运筹与管理系列报告

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运筹与管理系列报告之一

365bet体育在线:2019614日 下午3

  

地点:管理学院506会议室

  

主要内容:共享经济环境下管理决策问题研究

  

报告人概况:

樊治平,东北大学工商管理学院博士生导师,教授,主要研究方向:管理决策分析,常识管理,信息管理。国家教育部长江学者特聘教授,国家杰出青年科学基金获得者,享受国务院政府特殊津贴,中国运筹学会企业运筹学分会常务理事,国际信息系统协会中国分会理事,辽宁省数量经济学会常务理事,辽宁省系统工程学会理事兼常务副秘书长,沈阳市委市政府决策决策咨询委员会委员。主持多项国家基金项目,发表论文400余篇。

  

运筹与管理系列报告之二

365bet体育在线:2019615日 下午3

  

地点:管理学院506会议室

  

主要内容:大数据包含的信息比普通数据多得多,为人们更好地理解金融风险提供了新的空间。在本次演讲中,大家使用了四项实证研究来展示大数据如何帮助大家更清楚地了解风险背后的利益相关者行为。这四项研究包括揭示中国股市的知情交易行为,阐明机构投资者的稳定力量,找出沪港通后风险增加的原因,比较地方和非地方信贷员的效率。这些例子告诉大家,大数据可以让人们对金融风险有更深刻的认识,决策者可以根据从大数据中得到的正确逻辑做出正确的决策。

 

报告题目:Understanding Financial Risks Better with Big Data

Big data contain much more information than ordinary data, they offer a new space for people to understand financial risks better. In this talk, we use four empirical studies to show how big data could help us to see clearer about stakeholders behavior behind risks. The four studies include revealing the informed trading behaviors in China's stock markets, iillustrating the stability power of institutional investors, identifying the reason behind risk increasing after Shanghai-Hong Connect, and comparing the efficiency of local and nonlocal loan officers. These examplestell us that big data couldgivea deep understanding about financial risks, thusdecision-makers may make right policies based on the correct logic obtained from big data.

  

报告人概况:

杨晓光,1986年清华大学本科毕业、1993年清华大学博士毕业、1993年至1995年在中国科学院系统365bet体育在线官网所做博士后。现任中国科学院数学与系统365bet体育在线官网院研究员、博导,中国科学院管理决策与信息系统重点实验室副主任,中国科学院预测365bet体育在线官网中心副主任,长沙理工大学经济与管理学院湖湘学者特聘教授。20101212日被湖南省人民政府选聘为芙蓉学者特聘教授(第六批)。杨晓光教授是中国青年科技奖、国家杰出青年基金、北京市科学技术进步一等奖、教育部科学技术进步一等奖、茅以升青年科技奖等奖项的获得者,国务院特殊贡献专家。

主研方向:风险管理、资产选择与优化、宏观经济分析、组合优化

  

运筹与管理系列报告之三

报告365bet体育在线:2019619号下午14:00

  

报告地点:管理学院506会议室

 

一、曹志刚

报告题目:Cooperative Functions

报告摘要:We study a common scenario in industry where returns to scale are nondecreasing and thus full cooperation via pooling all the resources together among relevant firms is usually the most efficient way of production. This scenario is often modelled as a class of cooperative games, referred to as resource pooling games. We argue that resource pooling games could be better understood via directly analyzing the underlying functions that are referred to as the cooperative functions than via analyzing the induced cooperative games. By combining the pioneering works of Sharkey and Telser (1978) and Aubin (1981), we provide a framework for analyzing cooperative functions. We focus on cooperative functions that are supportable in that nonemptiness of the core is guaranteed for all related resource pooling games, and argue that Aubin core can be adapted to study cooperative functions and has several remarkable advantages over the core. We characterize concave supportable functions and convex supportable function. We find that a cooperative function always derives a convex game if and only if it is ultramodular (i.e., supermodular and coordinate-wise convex). Various related solution concepts, including unnormalized Aubin core and PMAS, are studied. We also provide several applications of this framework, including linear production games, EOQ games, and newsvendor games.

报告人概况:曹志刚,北京交通大学经济管理学院教授。2010年毕业于中科院数学与系统365bet体育在线官网院并留院任助理研究员。20179月加盟北京交通大学经济管理学院,任“卓越百人计划”教授。主要研究兴趣为博弈论及其应用,包括网络博弈和算法博弈论等。在相关领域主流刊物发表论文20余篇,包括Operations ResearchGames and Economic BehaviorJournal of Mathematical Economics, Social Choice and Welfare, International Journal of Game Theory Theoretical Computer Science等期刊以及ACM Economics & Computation等会议。获中国信息经济学理论贡献奖、系统科学与系统工程青年科技奖、中国决策科学青年科技奖和关肇直青年研究奖。任中国运筹学会博弈论分会副秘书长、中国运筹学会排序论分会副秘书长、中国运筹学会和中国系统工程学会青年工作委员会委员等。

  

二、马骋

报告题目:Procurement auction contract design for heterogeneous suppliers with reservation profits consideration

报告摘要:We consider a two-echelon supply chain system with one retailer with risk preference and two heterogeneous suppliers with different costs and reservation profits. In the system, the retailer's risk preference is quantified by the value-at-risk (VaR) measure and two suppliers compete the retailer's order with individual reservation profit. For the supply chain coordination, we propose optimal two-part contracting auction mechanism, with which, channel coordination can be achieved and hence Pareto improvement conditions can be illustrated in symmetric and asymmetric information scenarios. In addition, we characterize the effects of information asymmetry on the optimal decisions and derive insights to the value of information sharing.

报告人概况:马骋,香港理工大学博士,青岛大学特聘教授,硕士生导师,新加坡南洋理工大学、香港理工大学、台湾成功大学、台湾交通大学访问学者。主持国家自然科学基金、教育部人文社会科学项目、国家博士后面上资助项目、山东省博士后创新基金等多项科研基金。在国际权威学术期刊Omega, IEEE Transactions on System, Mans and Cybertics: System,Journal of Global Optimization, Journal of Computational Applied and Mathematics, Journal of Industrial Management and OptimizationApplied Mathematics and ComputationSCI/SSCI检索学术期刊发表论文十余篇,获得山东省社会科学优秀成果奖,山东省高等学校人文社科成果奖一等奖二等奖各一项。

  

三、杜刚

报告题目:Routing and Scheduling management in Home Care Services

报告摘要:Routing and scheduling arrangements of home care are often affected by some unexpected events such as cancellation of services, demand for emergency care and medical device failures. The above-mentioned events may lead to medical scheduling conflicts, and therefore might reduce patient satisfaction degree due to the delayed service. We establish an effective real-time scheduling model and propose an improved memetic algorithm. Finally, we analyze the practical effect of dispatching decision and put forward the recommendations for future research directions.

报告人概况:杜刚,博士,毕业于上海交通大学,2011年至2013年在National University of Singapore担任博士后研究员,现为华东师范大学经济与管理学部教授。主要研究领域:服务运作管理、物流与供应链管理和大数据商业分析等。受邀担任中国管理科学与工程学会理事、中国运筹学会排序分会理事、中国运筹学会医疗运作管理分会副秘书长和四本国际学术期刊编委。第五届、第九届“全国百篇优秀管理案例”获得者,入选“上海市浦江人才计划”。主持国家自然科学基金面上项目、教育部人文社科青年项目等各类项目20余项,参与完成国家自然科学基金重点项目1项,获得中国计算机App著作权1项,出版学术专著2部,在国内外SCI/SSCI权威期刊Journal of Combinatorial OptimizationEnergy PolicyAccident Analysis and PreventionMaritime Policy & ManagementApplied EnergyComputers in Biology and Medicine等发表学术论文40余篇,其中ESI“高被引论文”1篇、“热点论文”1篇。

  

  

  

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