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J-GLOBAL ID:201201002588083647   Update date: May. 03, 2020

CHUNHUI XU

CHUNHUI XU
Affiliation and department:
Research field  (6): Business administration ,  Money and finance ,  Economic statistics ,  Safety engineering ,  Social systems engineering ,  Statistical science
Research keywords  (3): Managerial Decision Science ,  Computational Intelligence in Optimization and Forecasting ,  Financial Engineering
Papers (40):
  • 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
  • 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
  • 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
  • YL.Huo, Chunhui Xu, K.Osaka, M.Huang. Period Value at Risk and its Estimation by Simulation. Information. 2014. 17. 6. 2605-2617
more...
Books (1):
  • Risk Management in Finance and Logistics
    Springer 2018
Lectures and oral presentations  (1):
  • Market risk management based on Value at Risk
    (Asian Workshop on Real Investment Strategy and Risk Analysis (AWRIS2012) 2012)
Education (2):
  • 1991 - 1995 Tokyo Institute of Technology
  • 1980 - 1990 Huazhong University of Science and Technology
Professional career (1):
  • Doctor in Engineering (Tokyo Institute of Technology)
Work history (1):
  • 2002/09/01 - 現在 Chiba Institute of Technology
Committee career (13):
  • 2006/11 - 現在 Japan Federation of Management related Academies Councilor
  • 2019/06 - 2019/06 The Japan Society for Management Information(JASMIN)
  • 2019/03 - 2019/03 The Operations Research Society of Japan
  • 2012/05 - 2017/03 Asian Association of Management Science and Applications
  • 2015/04 - 2015/06 The Japan Society for Management Information(JASMIN)
Show all
Association Membership(s) (6):
Asian Association of Management Science and Applications ,  Japan Federation of Management related Academies ,  Institute for Operations Research and the Management Sciences(INFORMS) ,  The Japan Society for Management Information(JASMIN) ,  The Operations Research Society of Japan ,  The Institute of Electrical and Electronics Engineers (IEEE)
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