个人简介:
田博士,博士,现任湖南大学工商管理学院副教授,硕士研究生导师。2014年10月毕业于香港理工大学,获得哲学博士学位。2010年和2008年在湖南大学获得理学硕士和本科学位。其主要研究方向为高维高频金融数据分析、投资组合与风险控制理论和最优化的理论与算法。已在Journal of Global Optimization、Optimization Methods and Software、Optimization Letters和Journal of Industrial and Management Optimization等管理科学与运筹方向的国际SCI期刊上发表论文6篇。
Introduction:
Dr. Tian is an Assistant Professor in Business School of Hunan University and is the Supervisor of Master Degree. Dr. Tian received his PhD degree from HongKong Polytechnic University in 2014. Dr. Tian received his Maste’s degree and Bachelor’s degree from Hunan University in 2010 and 2008, respectively. Now, Dr. Tian focuses on the following research fields: High-dimensional and High-frequency financial data analysis, Portfolio and Risk Management, Optimal Theory and Numerical Methods and Logistic Management. Dr. Tian has published several research papers in Journal of Global Optimization、Optimization Methods and Software、Optimization Letters和Journal of Industrial and Management Optimization.
讲授课程:
高频金融计量分析
计量经济学(双语和全英文)
多元统计分析和SPSS应用(双语和全英文)
运筹学(双语和全英文)
Courses:
Financial Econometrics of High-frequency Data
Econometrics
Multivariate Statistical Analysis and Its Applications using SPSS
Operations Research
科研情况:
1:Tian Bo-Shi(田博士)*,Li Dong-Hui and Yang Xiao-Qi, An unconstrained differentiable penalty method for implicit complementarity problems, Optimization Methods and Software, 2016,31(4):775-790,(SCI)影响因子:1.624, 运筹学与管理科学(JCR)
2:Tian Bo-Shi(田博士)* and Yang Xiao-Qi, Smoothing power penalty method for nonlinear complementarity problems,Pacific Journal of Optimization,2016,12(2):461-484,(SCI)影响因子:1.079,运筹学与管理科学(JCR)
3:Tian, Bo-Shi(田博士)*, Yang, Xiao-Qi and Meng Kai-Wen, An interior-point$\ell_{\frac12}$-penalty method for the inequality constrained nonlinear optimization. Journal of Industrial and Management Optimization,2016,12(3):949-973, (SCI)影响因子:0.843,运筹学与管理科学(JCR)
4:Tian, Bo-Shi(田博士)*, Hu, Yao-Hua and Yang Xiao-Qi, A box-constrained differentiable penalty method for nonlinear complementarity problems. Journal of Global Optimization,2015,62(4):729-747,(SCI) 影响因子:1.355,运筹学与管理科学(JCR)
5:Li, Dong-Hui and Tian, Bo-Shi(田博士)*, n-step quadratic convergence of the MPRP method with a restart strategy, Journal of Computational and Applied Mathematics, 2011,235(17): 4978-4990. (通讯作者)(SCI)影响因子:1.112.
6:Dai, Zhi-Feng and Tian, Bo-Shi(田博士), Global convergence of some modified PRP nonlinear conjugate gradient methods, Optimization Letters,2011, 5 (4):615--630. (SCI)影响因子:0.952运筹学与管理科学(JCR)
科研项目:
1. 光滑化法方法求解互补问题以及在金融中的应用,湖南大学青年教师成长计划, 2015.01—2019.12,主持
2. 均衡约束规划的新型松弛算法及其应用研究(11601142),国家自然科学基金委,2017.01-2019.12, 主持
3. 高维高频金融数据的实证研究(2016M602412),博士后基金面上项目,2016.12-2018.2, 主持
Scientific research grants:
1. Smoothing Methods to Solve the complementarity Problems and Its Applications in Finance, Supported by the fundamental Research Funds for the Central Universities, 531107050790, 2015-2019, Principal Investigator(PI)
2. New Relaxed Algorithms for Studying Mathematical Programs with Complementarity Constraints and Their Applications, Supported by National Natural Science of China, 11601142,2017-2019. PI
3. Reweighted Penalized Methods for Estimating the Covariance Matrices of High-Dimensional and High-Frequency Financial Data, Supported by Postdoctoral Science Foundation, 2016M602412,2017-2018,PI