Current location - Education and Training Encyclopedia - Graduation thesis - Yong Fang, Associate Research Fellow, Institute of Mathematics and Systems Science, China Academy of Sciences.
Yong Fang, Associate Research Fellow, Institute of Mathematics and Systems Science, China Academy of Sciences.
Bachelor and Master of Shandong University, Ph.D. in Management from China Academy of Sciences, Associate Research Fellow from Institute of Mathematics and Systems Science from China Academy of Sciences, Assistant to the Director of Key Laboratory of Management, Decision-making and Information System from China Academy of Sciences, member of the 10 group of doctoral service groups jointly sent by the Central Organization Department and the Central Committee of the Communist Youth League, and former assistant to sasac director, Xinjiang Uygur Autonomous Region. His main research fields are financial engineering, risk management and decision science. Up to now, 4 academic monographs and more than 30 papers have been published in important academic journals at home and abroad, including an English monograph published by Springer-Verlag, an internationally renowned academic publishing house, and many papers have been published in internationally renowned academic journals such as European Journal of Operational Research and IEEE Transaction on Fuzzy Systems. Core member of the National Natural Science Foundation's Excellent Innovation Group Project, presiding over and participating in many national-level projects. He went to Kyoto University in Japan and Business School of City University of Hong Kong for cooperative research.

Representative monographs:

1), Lai Jianqiang, Wang Shouyang, Fuzzy Portfolio Optimization: Theory and Method, springer Press, March 2008, ISBN: 978-3-540-77925-4.

2) Yong Fang and Wang Shouyang, Fuzzy Portfolio Optimization: Theory and Method, Higher Education Press, 2005.

Representative papers:

1) Fang, y, Chen, l h, Fukushima, m, a mixed R & ampd project and portfolio selection model, vol. 185, pp. 700-7 15, European journal of operational research, 2008.

2) Fang, Lai Guoguang and Wang, Portfolio Rebalancing Model with Transaction Costs Based on Fuzzy Decision Theory, European Journal of Operational Research, Vol. 175, No.2, pp. 879-893, 2006.

3) Fang, Lai Guoguang and Wang, Portfolio Rebalancing with Transaction Costs and Minimum Purchase Units, Dynamics of Continuous, Discrete and Impulsive Systems, Series B (Algorithm and Application), Vol. 12, No.3, No.499-515, 2005.

4) Lai Guoguang, Wang, Xu Shiying, Xu Jianping, Zhu Shisheng, Fang Yi, A Kind of Linear Interval Programming Problem and Its Application in Portfolio Selection, Transactions on Fuzzy Systems, Vol. 10, No.6, pp. 698-704, 2002.

5) Wen Fenghua, Yong Fang, Yang Xiaoguang, Review of Evolutionary Finance Theory, Economic Trends, No.5, 2006, 9 1-95.

Undertake major scientific research projects:

1, General Project of National Natural Science Foundation: Research on Multi-stage Portfolio Optimization Based on Fuzzy Decision, with the approval number of 7060 1027, 2007-2009, the host.

2. Outstanding Innovative Research Group of National Natural Science Foundation of China: Theory and Method of Uncertain Decision-making, grant No.7022 100 1, 2002-2008, core member.

3. Director Fund of National Natural Science Foundation of China: 11th Five-Year Plan of Management Science and Engineering and Selection of Priority Funding Fields, with approval number of 704400 15, and core members from June 2005 to February 2005.

4. Special Project of National Natural Science Foundation: Research on the Funding Structure and Management Model of National Natural Science Foundation in the Twelfth Five-Year Plan, July 2009-February 2009, with 5438+ core members.

5. Emergency Project of National Natural Science Foundation of China: Research on Commodity Pricing Right, with approval number of 7054 1002, from June 2006 to February 2006, main member.

6. sinopec group Research Project: Research on the mechanism and prediction of oil price fluctuation, from July 2006 to July 2009, deputy head of the research group.