邓雪,华南理工大学数学学院,博士,教授,硕士导师。
讲授课程(Courses Offered):
本科生课程:经济数学(Economic Mathematics)、专业英语(Professional English)、高等数学(Advanced Mathematics)、医用高等数学(Medical Advanced Mathematics)、Applied Calculus、Linear Algebra、Calculus I and II、Probability & It’s Application等。
研究生课程:Portffolio and Risk Analysis、多目标决策理论、方法及其应用(Theory, Method and Application of Multi-objective Decision Making)
教育背景(Educational Background):
2007\09–2010\06 华南理工大学工商管理学院,管理科学与工程,博士
Sep.2007–Jun.2010 South China University of Technology, Ph.D. in Management Science & Engineering
2001\09–2003\06 加拿大温莎大学统计系,应用统计方向,硕士
Sep.2001-Jun.2003 University of Windsor, Canada, Master of Science in Applied Statistics
1997\09–2000\03 东北大学理学院数学系,应用数学方向,硕士
Sep.1997–Mar.2000 Northeastern University, Master of Science in Applied Mathematics
1993\09–1997\07 东北大学理学院数学系,应用数学方向,学士
Sep.1993–Jul.1997 Northeastern University, Bachelor of Science in Applied Mathematics
工作经历(Experience):
2014\09–2015\06 中山大学 管理学院 高级访问学者
2015\09–今 华南理工大学 数学学院 教授
2011\09–2015\08 华南理工大学 数学学院 副教授
2007\06–2011\08 华南理工大学 数学学院 讲师
2004\05–2007\05 华南理工大学 数学学院 助教
2001\06–2003\06 加拿大温莎大学 统计系 TA(助教)和RA(助研)
投资组合及风险分析、金融工程、复杂现实约束投资组合
(Portfolio and Risk Analysis, Financial Engineering, Complex Reality Constrained Portfolio)
科研项目:
主持国家级、省部级科研项目8项。
[1] 国家社科基金一般项目1项(21BTJ069)、主持。
[2] 教育部人文社科基金项目2项(13YJCZH030、18YJAZH014)、主持。
[3] 广东省自然科学基金项目3项(2019A1515011038、2016A030313545、S2012040006997)、主持。
[4] 广东省软科学基金项目2项(2019A101002118、2018A070712006)、主持。
教研项目:
主持国家级一流课程、省部级教研项目、省质量工程等10余项。
[1] 2020国家级一流本科课程,负责人。
[2] 2019广东省一流本科课程,负责人。
[3] 广东省学位与研究生教改项目3项(2019SFKC07、2015JGXM-ZD03、2016QTLXXM-19)、主持。
[4] 广东省高等教育教革项目4项(x2lxY1172190、x2lxN9120640、x2lx201506、x2lxc9203018)、主持。
[5] 中国高等教育协会教改项目2项(x2lxY1181511,x2lxC9213035)、主持。
[6] 高等学校大学数学教学研究与发展中心教改项目1项(CMC20210305)、主持。
[7] 广东省质量工程3项(2015省精品资源共享课、2017省精品在线开放课、2019省级MOOC)、主持。
科研论文:
[1] Xue Deng*, Weimin Li, Yuying Liu, Hesitant fuzzy portfolio selection model with score and novel hesitant semi-variance [J].Computers & Industrial Engineering 2022,164. (SCI一区,IF=5.518)
[2] Xue Deng, Ying Liang*, Robust portfolio optimization based on semi-Parametric ARMA-TGARCH-EVT Model with Mixed Copula Using WCVaR [J].Computational Economics 2021 (Online, DOI:10.1007/s10614-021-10207-5) (SSCI&SCI三区,IF=1.876)
[3] Xue Deng, Yongkang Yuan*, A novel fuzzy dominant goal programming for portfolio selection with systematic risk and non-systematic risk [J].Soft Computing 2021,25(23). (SCI二区,IF=3.643,他引1次)
[4] Xue Deng*, Weimin Li, A novel probabilistic hesitant fuzzy portfolio selection model with value-at-risk and safety level of score [J]. Engineering Computations 2021,38(5):2137-2162. (SCI三区, IF=1.593)
[5] Xue Deng*, Chuangjie Chen, Fuzzy portfolio selection with prospect consistency constraint based on possibility theory [J]. Journal of Intelligent and Fuzzy Systems 2021,40(3):4637-4660. (SCI三区,IF=1.851)
[6] Xue Deng, Xiaolei He*, Cuirong Huang, A new fuzzy random multi-objective portfolio model with different entropy measures using fuzzy programming based on artificial bee colony algorithm [J]. Engineering Computations 2021,17(2):147-163. (SCI三区,IF=1.593)
[7] Xue Deng, Cuirong Huang*, Mean-entropy uncertain portfolio with risk curve and total mental accounts under multiple background risks [J]. Journal of Intelligent and Fuzzy Systems 2021,41(1):539-561. (SCI三区,IF=1.851)
[8] Xue Deng, Ying xian Lin*, Improved particle swarm optimization for mean-variance-Yager entropy-social responsibility portfolio with complex reality constraints [J].Engineering Computations 2021. (SCI三区,IF=1.593)
[9] Chuangjie Chen, Xue Deng*, Several new results based on the study of distance measures of intuitionistic fuzzy sets [J]. Iranian Journal of Fuzzy Systems 2020,17(2):147-163. (SCI一区, IF=1.496)
[10] Weimin Li, Xue Deng*, Multi-parameter portfolio selection model with some novel score-deviation under dual hesitant fuzzy environment [J]. International Journal of Fuzzy Systems 2020,22(4):1123-1141. (SCI一区,IF=4.673)
[11] Xue Deng, Chuangjie Chen*, A novel portfolio selection with prospect value constraint and distance measure of IFSs based on the improved entropy-weighted method [J].Journal of Intelligent and Fuzzy Systems 2020,39(3):3519-3543. (SCI三区,IF=1.851)
[12] Xue Deng*,Tao Lin, Chuangjie Chen, Comparison and Research on Diversified Portfolios with Several Entropy Measures Based on Different Psychological States [J]. Entropy 2020,22(10). (SCI二区,IF=2.419)
[13] Xue Deng*Yuying Liu, Ye Xiong, , Analysis on the Development of Digital Economy in Guangdong Province Based on Improved Entropy Method and Multivariate Statistical Analysis [J]. Entropy 2020,22(12). (SCI二区,IF=2.419)
[14] Xue Deng*, Wen Fang, A novel mean-variance-maverick DEA prospect cross-efficiency approach for fuzzy portfolio selection [J]. Journal of Intelligent & Fuzzy Systems, 2019,37:8113-8130. (SCI三区,IF=1.594)
[15] Xue Deng*, Guandong Liu, Research and comparison of uncertain portfolio selection model with background risk and mental accounts [J]. Journal of Intelligent & Fuzzy Systems, 2019, 37:7909-7921. (SCI三区,IF=1.594)
[16] Xue Deng*, Xueqin Pan, The research and comparison of multi-objective portfolio based on intuitionistic fuzzy optimization [J]. Computers & Industrial Engineering 2018, 124:411-421. (SCI一区,IF=5.518)
[17] Xue Deng*, Junfeng Zhao, Zhongfei Li, Sensitivity analysis of the fuzzy mean-entropy portfolio model with transaction costs based on credibility theory [J]. International Journal of Fuzzy Systems, 2018, 20(1):209-218. (SCI一区, IF=4.673, 他引2次)
[18] Xue Deng*, Jian Song, Junfeng Zhao, Zhongfei Li, The fuzzy tri-objective mean-semivariance- entropy portfolio model with layer-by-layer tolerance evaluation method paper [J]. Journal of Intelligent & Fuzzy Systems, 2018, 35(2):2391-2401. (SCI 三区, IF=1.594)
[19] X.L. Liu*, M. Yi, L. Han and X. Deng. A subspace clustering algorithm based on simultaneously sparse and low-rank representation [J], Journal of Intelligent and Fuzzy Systems, 2017, 33: 621-633. (SCI 三区, IF=1.851,他引1次)
[20] Xue Deng*, Gradually tolerant constraint method for fuzzy portfolio based on possibility theory [J], Information Sciences, 2014, 259:16-24. (SCI 一区, IF= 4.378, 他引16次)
[21] 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 一区, IF= 4.378,他引4次)
[22] Xue Deng*, Rongjun Li, A portfolio selection model with borrowing constraint based on possibility theory [J], Applied Soft Computing, 2012, 12:754-758. (SCI 一区, IF= 4.004, 他引14次)
[23] Xue Deng,Cuirong Huang*, Some new Results in Theory and Application on Positive Definiteness of Portfolio Covariance Matrix [J]. IAENG International Journal of Applied Mathematics 2021,51(1):1-6. (EI)
[24] Xue Deng*, Ying Liang, Jingtian Li, Chuangjie Chen, Synergy Degree Model Between Sci-tech Finance and Sci-tech Innovation Based on Correlation Matrix Weight in Guangdong [J]. IAENG International Journal of Applied Mathematics 2021,51(1). (EI)
[25] Xue Deng,Chuangjie Chen, Yanchun Wan*, A Novel Tolerantly Complete Layering Method for Fuzzy Mean-Variance-Skewness Portfolio Model within Transaction Costs [J]. IAENG International Journal of Applied Mathematics 2021,51(1). (EI)
[26] Xue Deng, Yingxian Lin*, Huidan Zhuang, Uncertain portfolio with fuzzy investment proportion based on possibilistic theory [J]. Engineering Letters 2021,29(2):803-812. (EI)
[27] Xue Deng, Yuying Liu, Huidan Zhuang, Zhanye Lin, Fuzzy Portfolio Model under Investors' Different Attitudes with Risk Adaptation Value Parameter Based on Possibility Theory [J].IAENG International Journal of Computer Science 2021,48(2). (EI)
[28] Xue Deng, Jiaxing Chen*, Comparison and Analysis of Novel Score-Variance Portfolio Models based on Methods for Ranking Fuzzy Numbers [J]. IAENG International Journal of Applied Mathematics 2021,51(3):1-11. (EI)
[29] Xue Deng, Cuirong Huang*, Yusheng Liu, Research on Mean-Variance-Efficiency Portfolio of Fuzzy DEA Based on Possibility Theory [J]. IAENG International Journal of Computer Science 2021,48(3):1-7. (EI)
[30] Xue Deng, Keyao Zheng*, Ye Xiong, Cluster Analysis Based on Indicator System on the Development of Digital Economy in Guangdong [J].IAENG International Journal of Applied Mathematics 2021,51(3):1-8. (EI)
[31] Yechun Yu, Xue Deng, Chuangjie Chen*, Kai Cheng, Research on fuzzy multi-objective multi-period portfolio by hybrid genetic algorithm with wavelet neural network [J]. Engineering Letters 2020,28(2):333-9. (EI)
[32] Yongkang Yuan, Xue Deng, Fuzzy Expected Value-Deviation Portfolio Selection with Riskless Asset Based on Credibility Measures [J]. Engineering Letters 2020,47(4):1-6. (EI)
[33] 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)
[34] 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)
[35] 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, 他引8次)
[36] 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, 他引4次)
[37] 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, 他引8次)
[38] Xiaolan Liu*, Zhifeng Hao, 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)
[39] Xue Deng*, Chuangjie Chen, Wen Fang, Junfen Zhao, Reform Practice and Exploration on Postgraduate Course in English Based on Portfolio and Risk Analysis [C].ACM International Conference Proceeding Series, p 502-506, May 25, 2021, CIPAE 2021. (EI)
[40] Junfeng Zhao, Xue Deng*, Yingxian Lin, Jinjia Lu, Multi-objective Enterprise Partner Selection Model with Different Relative Superiority Parameters Based on Particle Swarm Optimization [C].Advances in Intelligent Systems and Computing, v 1088, p 155-165, 2020, DPTA 2019. (EI)
[41] 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)
[42] Xue Deng*, Rongjun Li, Xiaolan Liu, Conditional mean and conditional variance for Ali-Mikhail-Hap copula [C], WICOM2008, 2008. (EI)
[43] 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)
[44] Junfeng Zhao, Xue Deng*, Lu Jinjia, Research on aviation maintenance quality management by fuzzy analytic hierarchy process with different weights, International Conference proceeding Series ICITEE, December 7, 2018. (EI)
[45] 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)
[46]邓雪,林影娴,基于改进粒子群算法的复杂现实约束投资组合研究[J]. 运筹与管理 2021,30(4):142-147. (CSSCI检索,被引1次)
[47] 赵俊峰,邓雪,方雯,基于熵权法的DEA/AR交叉效率知识化制造模式评价 [J]. 数学的实践与认识 2020,50(4):59-68. (中文核心)
[48]邓雪,陈创杰,沈璐,梁颖,基于Malmquist-DEA模型的科技金融绩效评价——以广东省为例[J],科技管理研究.2020. (CSSCI检索,被引4次)
[49] 庄惠丹,邓雪,基于前景理论的信息不完全的风险型多准则决策权重的研究——以广东省为例[J],数学的实践与认识.2020. (北大核心,被引2次)
[50] 邓雪*,庄慧丹,带有两种主观因素的模糊投资组合模型研究[J],运筹与管理.2019. (已接收,CSSCI检索)
[51] 邓雪*,江璐瑶,基于收益权重的均值-熵投资组合模型的研究[J],运筹与管理.2018. (已接收,CSSCI检索)
[52] 邓雪*.景气指标分类方法的理论研究与实例分析[J],统计与决策,2017,6:5-9.(CSSCI检索)
[53] 宋健,邓雪*.基于PSO-AFSA混合算法的模糊投资组合问题的研究[J],运筹与管理.2018,27(9):148-155. (CSSCI检索)
[54] 王灿杰,邓雪*.基于可信性理论的均值-熵-偏度投资组合模型及其算法求解[J],运筹与管理.2019, 28(2): 154-159.
[55] 邓雪*,江璐瑶,孙全德.多元统计分析方法的理论研究及应用分析[J],数学的实践与认识,2016,46(4):190-197.(中文核心)
[56] 庄慧丹,邓雪*.基于前景理论的信息不完全的风险型多准则决策权重的研究[J],数学的实践与认识.2019. (中文核心)
[57] 邓雪*,卢进佳.基于上可能性理论的模糊多期动态投资组合模型及算法研究[J],数学的实践与认识.2018. (中文核心)
[58] 邓雪*,赵俊峰,李荣钧.基于区间不等式满意指数的投资组合模型选择[J],统计与决策,第22期,145-147页,2010.(CSSCI检索)
[59] 邓雪*,赵俊峰,李荣钧.基于分目标乘除法的双目标投资组合模型的研究[J],统计与决策,第18期,167-169页, 2011.(CSSCI检索)
[60] 邓雪*,李家铭,曾浩健,陈俊羊,赵俊峰.层次分析法权重计算方法分析及其应用研究[J],数学的实践与认识,第42卷,第7期,93-100页,2012.(中文核心)
[61] 邓雪*.简单平均法预测误差平方和的进一步研究 [J].数学的实践与认识,2008,38(12):60-65.(中文核心)
[62] 邓雪*,赵俊峰.乘子法在确定组合预测非负权系数中的应用[J].数学的实践与认识,2008,38(18):77-81.(中文核心)
[63] 邓雪*,唐焕文.Conditional mean and conditional variance for two bivariate parametric copulas [J]. 应用数学,2005(S),18:189-194.(中文核心)
[64] 邓雪*,李荣钧.基于极大模理想点法的投资组合决策模型分析[J].经济数学,2010,27(3):47-52.(中文核心)
[65] 邓雪*,李荣钧.基于模糊遗传算法的自融资有效投资组合研究[J].经济数学,2009,26(4):91-96.(中文核心)
[66] 邓雪*,王妍超.带有梯形模糊数的均值-方差投资组合模型比较分析[J],经济数学,第28卷,第3期,49-54页,2011.(中文核心)
[67] 邓雪*.最优组合预测误差平方和取值范围的若干新结果[J].经济数学,2006,23(1):80-83.(中文核心)
[68] 邓雪*.最小风险组合证券非负投资比例系数的确定[J].纯粹数学与应用数学,2007,23(4):524-528. (中文核心)
奖励:
1、广东省“南粤优秀教师”,2021;
2、华南理工大学“教学名师”,2021;
3、2021广东省本科高校在线教学优秀课程案例“一等奖”,排名第一,广东省本科高等在线开放课程指导委员会;
4、2021广东省高等教育技术学术年会报告“一等奖”,广东省本科高校在线开放课程指导委员会;
5、“2016年度中国百篇最具影响优秀国内学术论文”,中国科学技术信息研究所,第一作者,引用次数:3948次,下载次数:57530(截止到2022.01.05);
6、“2013年度中国百篇最具影响优秀国内学术论文”,中国科学技术信息研究所,第一作者;
7、“广东省金融建模竞赛优秀指导教师”(广东省二等奖:学生庄慧丹等),2016;
8、华南理工大学“优秀博士学位论文”创新基金,2010;
9、华南理工大学“教学卓越奖”1次、“教学南光奖”1次;
10、华南理工大学“教学优秀二等奖”2次;
11、华南理工大学“教学成果二等奖”,负责人,2021;
12、华南理工大学“优秀研究生级主任”1次,“优秀本科生班主任”2次。
指导学生:
已经毕业8个硕士研究生,在读8个硕士研究生;4次荣获研究生“国家奖学金”。
学术任职:
1、“中国运筹学会不确定系统分会”第三届理事会理事;
2、国际刊物《European Journal of Operational Research》及《Applied Soft Computing》等学术杂志的论文评审者。
dxue@scut.edu.cn
华南理工大学四号楼