崔雪婷


崔雪婷(Xueting Cui)

讲师 运筹学与控制论

上海财经大学数学学院

上海杨浦区国定路777

办公室红瓦楼710

邮箱cui.xueting@shufe.edu.cn



工作经历:   

  • 20137月至今 上海财经大学数学学院 讲师

  • 讲授课程《凸分析《运筹学《最优化方法


教育经历:   

  • 20127-20132

香港中文大学工程学院系统工程与工程管理系 访问学者

  • 20099-20136

复旦大学管理学院管理科学系  运筹学与控制论  博士       


研究兴趣:   

  • 金融优化

  • 整数规划

  • 全局优化


已发表论文(Publications):    

[1]  X. T. Cui, S. S. Zhu, X. L. Sun, D. Li, Nonlinear portfolio selection using approximate parametric Value-at-Risk,Journal of Banking and Finance, Vol. 37(6), 2124-2139, 2013.

[2]  X. T. Cui, X.J. Zheng, S. S. Zhu, Convex relaxations and MIQCQP reformulations for a class of cardinality constrained portfolio selection problems, Journal of Global Optimization, Vol. 56(4),1409-1423, 2013.

[3]  S. S. Zhu, X. T. Cui, X. L. Sun, D. Li, Factor-risk constrained mean-variance portfolio selection: formulation and global optimization solution approach. Journal of Risk, Vol. 14(2), 51-89, 2011.

[4]  X. T. Cui, X. L. Sun, D. Sha, An empirical study on discrete optimization models for portfolio selection, Journal of Industrial and Management Optimization, Vol. 5(1), 33-46, 2009.

[5]  X. J. Zheng, D. Li, X. L. Sun, X. T. Cui, Lagrangian decomposition and mixed-integer quadratic programming reformulation for probabilistically constrained quadratic programs, European Journal of Operational Research,Vol. 221(1), 38-48,2012.  

[6]X. D. Bai, X. J. Zheng, X. T. Cui, X. L. Sun, A Successive convex approximation approach for sparse solutions of convex programs, Pacific Journal of Optimization, Vol. 10(1), 21-35, 2014.

  [7]  X. T. Cui, S. S. Zhu, X. L. Sun, D. Li, Portfolio selection with parameter sensitivity control, Optimization

         methods and software, Vol. 31(4),755–774, 2016

    [8]  X. J. Zheng, B. Y. Wu, X. T. Cui, Cell-and-bound algorithm for chance constrained programs

           with discrete distribution, European Journal of Operational research, Vol 260(1),421–431, 2017.

   [9]  X. T. Cui, X. L. Sun, S. S. Zhu, D. Li, Portfolio Optimization with Nonparametric Value-at-Risk: A

          Block   Coordinate Descent Method, 2017. ( to  appear INFORMs Journal on computing)

          Data in this paper:Data JOC 2017.rar



主持或参加科研项目                    


1, 国家自然科学基金青年项目,71501122,金融优化中非凸优化模型理论与算法研究,2016/1-2018/12, 进行中,主持。