Xue Deng
time: 2015-09-14

Contact information

dxue@scut.edu.cn

Building 4, South China University of Technology.

Courses Offered

PortfolioEconomic MathematicsProfessional EnglishAdvanced MathematicsLinear AlgebraCalculusProbability & It’s Application, etc.

Education Background

Sep.2007Jun.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.1997Mar.2000 Northeastern University, Master of Science in Applied Mathematics

Sep.1993Jul.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.

National Education Department of Humanities and social sciences research Youth13YJCZH030 2013-2015);

Natural Science Foundation of Guangdong ProvinceS2012040006997 2012-2013);

Teaching reform project of Guangdong Provincex2lxN9120640 2012-2013);

Quality engineering projects in Guangdong ProvinceQuality resource sharing lesson2015-2016);

Basic scientific research business of the Central University: Key projectx2lxD21523602015-2016);

Basic scientific research business of the Central University :Project on the surfacex2lxD21113802011-2012);

Guangdong Provincial Bureau of Statisticsx2lxN51011202010-2011);x2lxN51106602011):

Guangdong 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 ZhaoRongjun LiPortfolio selection model based on interval inequality satisfaction index[J],Statistics and Decision2010, (22):145-147.(CSSCI

[16] Xue Deng*Junfeng ZhaoRongjun LiStudy on Bi objective portfolio model based on the target of multiplication and division[J],Statistics and Decision2011, (18):167-169.(CSSCI

[17] Xue Deng*Jiaming LiHaojianZengJunyang ChenJunfeng ZhaoAnalysis and application of the method of analytic hierarchy process[J]Mathematics in practice and theory2012, 42(7):93-100.(Chinese core

[18] Xue Deng*Further research on the prediction error of simple average method [J]Mathematics in practice and theory200838(12)60-65.Chinese core

[19] Xue Deng*Junfeng ZhaoApplication of multiplier method in determining the non-negative coefficient of combination forecasting[J]Practice and cognition of Mathematics200838(18):77-81.(Chinese core

[20] Xue Deng*Huanwen TangConditional mean and conditional variance for two bivariate parametric copulas [J]. Applied Mathematics2005,S(18):189-194.Chinese core

[21] Xue Deng*Rongjun LiAnalysis of investment portfolio decision model based on the ideal point method[J]Economic Mathematics201027(3):47-52.Chinese core

[22] Xue Deng*Rongjun LiResearch on self-financing effective investment portfolio based on fuzzy genetic algorithm[J]Economic Mathematics200926(4):91-96.Chinese core

[23] Xue Deng*Yanchao WangComparative analysis of mean variance portfolio model with trapezoidal fuzzy number[J]Economic Mathematics2011, 28(3):49-54.(Chinese core

[24] Xue Deng*Some new results of optimal combination forecasting error square and value range[J]Economic Mathematics200623(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 Mathematics200723(4):524-528.Chinese core

[26] Xue Deng*Junfeng ZhaoApplication of L’Hospital Rule in solving[1~∞] limit[J]. University Mathematics200622(4):158-160.Chinese core

Awards

12013 China one hundred most influential domestic academic papersChina Science and Technology Information Research InstituteFirst authorcited the number of times =322;

2South China University of TechnologyExcellent Doctoral Dissertation Innovation fund, third award, two times;

3South China University of TechnologyExcellent teacher award Nanko”one time;

4South China University of TechnologyTeaching excellence second awardtwo times;

5South China University of TechnologyDirector of graduate level” one timeOutstanding undergraduate class teacher”two times.

Academic tenure

1China Research Society of operational research is not sure of the system branchGoverning Council of the third;

2International JournalEuropean Journal of Operational Research&Applied Soft ComputingPaper reviewer.