Rchr
J-GLOBAL ID：201201002588083647   Update date: Oct. 11, 2024

XU CHUNHUI

XU CHUNHUI
Affiliation and department：
Chiba Institute of Technology

About Chiba Institute of Technology


Job title： Professor
Research field  (6)： Business administration ,  Money and finance ,  Economic statistics ,  Safety engineering ,  Social systems engineering ,  Statistical science
Research keywords  (6)： マネジメント意思決定 ,  最適化理論 ,  Managerial Decision Science ,  Computational Intelligence in Optimization and Forecasting ,  Financial Engineering ,  金融工学, 金融リスクマネジメント,金融投資,最適化理論,マネジメント意思決定
Research theme for competitive and other funds  (17)：
  • 2019 - 2023 確率計画問題におけるシナリオ生成法と効率的解法の開発
  • 2019 - 2022 投資時間の不確実性を取り入れたポートフォリオ選択問題に関する研究
  • 2016 - 2019 多段階確立計画問題に対する効率的解法の開発と社会システムへの応用
  • 2012 - 2015 Development of solution methods for large-scale stochastic programming problems and their application to risk management for investment and operation problems
  • 2011 - 2014 Research on financial risk management methods based on new risk measures and their applications
Show all
Papers (88)：
  • Chunhui Xu, Yinyu Ye. Optimization of Asset Allocation and Liquidation Time in Investment Decisions with VaR as a Risk Measure. Computational Economics. 2023
  • Kosuke Tezuka, Yanli Huo, Chunhui Xu, Takayuki Shiina. BRANCH-AND-PRICE FOR SPLIT DELIVERY VEHICLE ROUTING PROBLEM. ICIC Express Letters. 2022. 16. 8. 835-840
  • Yanli Huo, Chunhui Xu, Takayuki Shiina. Period value at risk and its estimation by Monte Carlo simulation. Applied Economics Letters. 2021. 1-5
  • Yanli Huo, Chunhui Xu, Takayuki Shiina. Modeling and solving portfolio selection problems based on PVaR. Quantitative Finance. 2020. 20. 12. 1889-1898
  • Chao Gong, Chunhui Xu, Masakazu Ando, Xiangming Xi. A new method of portfolio optimization under cumulative prospect theory. Tsinghua Science and Technology. 2018. 23. 1. 75-86
ｍore...
MISC (12)：
  • Aguilar, P.R.C., Xu, C. Modeling and optimization of Insurance policies. Proc. of The 51st annual meeting of the International Society for the Systems Sciences. 2007
  • Aguilar, P.R.C., Xu, C. Modeling and optimization of Insurance policies. Proc. of The 51st annual meeting of the International Society for the Systems Sciences. 2007
  • J. Wang, C. Xu, N. Shiba. Short-term relationship between Japan and U.S.A. stock indices. Preprint. of the Fall National Conference of Japan Society for Management Information. 2006. 384-387
  • C. Xu. Models and Strategies for Dynamic Portfolio Management. Preprint. of the Fall National Conference of Japan Society for Management Information. 2006. 132-135
  • J. Wang, C. Xu, N. Shiba. Short-term relationship between Japan and U.S.A. stock indices. Preprint. of the Fall National Conference of Japan Society for Management Information. 2006. 384-387
ｍore...
Books (2)：
  • PVaR: A New Risk Measure for Financial Investments
    Springer 2022
  • Risk Management in Finance and Logistics
    Springer 2018
Lectures and oral presentations  (8)：
  • Market risk management based on Value at Risk
    (Asian Workshop on Real Investment Strategy and Risk Analysis (AWRIS2012) 2012)
  • Risk measures and control in finance
    (2011)
  • Evoluation of risk measures and related risk management problems
    (2010)
  • Challenging issues in two kinds of financial markets
    (2010)
  • Financial risk evaluation and control with VaR as risk measure
    (2009)
ｍore...
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 - 2024/03 Chiba Institute of Technology Faculty of Social Systems Science, Department of Risk Science in Finance and Management Professor
Committee career (25)：
  • 2008/09 - 現在 Innovative Computing, Information and Control International(ICIC International) Member of Program Committee, ICICIC2008, 2009, 2010, 2011, 2012
  • 2019/06 - 2019/06 The Japan Society for Management Information(JASMIN)
  • 2019/06 - 2019/06 経営情報学会(JASMIN) 2019年春季全国研究発表大会(於千葉工業大学) 実行委員長
  • 2019/03 - 2019/03 The Operations Research Society of Japan
  • 2019/03 - 2019/03 日本オペレーションズ・リサーチ学会(ORSJ) 2019年春季研究発表会(於千葉工業大学)プログラム委員
Show all
Association Membership(s) (10)：
日本ファイナンス学会 ,  Asian Association of Management Science and Applications ,  Innovative Computing, Information and Control International(ICIC International) ,  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) ,  在日華人管理科学学会 ,  Innovative Computing, Information and Control International(ICIC International)
※ Researcher’s information displayed in J-GLOBAL is based on the information registered in researchmap. For details, see here.

Return to Previous Page

TOP

BOTTOM