个人简介
讲授课程(Courses Offered):
本科生课程:经济数学(Economic Mathematics)、专业英语(Professional English)、高等数学(Advanced Mathematics)、医用高等数学(Medical Advanced Mathematics)、Applied Calculus、Linear Algebra、Calculus I and II、Probability & It’s Application等。
研究生课程:Portffolio and Risk Analysis、多目标决策理论、方法及其应用(Theory, Method and Application of Multi-objective Decision Making)
教育背景(Educational Background):
2007\09–2010\06 华南理工大学工商管理学院,管理科学与工程,博士
Sep.2007–Jun.2010 South China University of Technology, Ph.D. in Management Science & Engineering
2001\09–2003\06 加拿大温莎大学统计系,应用统计方向,硕士
Sep.2001-Jun.2003 University of Windsor, Canada, Master of Science in Applied Statistics
1997\09–2000\03 东北大学理学院数学系,应用数学方向,硕士
Sep.1997–Mar.2000 Northeastern University, Master of Science in Applied Mathematics
1993\09–1997\07 东北大学理学院数学系,应用数学方向,学士
Sep.1993–Jul.1997 Northeastern University, Bachelor of Science in Applied Mathematics
工作经历(Experience):
2014\09–2015\06 中山大学 管理学院 高级访问学者
2015\09–今 华南理工大学 数学学院 教授
2011\09–2015\08 华南理工大学 数学学院 副教授
2007\06–2011\08 华南理工大学 数学学院 讲师
2004\05–2007\05 华南理工大学 数学学院 助教
2001\06–2003\06 加拿大温莎大学 统计系 TA(助教)和RA(助研)
科研项目:
主持省部级科研、教研项目、省质量工程等17项。
[1] 教育部人文社科基金项目2项(13YJCZH030、18YJAZH014)、主持。
[2] 广东省自然科学基金项目3项(2019A1515011038、2016A030313545、S2012040006997)、主持。
[3] 广东省软科学基金项目2项(2019A101002118、2018A070712006)、主持。
[4] 广东省学位与研究生教改项目3项(2019SFKC07、2015JGXM-ZD03、2016QTLXXM-19)、主持。
[5] 广东省高等教育教革项目3项(x2lxY1172190、x2lxN9120640、x2lx201506)、主持。
[6] 中国高等教育协会教改项目1项(x2lxY1181511)、主持。
[7] 广东省质量工程3项(2015省精品资源共享课、2017省公开在线课、2019省级MOOC)、主持。
奖励:
1、“2016年度中国百篇最具影响优秀国内学术论文”,中国科学技术信息研究所,第一作者,引用次数:2707次,下载次数:46076(截止到2019.09.28);
2、“2013年度中国百篇最具影响优秀国内学术论文”,中国科学技术信息研究所,第一作者;
3、“广东省金融建模竞赛优秀指导教师”(广东省二等奖:学生庄慧丹等),2016;
4、华南理工大学“优秀博士学位论文”创新基金,2010;
5、华南理工大学“优秀教师南光奖”1次;
6、华南理工大学“教学优秀二等奖”2次;
7、华南理工大学“优秀研究生级主任”1次,“优秀本科生班主任”2次。
指导学生:
已经毕业5个硕士研究生,在读7个硕士研究生。
研究领域
投资组合及风险分析、金融工程、复杂现实约束投资组合
(Portfolio and Risk Analysis, Financial Engineering, Complex Reality Constrained Portfolio)
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)
[1] Chuangjie Chen, Xue Deng*, Several new results based on the study of distance measures of intuitionistic fuzzy sets [J]. Iranian Journal of Fuzzy Systems 2020,17(2):147-163. (SCI一区,IF=1.496)
[2] Weimin Li, Xue Deng*, Multi-parameter portfolio selection model with some novel score-deviation under dual hesitant fuzzy environment [J]. International Journal of Fuzzy Systems 2020. (SCI 二区, IF=2.227,online)
[3] Xue Deng*, Wen Fang, A novel mean-variance-maverick DEA prospect cross-efficiency approach for fuzzy portfolio selection [J]. Journal of Intelligent & Fuzzy Systems, 2019,37:8113-8130. (SCI三区,IF=1.594)
[4] Xue Deng*, Guandong Liu, Research and comparison of uncertain portfolio selection model with background risk and mental accounts [J]. Journal of Intelligent & Fuzzy Systems, 2019, 37:7909-7921. (SCI三区,IF=1.594)
[5] Xue Deng*, Xueqin Pan, The research and comparison of multi-objective portfolio based on intuitionistic fuzzy optimization [J]. Computers & Industrial Engineering 2018, 124:411-421. (SCI一区,IF=3.442)
[6] Xue Deng*, Junfeng Zhao, Zhongfei Li, Sensitivity analysis of the fuzzy mean-entropy portfolio model with transaction costs based on credibility theory [J]. International Journal of Fuzzy Systems, 2018, 20(1):209-218. (SCI 二区,IF=2.227,他引2次)
[7] Xue Deng*, Jian Song, Junfeng Zhao, Zhongfei Li, The fuzzy tri-objective mean-semivariance- entropy portfolio model with layer-by-layer tolerance evaluation method paper [J]. Journal of Intelligent & Fuzzy Systems, 2018, 35(2):2391-2401. (SCI 三区,IF=1.594)
[8] Xue Deng*, Gradually tolerant constraint method for fuzzy portfolio based on possibility theory [J], Information Sciences, 2014, 259:16-24. (SCI 一区, IF= 4.378, 他引16次)
[9] Xue Deng*, Junfeng Zhao, Some new results on value ranges of risks for mean-variance portfolio models [J], Information Sciences, 2013, 234:217-225. SCI 一区, IF= 4.378,他引4次)
[10] Xue Deng*, Rongjun Li, A portfolio selection model with borrowing constraint based on possibility theory [J], Applied Soft Computing, 2012, 12:754-758. (SCI 一区, IF= 4.004, 他引14次)
[11] X.L. Liu*, M. Yi, L. Han and X. Deng. A subspace clustering algorithm based on simultaneously sparse and low-rank representation [J], Journal of Intelligent and Fuzzy Systems, 2017, 33: 621-633. (SCI 三区, IF=1.594,他引1次)
[12] Xue Deng*, Junfeng Zhao, Lihong Yang, Rongjun Li, Constraint method for possibilistic mean-variance portfolio with transaction costs and lending [J], Journal of Convergence Information Technology, 2010, 5 (9):73-84. (EI, 他引8次)
[13] Xue Deng*, Junfeng Zhao, Lihong Yang, Rongjun Li, Possibilistic mean-variance utility to portfolio selection for bounded assets [J], International Journal of Digital Content Technology and its Applications, 2010, 4 (6):150-160. (EI, 他引4次)
[14] Xue Deng*, Rongjun Li, A portfolio selection model based on possibility theory using fuzzy two-stage algorithm [J], Journal of Convergence Information Technology, 2010, 5 (6):138-145. (EI, 他引8次)
[15] Xue Deng*, Rongjun Li, Yanchun Wan, Linear efficacy method for a portfolio selection with bounded assets based on possibility theory [C], ICCIT2009, 2009,602-607. (EI)
[16] Xue Deng*, Rongjun Li, Xiaolan Liu, Conditional mean and conditional variance for Ali-Mikhail-Hap copula [C], WICOM2008, 2008. (EI)
[17] Xue Deng*, Rongjun Li, Some research on value range of equal weight portfolio risk [C], 2008 International Seminar on Future BioMedical Information Engineering, FBIE 2008, 164-167. (EI)
[18] Junfeng Zhao, Xue Deng*, Research on the portfolio selection model with transaction fee based on interval number [J], International Journal of Digital Content Technology and its Applications, 2012, 6 (22):529-535. (EI)
[19] Junfeng Zhao, Xue Deng*, Lu Jinjia, Research on aviation maintenance quality management by fuzzy analytic hierarchy process with different weights, International Conference proceeding Series ICITEE, December 7, 2018. (EI)
[20] Junfeng Zhao, Xue Deng*, Yingxian Lin, Jinjia Lu, Research on multi-objective enterprise partner selection model with different relative superiority parameters based on particle swarm optimization, International Conference on Applications and Techniques in Cyber Intelligence (ICATCI 2019), 2019. (Accepted)
[21] Jun Cheng*, Rongjun Li, Xue Deng, Stock Index Prediction based on the PSOPI-BP Neural Network [J], Journal of Information & Computational Science, 2014, 11(13): 4837-4844. (EI)
[22] Xiaolan Liu*, Zhifeng Hao, Xiaowei Yang, Xue Deng, Robustness of Semi-supervised learning algorithm LLGC trained using soft labels for misclassified data [J], Journal of Information & Computational Science, 2010, 7(9): 1-11. (EI)
[23] Yanchun Wan*, Chunhua Chen, Xue Deng, Structural capital, supply chain collaboration and buyer performance improvement: A theoretical model [C], ICCSIT2010, 2010 (6):60-63. (EI)
[24] 邓雪*,庄慧丹,带有两种主观因素的模糊投资组合模型研究[J],运筹与管理.2019. (已接收,CSSCI检索)
[25] 邓雪*,江璐瑶,基于收益权重的均值-熵投资组合模型的研究[J],运筹与管理.2018. (已接收,CSSCI检索)
[26] 邓雪*.景气指标分类方法的理论研究与实例分析[J],统计与决策, 2017,6:5-9.(CSSCI检索)
[27] 宋健,邓雪*.基于PSO-AFSA混合算法的模糊投资组合问题的研究[J],运筹与管理.2018,27(9):148-155. (CSSCI检索)
[28] 王灿杰,邓雪*.基于可信性理论的均值-熵-偏度投资组合模型及其算法求解[J],运筹与管理.2019, 28(2): 154-159.
[29] 邓雪*,江璐瑶,孙全德.多元统计分析方法的理论研究及应用分析[J],数学的实践与认识,2016,46(4):190-197.(中文核心)
[30] 庄慧丹,邓雪*.基于前景理论的信息不完全的风险型多准则决策权重的研究[J],数学的实践与认识.2019. (中文核心)
[31] 邓雪*,卢进佳.基于上可能性理论的模糊多期动态投资组合模型及算法研究[J],数学的实践与认识.2018. (中文核心)
[32] 邓雪*,赵俊峰,李荣钧.基于区间不等式满意指数的投资组合模型选择[J],统计与决策,第22期,145-147页,2010.(CSSCI检索)
[33] 邓雪*,赵俊峰,李荣钧.基于分目标乘除法的双目标投资组合模型的研究[J],统计与决策,第18期,167-169页, 2011.(CSSCI检索)
[34] 邓雪*,李家铭,曾浩健,陈俊羊,赵俊峰.层次分析法权重计算方法分析及其应用研究[J],数学的实践与认识,第42卷,第7期,93-100页,2012.(中文核心)
[35] 邓雪*.简单平均法预测误差平方和的进一步研究 [J].数学的实践与认识,2008,38(12):60-65.(中文核心)
[36] 邓雪*,赵俊峰.乘子法在确定组合预测非负权系数中的应用[J].数学的实践与认识,2008,38(18):77-81.(中文核心)
[37] 邓雪*,唐焕文.Conditional mean and conditional variance for two bivariate parametric copulas [J]. 应用数学,2005(S),18:189-194.(中文核心)
[38] 邓雪*,李荣钧.基于极大模理想点法的投资组合决策模型分析[J].经济数学,2010,27(3):47-52.(中文核心)
[39] 邓雪*,李荣钧.基于模糊遗传算法的自融资有效投资组合研究[J].经济数学,2009,26(4):91-96.(中文核心)
[40] 邓雪*,王妍超.带有梯形模糊数的均值-方差投资组合模型比较分析[J],经济数学,第28卷,第3期,49-54页,2011.(中文核心)
[41] 邓雪*.最优组合预测误差平方和取值范围的若干新结果[J].经济数学,2006,23(1):80-83.(中文核心)
[42] 邓雪*.最小风险组合证券非负投资比例系数的确定[J].纯粹数学与应用数学,2007,23(4):524-528. (中文核心)