Operations Research, Mathematical Programming, Portfolio Management, Quantitative Finance

Ph.D. in Industrial and System Engineering, North Carolina State University, 2013

M.S. in Operations Research, Tsinghua University, 2009

B.S. in Applied Mathematics, Tsinghua University, 2007

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​2020-11 to now, School of Economics and Management, University of Chinese Academy of Sciences, Tenure Assistant Professor

2017-12 to 2020-11, School of Economics and Management, University of Chinese Academy of Sciences, Assoicate Professor

2014-04 to 2017-11, School of Economics and Management, University of Chinese Academy of Sciences, Assistant Professor

Food Supply Chain Management 2021

Optimization and Simulation Methods in Finance 2014–2021

Financial Engineering, 2019

Introduction to Operations Research 2018

Data, Model and Decision-Making 2017, 2021, 2022, 2023

   

1. Guo, Lei; Deng, Zhibin; A new augmented Lagrangian method for MPCCs -- Theoretical and numerical comparison with existing augmented Lagrangian methods, online first, Mathematics of Operations Research, 2021.
2. Lu, Cheng; Deng, Zhibin; A branch-and-bound algorithm for solving max-k-cut problem, Journal of Global Optimization, 81(2):367–389, 2021.
3. Deng, Zhibin; Fang, Shu-Cherng; Jin, Qingwei; Xing, Wenxun; Detecting copositivity of a symmetric matrix by an adaptive ellipsoid-based approximation scheme, European Journal of Operational Research, 229(1):21-28, 2013.
4. Tian, Ye; Fang, Shu-Cherng; Deng, Zhibin; Xing, Wenxun; Computable representation of the cone of nonnegative quadratic forms over a general second-order cone and its application to completely positive programming, Journal of Industrial and Management Optimization, 9(3):703-721, 2013.
5. Jin, Qingwei; Tian, Ye; Deng, Zhibin; Fang, Shu-Cherng; Xing, Wenxun; Exact computable representation of some second-order cone constrained quadratic programming problems, Journal of the Operations Research Society of China, 1(1):107-134, 2013.
6. Guo, Xiaoling; Deng, Zhibin; Fang, Shu-Cherng; Xing, Wenxun; Quadratic optimization over one first-order cone, Journal of Industrial and Management Optimization, 10:945-963, 2014.
7. Deng, Zhibin; Fang, Shu-Cherng; Jin, Qingwei; Lu, Cheng; Conic approximation to nonconvex quadratic programming with convex quadratic constraints, Journal of Global Optimization, 61(3):459-478, 2015.
8. Deng, Zhibin; Bai, Yanqin; Fang, Shu-Cherng; Tian, Ye; Xing, Wenxun; A branch-and-cut approach to portfolio selection with marginal risk control in a linear conic programming framework, Journal of Systems Science and Systems Engineering, 22(4):385-400, 2013.
9. Guo, Xiao-ling; Deng, Zhi-bin; Fang, Shu-Cherng; Wang, Zhen-bo; Xing, Wen-xun; Quadratic optimization over a second-order cone with linear equality constraints, Journal of the Operations Research Society of China, 2(1):17-38, 2014.
10. Luo, Jian; Deng, Zhibin; Bulatov, Dimitri; Lavery, John E; Fang, Shu-Cherng; Comparison of an L1-regression-based and a RANSAC-based planar segmentation procedure for urban terrain data with many outliers, Image and Signal Processing for Remote Sensing XIX, 8892:09, 2013.
11. Deng, Zhibin; Lavery, John E; Fang, Shu-Cherng; Luo, Jian; ℓ1 Major Component Detection and Analysis (ℓ1 MCDA) in Three and Higher Dimensional Spaces, Algorithms, 7(3):429-443, 2014.
12. Zhou, Jing; Deng, Zhibin; Fang, Shu-Cherng; Xing, Wenxun; Detection of a copositive matrix over a $p$-th order cone, Pacific Journal of Optimization, 10(3):593-611, 2014.
13. Tian, Ye; Jin, Qingwei; Deng, Zhibin; Quadratic optimization over a polyhedral cone, Journal of Industrial & Management Optimization, 12(1):269-285, 2016.
14. Li, Xingmei; Fang, Shu-Cherng; Guo, Xiaoling; Deng, Zhibin; Qi, Jianxun; An extended model for project portfolio selection with project divisibility and interdependency, Journal of Systems Science and Systems Engineering, 25(1):119-138, 2016.
15. Luo, Jian; Fang, Shu-Cherng; Bai, Yanqin; Deng, Zhibin; Fuzzy quadratic surface support vector machine based on Fisher discriminant analysis, Journal of Industrial Optimization and Management, 12(1):357–373, 2016.
16. Tian, Ye; Shu-Cherng, Fang; Deng, Zhibin; Qingwei, Jin; Cardinality constrained portfolio selection problem: A completely positive programming approach, Journal of Industrial and Optimization Management, 12(3):1041–1056, 2016.
17. Nie, Tiantian; Fang, Shu-Cherng; Deng, Zhibin; Lavery, John E; On linear conic relaxation of discrete quadratic programs, Optimization Methods and Software, 31(4):737-754, 2016.
18. Lu, Cheng; Deng, Zhibin; Jin, Qingwei; An eigenvalue decomposition based branch-and-bound algorithm for nonconvex quadratic programming problems with convex quadratic constraints, Journal of Global Optimization, 67(3):475-493, 2017.
19. Li, Xingmei; Huang, Yao-Huei; Fang, Shu-Cherng; Deng, Zhibin; Reformulations for project portfolio selection problem considering interdependence and cardinality, Pacific Journal of Optimization, 12(2):355-366, 2016.
20. Luo, Jian; Fang, Shu-Cherng; Deng, Zhibin; Guo, Xiaoling; Soft quadratic surface support vector machine for binary classification, Asia-Pacific Journal of Operational Research, 33(6):1650046, 2016.
21. Lu, Cheng; Deng, Zhibin; Zhang, Wei-Qiang; Fang, Shu-Cherng; Argument division based branch-and-bound algorithm for unit-modulus constrained complex quadratic programming, Journal of Global Optimization, 70(1): 171-187, 2018.
22. Tian, Ye; Sun, Miao; Deng, Zhibin; Luo, Jian; Li, Yueqing; A new fuzzy set and nonkernel SVM approach for mislabeled binary classification with applications, IEEE Transactions on Fuzzy Systems, 25(6):1536-1545, 2017.
23. Lu, Cheng; Deng, Zhibin; DC decomposition based branch-and-bound algorithms for box-constrained quadratic programs, Optimization Letters, 12(5):985-996, 2018.
24. Deng, Zhibin; Fang, Shu-Cherng; Lu, Cheng; Guo, Xiaoling; A branch-and-cut algorithm using polar cuts for solving nonconvex quadratic programming problems, Optimization, 67(2):359-375, 2018.
25. Tian, Ye; Deng, Zhibin; Luo, Jian; Li, Yueqing; An intuitionistic fuzzy set based S3VM model for binary classification with mislabeled information, Fuzzy Optimization and Decision Making, 17(4):475-494, 2018.
26. Deng, Zhi-Bin; Tian, Ye; Lu, Cheng; Xing, Wen-Xun; Globally solving quadratic programs with convex objective and complementarity constraints via completely positive programming, Journal of Industrial & Management Optimization, 14(2):625-638, 2018.
27. Lu, Cheng; Deng, Zhibin; Zhou, Jing; Guo, Xiaoling; A sensitive-eigenvector based global algorithm for quadratically constrained quadratic programming, Journal of Global Optimization, 73(2):371-388, 2019.
28. Lu, Cheng; Deng, Zhibin; Fang, Shu-Cherng; Jin Qingwei; Xing, Wenxun; Fast computation of global solutions to the single-period unit commitment problem, Journal of Combinatorial Optimization, online first, 2019.
29. Zhou, Jing; Deng, Zhibin; A low-dimensional SDP relaxation based spatial branch and bound method for nonconvex quadratic programs, Journal of Industrial & Management Optimization, 16(5):2087-2102, 2020.
30. Deng, Zhibin; Lu, Cheng; Tian, Ye; Luo, Jian; Globally solving extended trust region subproblems with two intersecting cuts, Optimization Letters, 14(3):1855–1867, 2020.

Recently I’m interested in various approaches to making data-driven decisions in the context of revenue management, including dynamic programming and machine learning.

My research is also broadly related to mathematical optimization.

Students under supervision

WU, Hongxu, PhD in Management Science & Economics

RAN, Qin, PhD in Management Science

LI, Shaoze, Master in Management Science

LI, Xiaohe  Master in Finance 

REN, Zengguang  Master in Finance