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J-GLOBAL ID:201201002588083647   Update date: Nov. 05, 2019

XU CHUNHUI

XU CHUNHUI
Affiliation and department:
Research field  (5): Statistical science ,  Social systems engineering/Safety system ,  Economic statistics ,  Money/Finance ,  Management
Research keywords  (3): Financial Engineering ,  Computational Intelligence in Optimization and Forecasting ,  Managerial Decision Science
Papers (26):
  • Chunhui Xu, Yanli Huo, Takayuki Shiina. Portfolio selection with unfixed investment timings. Proceedings of 21th Triennial Conference of the Int. Federation of Operational Research Societies. 2017
  • GONG, Chao; XU, Chunhui; WANG, Ji. An Efficient Adaptive Real Coded Genetic Algorithm to Solve the Portfolio Choice Problem Under Cumulative Prospect Theory. Computational Economics. 2017
  • Chao Gong, Chunhui Xu, Masakazu Ando. Portfolio optimization in single-period under cumulative prospect theory using genetic algorithms and bootstrap method. Proceedings of the 13th Int. Conference on Service Systems and Service Management (ICSSSM2016). 2016
  • Chunhui Xu, Xiaolin Huang,Yanli Huo,Shuning Wang. Solving the Value-at-Risk Minimization Model with Linear Programming Techniques. Asian Journal of Management Science and Applications. 2016. 2. 3. 228-244
  • YL.Huo, Chunhui Xu, K.Osaka, M.Huang. Period Value at Risk and its Estimation by Simulation. Information. 2014. 17. 6. 2605-2617
more...
MISC (14):
  • M. Huang, Y. Huo, C. Xu, X. Wang. Modeling risk control problems in VE under complicated situations and its solution method. Lecture Note in Operations Research. 2010. 12. 175-182
  • P.R.Calidorio, C.Xu. Pricing Participating Polices using optimization techniques. 2008. CD-ROM
  • J.Wang, C. Xu, A. INOUE. An Experiment of Control-theoretical Model in Dynamic Portfolio Management. Proc. of the 2nd International Conference on Innovative Computing,Information and Control. 2007. CD-ROM
  • Soft Approach for Optimization in Portfolio Management. 2007. CD-ROM
  • A soft approach for solving mixed optimization models. Proc. of The 51st annual meeting of the International Society for the Systems Sciences. 2007. CD-ROM
more...
Books (1):
  • Risk Management in Finance and Logistics
    Springer 2018
Lectures and oral presentations  (9):
  • Soft approach for hard optimization and its applications
    (2005)
  • Soft Approach for Hard Optimization and its Applications
    (2006)
  • Risk Measurement and Management in investment
    (2008)
  • Financial risk evaluation and control with VaR as risk measure
    (2009)
  • Challenging issues in two kinds of financial markets
    (2010)
more...
Education (2):
  • 1980 - 1990 Huazhong University of Science and Technology
  • 1991 - 1995 Tokyo Institute of Technology
Professional career (1):
  • Doctor in Engineering (Tokyo Institute of Technology)
Committee career (13):
  • 2005/04 - 2007/03 The Japan Society for Management Information(JASMIN)
  • 2005/04 - 2007/03 The Japan Society for Management Information(JASMIN)
  • 2006/11 - 現在 Japan Federation of Management related Academies Councilor
  • 2009/04 - 2009/07 The Japan Society for Management Information(JASMIN)
  • 2010/04 - 2010/07 The Japan Society for Management Information(JASMIN)
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Association Membership(s) (6):
The Institute of Electrical and Electronics Engineers (IEEE) ,  The Operations Research Society of Japan ,  The Japan Society for Management Information(JASMIN) ,  Institute for Operations Research and the Management Sciences(INFORMS) ,  Japan Federation of Management related Academies ,  Asian Association of Management Science and Applications
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