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Name:QIN Zhongfeng
Tel No.:82339735  
Email:  qin@buaa.edu.cn
Title: Professor
personal homepage


【Research Interest】

Portfolio Optimization, Uncertain Programming, Risk Management, Uncertain Decision Making.

【Education Background】

2001/09 — 2005/07 Nankai University B.S.

2005/08 — 2009/07 Tsinghua University M.S. & Ph.D.

【Selected Publications】

[1] Gao Y, Qin Z*, A chance constrained programming approach for uncertain p-hub center location problem, Computers & Industrial Engineering 102 (2016) 10-20.

[2] Gao Y, Qin Z*, On computing the edge-connectivity of an uncertain graph, IEEE Transactions on Fuzzy Systems 24(4) (2016) 981-991.

[3] Qin Z, Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns, European Journal of Operational Research 245 (2015) 480-488.

[4] Yao K, Qin Z*, A modified insurance risk process with uncertainty, Insurance Mathematics and Economics 65 (2015) 227-233.

[5] Chen M, Wang H, Qin Z*, Principal component analysis for probabilistic symbolic data: A more generic and accurate algorithm, Advances in Data Analysis and Classification 9 (2015) 59-79.

[6] Li X, Qin Z*, Interval portfolio selection models within the framework of uncertainty theory, Economic Modelling 41 (2014) 338-344.

[7] Qin Z, Kar S, Single-period inventory problem under uncertain environment, Applied Mathematics and Computation 219(18) (2013) 9630-9638.

[8] Li X, Shou B, Qin Z, An expected regret minimization portfolio selection model, European Journal of Operational Research 218(2) (2012) 484-492.

[9] Wen M, Qin Z, Kang R, Sensitivity and stability analysis in fuzzy data envelopment analysis, Fuzzy Optimization and Decision Making 10(1) (2011) 1-10.

[10] Li X, Qin Z*, Yang L, Li K, Entropy maximization model for trip distribution problem with fuzzy and random parameters, Journal of Computational and Applied Mathematics 235(8) (2011) 1906-1913.

[11] Qin Z, Bai M, Ralescu D, A fuzzy control system with application to production planning problem, Information Sciences 181 (2011) 1018-1027.

[12] Li X, Qin Z*, Yang L, A chance-constrained portfolio selection model with risk constraints, Applied Mathematics and Computation 217 (2010) 949-951.

[13] Qin Z, and Ji X, Logistics network design for product recovery in fuzzy environment, European Journal of Operational Research 202 (2010) 479-490.

[14] Li X, Qin Z*, and Kar S, Mean-variance-skewness model for portfolio selection with fuzzy parameters, European Journal of Operational Research 202 (2010) 239-247.

[15] Z. Qin, X. Gao, Fractional Liu process with application to finance, Mathematical and Computer Modeling 50 (2009) 1538-1543.

[16] Z. Qin, X. Li, X. Ji, Portfolio selection based on fuzzy cross-entropy, Journal of Computational and Applied mathematics 228 (2009) 139-149.

[17] Z. Qin, X. Li, Option pricing formula for fuzzy financial market, Journal of Uncertain Systems 2 (2008) 17-21.