删除或更新信息,请邮件至freekaoyan#163.com(#换成@)
南开大学金融学院导师教师师资介绍简介-陈孝伟
本站小编 Free考研考试/2020-09-19
陈孝伟最高学历:博士研究生
职称:教授
E-mail:chenx@nankai.edu.cn
个人履历
工作经历: 2014.12-今 南开大学金融学院精算学系 副教授, 2011.7-2014.12 南开大学经济学院风险管理与保险学系 讲师教育背景:2007.9-2011.6 清华大学数学科学系 运筹学与控制论专业 数学博士2005.9-2007.6 南开大学数学科学学院 统计学专业 统计学学士社会兼职:2015-2019 中国运筹学会不确定系统分会 秘书长2015-2019 中国运筹学会不确定系统分会 常务理事2013-2016 国际不确定理论联合会 秘书长2013-2016 国际信息科学与管理科学学会 秘书长国际期刊《Journal of Uncertainty Analysis and Applications》副主编
研究成果
专著:heory of Uncertain Finance, Xiaowei Chen,拟计划由Springer 出版社出版。期刊论文:Rong Gao, Xiaowei Chen, Some Concepts and Properties of Uncertain Fields, Journal of Intelligent and Fuzzy Systems, DOI: 10.3233/JIFS-16314.Xiaowei Chen, Gyei-Kark Park Uncertain expected utility function and its risk premium Journal of Intelligent Manufacturing, to be published.(SCI)Xiaowei Chen, Uncertain Calculus with Finite Variation Processes, Soft Computing, to be published.(SCI)Yuhan Liu, Xiaowei Chen, and Dan A. Ralescu, Uncertain Currency Model and Currency Option Pricing, International Journal of Intelligent Systems, Vol.30, No.1, 40-51, 2015.(SCI, IF:1.467)Guangdong Tian, Hua Ke, Xiaowei Chen, Fuzzy cost-profit tradeoff model for locating a vehicle inspection station considering regional constraints, Journal of Zhejiang University-SCIENCE C (Computers & Electronics), Vol.15, No.12, 1138-1146, 2014. Zixiong Peng and Xiaowei Chen, Uncertain Systems Are Universal Approximators, Journal of Uncertainty Analysis and Applications, Vol.2, Article 13, 2014. Xiaowei Chen, Xiufang Li, and Dan Ralescu, A Note on Uncertain Sequence, International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, Vol.22, No.2, 305-314, 2014.(SCI).Xiaowei Chen, Jinwu Gao, Stability Analysis of Linear Uncertain Differential Equations, Industrial Engineering & Management Systems, Vol.12, No.1, 2-8, 2013.Xiaowei Chen, Dan A. Ralescu, Liu Process and Uncertain Calculus, Journal of Uncertainty Analysis and Applications, Vol.1, Article 3, 2013. Xiaowei Chen, Yuhan Liu, Dan A. Ralescu, Uncertain Stock Model with Periodic Dividends, Fuzzy Optimization and Decision Making, Vol.12, No.1, 111-123, 2013.(SCI, IF:1.488)Xiaowei Chen, Variation Analysis of Uncertain Stationary Independent Increment Processes, European Journal of Operational Research, Vol.222, No.2, 312-316, 2012.(SCI, IF:1.815)Kai Yao, Xiaowei Chen, A Numerical Method for Solving Uncertain Differential Equations, Journal of Intelligent & Fuzzy Systems, Vol.25, No.3, 825-832, 2013. (SCI, IF:0.556)Xiaowei Chen, Jinwu Gao, Uncertain Term Structure Model of Interest Rate, Soft Computing, Vol.17, No.4, 597-604, 2013.(SCI, IF:1.880)Xiaowei Chen, Dan A. Ralescu, B-Spline Method of Uncertain Statistics with Application to Estimating Travel Distance, Journal of Uncertain Systems, Vol.6, No.4, 256-262, 2012.Ke H., Ma W. and Xiaowei Chen, Modeling stochastic project time-cost trade-offs with time dependent activity durations, Applied Mathematics and Computation, Vo.218, No.18, Pages 9462–9469, 2012. (SCI, IF: 1.317)Xingfang Zhang, Xiaowei Chen, A New Uncertain Programming Model for Project Scheduling Problem, Information: An International Interdisciplinary Journal, Vol.15, No.10, 3901-3910, 2012.(SCI)Xiaowei Chen, Samarjit Kar, Dan A. Ralescu, Cross-Entropy Measure of Uncertain Variables, Information Sciences, Vol.201, 53-60, 2012.(SCI, IF:2.833)Wei Dai, Xiaowei Chen, Entropy of Function of Uncertain Variables, Mathematical and Computer Modelling, Vol.55, Nos.3-4, 754-760, 2012.(SCI, IF:1.346)Xiaowei Chen, American Option Pricing Formula for Uncertain Financial Market, International Journal of Operations Research, Vol.8, No.2, 32-37, 2011.Xiaowei Chen, Qin Z., A New Existence and Uniqueness Theorem for Fuzzy Differential Equations, International Journal of Fuzzy Systems, Vol.13, No.2, 148-151, 2011.(SCI, IF:1.157) (SCI)Xiaowei Chen, Wei Dai, Maximum Entropy Principle for Uncertain Variables, International Journal of Fuzzy Systems, Vol.13, No.3, 232-236, 2011.(SCI, IF:1.157)Xiaowei Chen, Dan A. Ralescu, A Note on Truth Value in Uncertain Logic, Expert Systems with Applications, Vol.38, pp.15582-15586, 2011.(SCI, IF:2.203)Xiaowei Chen, Baoding Liu, Existence and Uniqueness Theorem for Uncertain Differential Equations, Fuzzy Optimization and Decision Making, Vol.9, No.1, 69-81, 2010. (SCI, IF:1.488)
研究项目
主持:国家自然科学基金面上项目,不确定全面风险分析框架下的供应链风险建模与优化研究NO. **,2017-2020主持:国家自然科学基金青年项目,突发事件下应急车辆调度中的不确定风险评估与动态决策(NO. **),2014-2016主持:中央直属高校基本业务费,基于安全第一准则下的保险资产配置管理;,2014-2015主持:南开大学人文社会科学青年项目,负债现金流的不确定评估(NKQ1118),2011-2013参与:国家自然科学基金,保险公司经济资本预测与最优配置问题研究(NO.**),2016-2019参与:国家自然科学基金,非寿险定价与索赔准备金评估的分层模型研究(NO. **),2013-2016参与:国家自然科学基金,基于CBR/RBR融合模式的医疗决策代价敏感性研究(NO. **),2012-2015
个人殊荣
2007年获得南开大学优秀毕业生2008年北京奥运会火炬手2011年入选天津市首批用三年时间引进千名以上高层次人才项目2015年荣获中国运筹学会不确定系统分会钟家庆运筹学奖