measure estimation via natural gradient boosting. The 2020 Winter Simulation Conference. Jiang G., Yun X. 2022. Importance Sampling for CoVaR Estimation. The 2022 Winter Simulation Conference. Bai Y., He S., Lam H., Jiang G., Fu M. C. 2022. Importance Sampling for Rare-Event Gradient Estimation. The 2022 Winter Simulation Conference. 工作论文 Jing Yang, Yingying Huang, Guangxin Jiang, Ying Chen. 2022. An Intelligent End-to-End Neural Architecture Search Framework for Electricity Forecasting Model Development. Under review. arXiv link Guangxin Jiang, L. Jeff Hong, Haihui Shen. 2023. Simulation Metamodel-Based Prediction for Real-Time Derivative Pricing and Risk Management. Working Paper.

学术兼职

中国管理现代化研究会风险管理专业委员会副秘书长、理事中国运筹学会金融工程与金融风险管理分会副秘书长、理事中国管理现代化研究会理事管理科学与工程学会理事中国计算机学会（CCF）计算经济专业组执委中国信息经济学会理事中国工程师联合体第一届理事会工作委员会委员 Asia-Pacific Journal of Operational Research (SCI) 副编辑 (Associate Editor) 《系统管理学报》领域编委 2016, 2018, 2019,2020, 2021, 2022年冬季仿真会议 (Winter Simulation Conference) 小组委员会成员 (PC member)， 2022年冬季仿真会议 (Winter Simulation Conference) Track Coordinator Operations Research, INFORMS Journal on Computing, IISE Transactions, Naval Research Logistics, European Journal of Operational Research, IEEE Transactions on Automatic Control, IEEE Transactions on Automation Science, IEEE Transactions on Engineering Management, IEEE Transactions on Wireless Communications, Journal of Applied Probability, Asia-Pacific Journal of Operational Research, Journal of Simulation, Flexible Services and Manufacturing Journal, Fundamental Research等期刊，以及WSC、CDC、CASE等会议审稿