崔雪婷


崔雪婷Xueting Cui

讲师(Lecturer

研究领域最优化理论;整数规划;金融优化

电话021-65908719

Email:cui.xueting@mail.shufe.edu.cn

教育经历

2009.9 -- 2013.6 复旦大学管理学院 博士

工作经历

2013.7 -- 现在上海财经大学数学学院任教

学术交流经历

2012.7 -- 2013.2 香港中文大学 访问学者

科研项目

主持

国家自然科学基金青年项目1项(编号:71501122),2016.01-2018.12

上海财经大学青年教师预研究项目,2016.01-2019.5

参与

国家自然科学基金项目3

主要论文

1.X. T. Cui, X. L. Sun, S. S. Zhu, D. Li, Portfolio optimization with nonparametric Value-at-Risk: A block coordinate descent method, 2018, INFORMs Journal on computing, to appear.

2.X. J. Zheng, Y. T. Pan, X. T. Cui, Quadratic convex reformulation for nonconvex binary quadratically constrained quadratic programming via surrogate constraint, Journal of Global optimization, Vol. 70, 719–735, 2018.

3.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.

4.X. T. Cui, S. S. Zhu, D. Li, J. Sun, Portfolio selection with parameter sensitivity control, Optimization Methods and Software, Vol. 31(4),755–774, 2016.

5.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.

6.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.

7. 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.

8.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.

9.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.

10.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.