Contact information:
dxue@scut.edu.cn
Building 4, South China University of Technology.
Courses Offered:
Portfolio、Economic Mathematics、Professional English、Advanced Mathematics、Linear Algebra、Calculus、Probability & It’s Application, etc.
Education Background:
Sep.2007–Jun.2010 South China University of Technology, Ph.D. in Management Science & Engineering
Sep.2001-Jun.2003 University of Windsor, Canada, Master of Science in Applied Statistics
Sep.1997–Mar.2000 Northeastern University, Master of Science in Applied Mathematics
Sep.1993–Jul.1997 Northeastern University, Bachelor of Science in Applied Mathematics
Work Experience:
Sep.2014–Jun.2015Sun Yat-senUniversitySchool of Business Administrationvisiting scholar
Sep.2011–now South China University of TechnologySchool of Mathematics Associate Professor
Jun.2007–Aug.2011 South China University of TechnologySchool of Mathematics Lecturer
May.2004–May.2007 South China University of TechnologySchool of Mathematics Assistant
Jun.2001–Jun.2003 Windsor University, CanadaDepartment of StatisticsTA&RA
Research Interest:
Investment portfolio and risk analysis, Financial engineering.
Research Achievements:
Research projects:
Presided over the 4 provincial projects, 3 department projects, 2 Central University projects.
①National Education Department of Humanities and social sciences research Youth:13YJCZH030 (2013-2015);
②Natural Science Foundation of Guangdong Province:S2012040006997 (2012-2013);
③Teaching reform project of Guangdong Province:x2lxN9120640 (2012-2013);
④Quality engineering projects in Guangdong Province:Quality resource sharing lesson(2015-2016);
⑤Basic scientific research business of the Central University: Key project:x2lxD2152360(2015-2016);
⑥Basic scientific research business of the Central University :Project on the surface:x2lxD2111380(2011-2012);
⑦Guangdong Provincial Bureau of Statistics:x2lxN5101120(2010-2011);x2lxN5110660(2011):
⑧Guangdong Provincial Communications Department Project: D2-708-042 (2009-2010).
Research papers:
[1] Xue Deng*, Gradually tolerant constraint method for fuzzy portfolio based on possibility theory [J], Information Sciences 2014, 259:16-24.(SCI, IF= 3.643)
[2] 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, IF= 3.643)
[3] Xue Deng*, Rongjun Li, A portfolio selection model with borrowing constraint based on possibility theory [J], Applied Soft Computing, 2012, 12:754-758.(SCI , IF= 2.143)
[4] Xue Deng*, Xiongfeng Zhang, Research on the fuzzy mean-entropy portfolio model and sensitivity analysis based on credibility theory [J]. Applied Soft Computing,(SCI, IF= 2.143, with minor revision)
[5] 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)
[6] 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)
[7] 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)
[8] 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)
[9] Xue Deng*, Rongjun Li, Xiaolan Liu, Conditional mean and conditional variance for Ali-Mikhail-Hap copula [C], WICOM2008, 2008.(EI)
[10] 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)
[11] 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)
[12] 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)
[13] Xiaolan Liu*, ZhifengHao, 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)
[14] 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)
[15] Xue Deng*,Junfeng Zhao,Rongjun Li.Portfolio selection model based on interval inequality satisfaction index[J],Statistics and Decision,2010, (22):145-147.(CSSCI)
[16] Xue Deng*,Junfeng Zhao,Rongjun Li.Study on Bi objective portfolio model based on the target of multiplication and division[J],Statistics and Decision,2011, (18):167-169.(CSSCI)
[17] Xue Deng*,Jiaming Li,HaojianZeng,Junyang Chen,Junfeng Zhao.Analysis and application of the method of analytic hierarchy process[J],Mathematics in practice and theory,2012, 42(7):93-100.(Chinese core)
[18] Xue Deng*.Further research on the prediction error of simple average method [J].Mathematics in practice and theory,2008,38(12):60-65.(Chinese core)
[19] Xue Deng*,Junfeng Zhao.Application of multiplier method in determining the non-negative coefficient of combination forecasting[J].Practice and cognition of Mathematics,2008,38(18):77-81.(Chinese core)
[20] Xue Deng*,Huanwen Tang.Conditional mean and conditional variance for two bivariate parametric copulas [J]. Applied Mathematics,2005,S(18):189-194.(Chinese core)
[21] Xue Deng*,Rongjun Li.Analysis of investment portfolio decision model based on the ideal point method[J].Economic Mathematics,2010,27(3):47-52.(Chinese core)
[22] Xue Deng*,Rongjun Li.Research on self-financing effective investment portfolio based on fuzzy genetic algorithm[J].Economic Mathematics,2009,26(4):91-96.(Chinese core)
[23] Xue Deng*,Yanchao Wang.Comparative analysis of mean variance portfolio model with trapezoidal fuzzy number[J],Economic Mathematics,2011, 28(3):49-54.(Chinese core)
[24] Xue Deng*.Some new results of optimal combination forecasting error square and value range[J].Economic Mathematics,2006,23(1):80-83.(Chinese core)
[25] Xue Deng*.Determination of the proportion coefficient of non-negative investment of the minimum risk portfolio[J].Pure mathematics and Applied Mathematics,2007,23(4):524-528.(Chinese core)
[26] Xue Deng*,Junfeng Zhao.Application of L’Hospital Rule in solving[1~∞] limit[J]. University Mathematics,2006,22(4):158-160.(Chinese core)
Awards:
1、“2013 China one hundred most influential domestic academic papers”,China Science and Technology Information Research Institute,First author,cited the number of times =322;
2、South China University of Technology“Excellent Doctoral Dissertation” Innovation fund, third award, two times;
3、South China University of Technology“Excellent teacher award Nanko”one time;
4、South China University of Technology“Teaching excellence second award”two times;
5、South China University of Technology“Director of graduate level” one time,“Outstanding undergraduate class teacher”two times.
Academic tenure:
1、“China Research Society of operational research is not sure of the system branch”Governing Council of the third;
2、International Journal《European Journal of Operational Research》&《Applied Soft Computing》Paper reviewer.