基本信息

邓智斌  男    经济与管理学院
电子邮件: zhibindeng@ucas.edu.cn
通信地址: 北京市海淀区南一条3号教学楼N509
邮政编码: 100190

研究领域

运筹学; 数学优化;金融优化与模拟;量化投资

招生信息

   
招生专业
120100-管理科学与工程
025100-金融
070105-运筹学与控制论
招生方向
运筹学
量化投资

教育背景

2009-09--2013-12   美国北卡罗莱纳州立大学   研究生博士学位
2007-09--2009-07   清华大学数学科学系   研究生硕士学位
2003-08--2007-06   清华大学数学科学系   本科学士
学历
研究生

学位
工学博士

工作经历

   
工作简历
2020-11~现在, 中国科学院大学, 长聘助理教授
2017-12~2020-11,中国科学院大学经济与管理学院, 副教授
2014-04~2017-11,中国科学院大学经济与管理学院, 讲师

教授课程

金融中的优化与模拟方法
食品供应链管理
数据模型与决策4
金融工程
管理科学方法论与工具应用
运筹学
金融运筹学
金融优化与模拟

专利与奖励

   
奖励信息
(1) 最佳论文奖, 特等奖, 其他, 2017

出版信息

   
发表论文
(1) A branch-and-bound algorithm for solving max-k-cut problem, JOURNAL OF GLOBAL OPTIMIZATION, 2021, 通讯作者
(2) A branch-and-bound algorithm for solving max-k-cut problem, JOURNAL OF GLOBAL OPTIMIZATION, 2021, 通讯作者
(3) Globally solving extended trust region subproblems with two intersecting cuts, OPTIMIZATION LETTERS, 2020, 第 1 作者
(4) A LOW-DIMENSIONAL SDP RELAXATION BASED SPATIAL BRANCH AND BOUND METHOD FOR NONCONVEX QUADRATIC PROGRAMS, JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2020, 通讯作者
(5) Globally solving extended trust region subproblems with two intersecting cuts, OPTIMIZATION LETTERS, 2020, 第 1 作者
(6) A LOW-DIMENSIONAL SDP RELAXATION BASED SPATIAL BRANCH AND BOUND METHOD FOR NONCONVEX QUADRATIC PROGRAMS, JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2020, 通讯作者
(7) A sensitive-eigenvector based global algorithm for quadratically constrained quadratic programming, JOURNAL OF GLOBAL OPTIMIZATION, 2019, 通讯作者
(8) A sensitive-eigenvector based global algorithm for quadratically constrained quadratic programming, JOURNAL OF GLOBAL OPTIMIZATION, 2019, 通讯作者
(9) DC decomposition based branch-and-bound algorithms for box-constrained quadratic programs, OPTIMIZATION LETTERS, 2018, 通讯作者
(10) Argument division based branch-and-bound algorithm for unit-modulus constrained complex quadratic programming, JOURNAL OF GLOBAL OPTIMIZATION, 2018, 通讯作者
(11) A branch-and-cut algorithm using polar cuts for solving nonconvex quadratic programming problems, OPTIMIZATION, 2018, 第 1 作者
(12) GLOBALLY SOLVING QUADRATIC PROGRAMS WITH CONVEX OBJECTIVE AND COMPLEMENTARITY CONSTRAINTS VIA COMPLETELY POSITIVE PROGRAMMING, JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2018, 第 1 作者
(13) DC decomposition based branch-and-bound algorithms for box-constrained quadratic programs, OPTIMIZATION LETTERS, 2018, 通讯作者
(14) Argument division based branch-and-bound algorithm for unit-modulus constrained complex quadratic programming, JOURNAL OF GLOBAL OPTIMIZATION, 2018, 通讯作者
(15) A branch-and-cut algorithm using polar cuts for solving nonconvex quadratic programming problems, OPTIMIZATION, 2018, 第 1 作者
(16) GLOBALLY SOLVING QUADRATIC PROGRAMS WITH CONVEX OBJECTIVE AND COMPLEMENTARITY CONSTRAINTS VIA COMPLETELY POSITIVE PROGRAMMING, JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2018, 第 1 作者
(17) An eigenvalue decomposition based branch-and-bound algorithm for nonconvex quadratic programming problems with convex quadratic constraints, JOURNAL OF GLOBAL OPTIMIZATION, 2017, 第 2 作者
(18) An intuitionistic fuzzy set based S3VM model for binary classification with mislabeled information, Fuzzy Optimization and Decision Making, 2017, 第 1 作者
(19) A New Fuzzy Set and Nonkernel SVM Approach for Mislabeled Binary Classification With Applications, IEEE TRANSACTIONS ON FUZZY SYSTEMS, 2017, 第 3 作者
(20) An eigenvalue decomposition based branch-and-bound algorithm for nonconvex quadratic programming problems with convex quadratic constraints, JOURNAL OF GLOBAL OPTIMIZATION, 2017, 第 2 作者
(21) An intuitionistic fuzzy set based S3VM model for binary classification with mislabeled information, Fuzzy Optimization and Decision Making, 2017, 第 1 作者
(22) A New Fuzzy Set and Nonkernel SVM Approach for Mislabeled Binary Classification With Applications, IEEE TRANSACTIONS ON FUZZY SYSTEMS, 2017, 第 3 作者
(23) On linear conic relaxation of discrete quadratic programs, OPTIMIZATION METHODS & SOFTWARE, 2016, 通讯作者
(24) CARDINALITY CONSTRAINED PORTFOLIO SELECTION PROBLEM: A COMPLETELY POSITIVE PROGRAMMING APPROACH, JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2016, 通讯作者
(25) Soft Quadratic Surface Support Vector Machine for Binary Classification, ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH, 2016, 通讯作者
(26) AN EXTENDED MODEL FOR PROJECT PORTFOLIO SELECTION WITH PROJECT DIVISIBILITY AND INTERDEPENDENCY, JOURNAL OF SYSTEMS SCIENCE AND SYSTEMS ENGINEERING, 2016, 通讯作者
(27) QUADRATIC OPTIMIZATION OVER A POLYHEDRAL CONE, JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2016, 通讯作者
(28) Fuzzy quadratic surface support vector machine based on fisher discriminant analysis, JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2016, 第 4 作者
(29) REFORMULATIONS FOR PROJECT PORTFOLIO SELECTION PROBLEM CONSIDERING INTERDEPENDENCE AND CARDINALITY, PACIFIC JOURNAL OF OPTIMIZATION, 2016, 通讯作者
(30) On linear conic relaxation of discrete quadratic programs, OPTIMIZATION METHODS & SOFTWARE, 2016, 通讯作者
(31) CARDINALITY CONSTRAINED PORTFOLIO SELECTION PROBLEM: A COMPLETELY POSITIVE PROGRAMMING APPROACH, JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2016, 通讯作者
(32) Soft Quadratic Surface Support Vector Machine for Binary Classification, ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH, 2016, 通讯作者
(33) AN EXTENDED MODEL FOR PROJECT PORTFOLIO SELECTION WITH PROJECT DIVISIBILITY AND INTERDEPENDENCY, JOURNAL OF SYSTEMS SCIENCE AND SYSTEMS ENGINEERING, 2016, 通讯作者
(34) QUADRATIC OPTIMIZATION OVER A POLYHEDRAL CONE, JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2016, 通讯作者
(35) Fuzzy quadratic surface support vector machine based on fisher discriminant analysis, JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2016, 第 4 作者
(36) REFORMULATIONS FOR PROJECT PORTFOLIO SELECTION PROBLEM CONSIDERING INTERDEPENDENCE AND CARDINALITY, PACIFIC JOURNAL OF OPTIMIZATION, 2016, 通讯作者

科研活动

   
科研项目
( 1 ) 0-1二次约束二次优化问题的非凸二次松弛, 主持, 国家级, 2016-01--2018-12
( 2 ) 校所合作项目, 主持, 部委级, 2016-11--2019-03
( 3 ) 非凸0-1二次规划的非线性方法, 主持, 部委级, 2016-01--2019-03
( 4 ) 基于0-1二次优化的复杂网络关键节点挖掘问题, 主持, 部委级, 2019-01--2021-12

指导学生

现指导学生

李晓荷  硕士研究生  020204-金融学  

任增光  硕士研究生  025100-金融