个人介绍
姓名 吴柏毅 行政职务 投资与理财系主任
系别 投资与理财系 职称 副教授
办公电话 E-mail baiyiwu@outlook.com
  • 个人简介
  • 科研成果
  • 所获荣誉
  • 教授课程
  • 吴柏毅,7163银河主站线路检测云山青年学者,香港中文大学系统工程与工程管理学博士。2009年本科毕业于香港中文大学系统工程与工程管理学系,其后留校攻读博士学位并于2014年毕业。2014年至2016年在香港中文大学担任博士后研究员。研究领域为家庭金融、投资组合优化、非线性整数规划等。于学术期刊Mathematical Programming、SIAM Journal on Optimization与European Journal of Operational Research等发表论文多篇。


    Baiyi Wu received his bachelor and Ph.D. degrees in systems engineering and engineering management from the Chinese University of Hong Kong in 2009 and 2014, respectively. From 2014 to 2016, he was a post-doctoral research fellow in the Department of Systems Engineering and Engineering Management of the Chinese University of Hong Kong. He joined the Department of Applied Mathematics in the Finance School of the Guandong University of Foreign Studies in July 2016. His research interests include optimization, financial engineering and operations research.    


     

  • (1) Xiaojin Zheng, Baiyi Wu(*), and Xueting Cui
    "Cell-and-Bound Algorithm for Chance Constrained Programs with Discrete
    Distributions."
    European Journal of Operational Research (2017): 260(2), 421-431.

    (2) Yong Hsia, Baiyi Wu, and Duan Li(*).
    "New Reformulations for Probabilistically Constrained Quadratic Programs." European Journal of Operational Research 233.3 (2014): 550-556.

    (3) Baiyi Wu, Xiaoling Sun, Duan Li, and Xiaojin Zheng. 

    " Quadratic Convex Reformulations for Semi-Continuous Quadratic Programming."

    SIAM Journal on Optimization. 27.3 (2017): 1531-1553. 

    (4) Rujun Jiang, Duan Li and Baiyi Wu*) 

    "SOCP Reformulation for Generalized Trust Region Subproblem via a Canonical

    Form of Two Symmetric Matrices."

    Mathematical Programming. 1.2 (2017): 1-33.

    (5) Baiyi Wu and Rujun Jiang. 

    “Quadratic Convex Reformulations for Integer and Mixed-Integer Quadratic Programs”

    Optimization and Control for Systems in the Big-Data Era: Theory and Applications (Springer International Publishing, 2017) 


  • 2016 Fall: Calculus I, MATLAB and Mathematical Experiments
    2017 Spring: Financial Engineering, Asset Pricing

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