Portfolio Optimization, Risk Analysis, Machine Learning, Financial Knowledge Graph

2015  University of Toronto  Doctor of Philosophy in Financial Mathematics    

2009  University of Toronto   Master of Mathematical Finance (MMF)                   

2006  University of Toronto   Bachelor of Science (Honors) in Actuarial Science

【1】    Zong, Kai, and Cuicui Luo. Optimal control analysis of a multigroup SEAIHRD model for COVID‐19 epidemic. Risk Analysis, 2022.

【2】    Zong Kai, Cuicui Luo. Reinforcement learning based framework for COVID-19 resource allocation. Computers & Industrial Engineering, 2022.167: 107960.

【3】    Karamoozian, A., Wu, D., Lambert, J. H., & Luo, Cuicui. Risk assessment of renewable energy projects using uncertain information. International Journal of Energy Research.2022

【4】    Wei, Can, and Cuicui Luo. A differential game design of watershed pollution management under ecological compensation criterion. Journal of Cleaner Production. 2020. 274: 122320.

【5】    Cuicui Luo. A comprehensive decision support approach for credit scoring[J]. Industrial Management & Data Systems, 2019.

【6】    Pan Y, Wu D, Luo Cuicui, et al. User activity measurement in rating-based online-to-offline (O2O) service recommendation. Information Sciences. 2019. 479: 180-196.

【7】    Cuicui Luo. A comparison analysis for credit scoring using bagging ensembles. Expert Systems. 2018. e12297.

【8】    Cuicui Luo, Wu D, Wu D. A deep learning approach for credit scoring using credit default swaps. Engineering Applications of Artificial Intelligence. 2017. 65: 465-470.

【9】    D. Wu, W. D.  Ding, A.  Koubaa, A.  Chaala and Cuicui Luo. Robust DEA to assess the reliability of methyl methacrylate-hardened hybrid poplar wood. Annals of Operations Research. 2017. 248(1-2), 515-529.

【10】Cuicui Luo and D. Wu. Environment and economic risk: An analysis of carbon emission market and portfolio management. 2016. Environmental Research. 2016. 149, 297-301.

【11】Cuicui Luo, L. Seco and L. Wu. Portfolio Optimization in Hedge Funds by OGARCH and Markov Switching Model. Omega, The International Journal of Management Science. 2015. 57, 34-39.

【12】Cuicui Luo and Luis Seco.  Stochastic correlation in risk analytics: a financial perspective. IEEE Systems Journal. 2015. 11(3): 1479-1485.

【13】Y. Choi, X. Ye, L. Zhao and Amanda Cuicui Luo. Optimizing enterprise risk management: a literature review and critical analysis of the work of Wu and Olson.  Annals of Operations Research. 2015. 1-20.

【14】D. Wu, Cui Cui Luo, H. Wang and J. R. Birge. Bi-level Programming Merger Evaluation and Application to Banking Operations. Production and Operations Management. 2016, 25(3): 498-515.

【15】D. Wu, Cui Cui Luo, L. Liang and A. Dolgui. Efficiency Evaluation Model with Constraint Resource: an Application to Banking Operations. Journal of the Operational Research Society. 2014. 65(1), 14-22.

【16】D. Wu, Cui Cui Luo, D. L. Olson.  Efficiency Evaluation for Supply Chains Using Maximin Decision Support. IEEE Transactions on Systems, Man and Cybernetics: Systems. 2014. 44(8), 1088-1097.

【17】D. Wu, D. L. Olson and Cui Cui Luo. A Decision Support Approach for Accounts Receivable Risk Management. IEEE Transactions on Systems, Man and Cybernetics: Systems. 2014. 44(12), 1624-1632.

【18】Y, Choi, N. Zhang, S. Chen, and Cui Cui Luo. Quantitative ecological risk analysis by evaluating China's eco-efficiency and its determinants. Human and Ecological Risk Assessment: An International Journal. 2013. 19(5), 1324-1337.

【19】J. Liu, S. Wang, D. Wu, Cui Cui Luo and Y. Yang. Risk Management Model of a Micro-Grid Wind Farm. Human and Ecological Risk Assessment: An International Journal. 2013. 19(5), 1404-1417.

【20】Cui Cui, Luo and D. Wu. Catastrophe risk analysis: A financial perspective. Human and Ecological Risk Assessment: An International Journal. 2013,19(5), 1372-1384.

【21】X. Zheng, X. Xu, Cui Cui Luo, Agent behaviors and coordinative mechanism, Kybernetes, 2012. 41(10), 1586 -1603.

【22】K. Xie, G. Chen, D. Wu, Cui Cui Luo ,Q. Wu, Entrepreneurial team's risk-based decision-making: A dynamic game analysis. International Journal of Production Economics. 2011. 134(1), 78-86.

【23】Cui Cui Luo, L. A. Seco, H. Wang, and D. Wu. Risk modeling in crude oil market: a comparison of Markov switching and GARCH models.  Kybernetes, 2010. 39(5), 750 - 769.

已指导学生

宗凯  博士研究生  070105-运筹学与控制论  

魏灿  博士研究生  070105-运筹学与控制论  

刘天宇  硕士研究生  070105-运筹学与控制论  

王新  硕士研究生  085400-电子信息  

贾文霞  硕士研究生  025200-应用统计  

程纯  硕士研究生  081203-计算机应用技术  

现指导学生

阮中杰  博士研究生  070105-运筹学与控制论  

孙宏博  硕士研究生  070105-运筹学与控制论  

石浩  博士研究生  081203-计算机应用技术  

陈戈  博士研究生  081203-计算机应用技术  

冯静波  硕士研究生  070105-运筹学与控制论  

杨望辰  硕士研究生  070105-运筹学与控制论  

张文昕  博士研究生  081203-计算机应用技术  

耿汝山  博士研究生  081203-计算机应用技术