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导师介绍--何勇
时间:2024-03-20    浏览量:

姓 名何勇

性 别

职 务数据科学与统计系主任

联系方式heyongmath@163.com

研究兴趣1、机器学习;2、智能计算;3、金融数据分析;

个人简历:

1982年出生, 教授、博士/博士后、硕士生导师,现任数据科学与统计系主任。主要研究领域为机器学习、智能计算、金融数据处理、投资组合。2017年丹麦奥尔堡大学做访问学者,2019年受聘为英国正版365官方网站硕士生导师。近年来,主持省部级科研项目8项、横向项目2项、省部级教改项目6项、校级教改课题4项,参与编写教材三部。指导的本科生荣获重庆市优秀毕业论文1项、指导学生参加全美大学生数学建模竞赛和中国统计建模竞赛获奖若干项、指导学生获批市级创业创业项目1项、指导学生获批校级创新创业项目3项。在《Applied Mathematical Letter》《Optimization》《Journal of Computational and Applied Mathematics》等期刊发表学术论文 30 余篇、发表教改论文10余篇,现为《 Optimization 》《AIMS Mathematics》《North American Journal of Economics and Finance》等期刊审稿人。

科研项目

[1] 基于不确定性环境下最优投资再保险问题研究(2022M712619),第71批博士后科学基金面上项目,2022.9-2024.9,主持。

[2] 基于鲁棒随机控制理论的一类最优投资再保险问题研究(CSTB2022NSCQ-MSX0256),重庆市科技局自然科学基金面上项目, 2022.8.1-2025.7.31,主持。

[3] 供应链金融创新助推成渝双城经济圈产业协同发展的理论逻辑与路径选择研究(CSTB2022TFII-OIX0005),重庆市科技局技术预见与制度创新项目,2022.7.1--2022.12.31,主持。

[4] 基于粗糙Heston模型的鲁棒投资再保险问题研究(KJZD-K202201502),重庆市教委科技项目重点课题,2022.10.1-2025.9.30,主持。

[5] 基于不确定信息的鲁棒投资问题研究(21SKGH260) ,重庆市教育委员会人文社科项目, 2021.9-2023.9,主持。

[6] 同类资产收益波动率跳的传染性模型及资产期权定价模型研究(KJQN201801529),重庆市教委科技项目,2018.9-2021.9,主持。

[7] 基于衍生品最优投资问题研究(JBK2007190),中央高校(西南财经大学)博士研究生科研项目,2019.1-2020.1,主持。

[8] 量子多方通信协议研究(KJ1713339),重庆市教委科技项目,2017.9-2019.9,主持。

科研论文

[1]Yong He(何勇),Bo Xu.Infinitely many periodic solutions of ordinary differential equations, Applied Mathematical Letter, 2014, 38:149-154. SCI检索.

[2]Yong He(何勇),Peimin Chen, A dynamic Heston local-stochastic volatility model and Legendre transform dual-asymptotic solution for optimal investment strategy problems with CARA utility ,Journal of Computational and Applied Mathematics,2023. SCI检索.

[3]Yong He(何勇),Peimin Chen.Optimal investment strategy with constant absolute risk aversion utility under an extended CEV model, Optimization.2022, 71(15):4603–4633. SCI检索.

[4]Yong He(何勇), Xia Zhou ,An analytical solution for the robust investment reinsurance strategy with general utilities, North American Journal of Economics and Finance,2022. 63,101789, SSCI/SCI检索.

[5]Yong He(何勇). Partial exact controllability for wave equations, System Control Letters, 2017, 103:45-49. SCI检索.

[6]Yong He(何勇). Switching controls for linear stochasti c differential systems,Mathematical Control and Related Fields, 2020, 10(2):443-454. SCI检索.

[7]Yong He(何勇),Minxing Luo. Controlled unknown quantum operations on hybrid systems, Chinese Physics B, 2016, 22(5):612-619. SCI检索.

[8]Yong He(何勇). Exact controllability for wave equati ons with switching controls, Taiwanese Journal of Mathematics, 2018, 46(4):144-171. SCI检索.

[9]Yong He(何勇),Dengsheng Chen,Mean field and n-insurers games for robust optimal reinsurance-investment in correlated markets. Journal of Industrial and Management Optimization,2022, SCI检索.

[10]Yu Jia, Liyun Su,Yong He(何勇,通讯作者), An efficient numerical method for the robust optimal investment problem with general utility functions, Journal of Industrial and Management Optimization,2023,19(8) :6200-6217. SCI检索.

[11]Dengsheng Chen,Yong He(通讯作者),Ziqiang Li,Robust optimal reinsurance-investment for alpha-maxmin mean-variance utility under Heston’s SV model,North American Journal of Economics and Finance, 67 (2023) 101921. SCI检索.

[12]Xia Zhou, Peimin Chen, Jiawei Zhang,Jingwen Tu,Yong He(何勇,通讯作者),The optimal investment-reinsurance strategies for ambiguity aversion insurer in uncertain environment, Journal of Industrial and Management Optimization, 2023,19(6) : 4551-4590. SCI检索.

[13]Yong He(何勇).The improved evolution paths to speed up quantum evolution,International Journal of Theoretical Physics,2016,45(12):202-209. SCI检索.

[14]Yong He(何勇),Minxing Luo. Hyper CNOT and hyper bell state analysis assisted by qua-ntum dots in double-side optical microcavities, International Journal of Theo-retical Physics, 2016, 41(11):312-321. SCI检索.

[15]Yong He(何勇).Decompositions of n-quit toffoli gates with linear complexity, International Journal of Theoretical Physics, 2017, 12(9):178-186. SCI检索.

[16]Chengjun Liu, Jingwen Tu,Yong He(何勇), Measurement of China’s Human Development Index and Analysis of Its Influencing Factors from the Perspective of New Development Concept, Social Indicators, Research,2023. SSCI检索.

[17] Jia Yin Peng andYong He(何勇),Cyclic Controlled Remote Implementation of Partially Unknown Quantum Operati ons,International Journal of Theoretical Physics, 2019 58:3065–3072. SCI检索.

[18] Jia Yin Peng andYong He(何勇), Annular Controlled Teleportation, International Journal of Theoretical Physics,2019, 58:3271-3281. SCI检索.

[19]卢整智,施晓燕,宋爱民,何勇,含均值结构变点时间序列的贝叶斯单位根检验,统计与决策,2023,2,11-14.CSCI检索.

[20]何勇,徐博. 带无界非线性项的两点边值振荡问题, 四川师范大学学报自然科学版, 2016,4.北大核心.

[21]何勇,徐博. 半线性椭圆方程Neumann问题的无穷多解, 四川师范大学学报自然科学版, 2017,5.北大核心.

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