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Wang Meihua

Gender:Female

Highest degree:PhD

College with the highest degree: Xian’Jiaotong University

The first-level disciplines:Applied Economics

Title:Professor

Position:Master Mentor/Doctor Mentor

Office phone:

Email: mhwang@xidian.edu.cn

Main research directions

Financial engineering, risk management.

Teaching

2017-2020,Online Finance, Chinese Course for Undergraduates [in Chinese]

2019-2020, Applied Statistics, Chinese Course for Undergraduates [in Chinese]

2019-2020, Computational Finance, Chinese Course for Postgraduates [in Chinese]

2020-2020, Financial Economics, Chinese Course for Postgraduates [in Chinese]

2020-2020, Financial Engineering, Chinese Course for Doctoral Students [in Chinese]

Education

2001.9-2005.7, School of science, Xi'an Jiaotong University, Information and Computing Science, Bachelor of science

2005.9-2012.9, School of science, Xi'an Jiaotong University, Computational Mathematics, Financial Computing Direction, Doctor of Science

Work Experience

2012.9-2017.3, School of Economics and Finance, Xi'an Jiaotong University, as an postdoctoral fellow, and as a Lecturer,

2014.7-2015.7, Department of Industrial Engineering and Operations Research, Columbia University, USA, as a Visiting Scholar

2017.3-present, School of Economics and Management, Xidian University, as an Associate Professor,

Honors

The third prize of thesis of the 14th excellent achievement of philosophy and social science in Shaanxi Province (3/4)

Paper Publishing

Aifan Ling*, Jie Sun, Meihua Wang*.Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set[J]. European Journal of Operational Research, 2020, 285(1): 81-95. (SCI、SSCI retrieval)

Zhihua Zhao, Fengmin Xu, Meihua Wang*, Cheng-yi Zhang. A sparse enhanced indexation model with l_{1/2} norm and its Alternating Quadratic Penalty method. Journal of the Operational Research Society, 2018,70(3), 433–445。 (SCI、SSCI检索)

Fengmin Xu, Meihua Wang*, Yu-Hong Dai, Dachuan Xu. A sparse enhanced indexation model with chance and cardinality constraints. Journal of Global Optimization,2018 , 70 (3) :1-21。 (SCI、SSCI retrieval)

Meihua Wang, Fengmin Xu*, Yu-Hong Dai. An index tracking model with stratified sampling and optimal allocation. Applied Stochastic Models in Business and Industry, 2018,34(2):144-157.    (SCI、SSCI retrieval)

Meihua Wang, Fengmin Xu*, Guan Wang. Sparse portfolio rebalancing model based on inverse optimization. Optimization Methods and Software, 2014, 2:297-309. (SCI retrieval)

MeihuaWang,ChengLi,HonggangXue, Fengmin Xu*. A new portfolio rebalancing model with transaction costs. Journal of Applied Mathematics, 2014, Article ID 942374: 1-7. (SCI、SSCI retrieval)

Meihua Wang, Chengxian Xu, Fengmin Xu*, HongangXue. A mixed 0-1 LP for index tracking problem with CVaR risk constraints. Annals of Operations Research, 2012, 196:591-609. (SCI retrieval)

Meihua Wang, Fengmin Xu*, Chengxian Xu. A Branch-and-Bound algorithm embedded with DCA for DC programming. Mathematical Problems in Engineering, 2012, Article ID 364607,16 pages. (SCI retrieval)

Project

Research on robust portfolio selection with sparse characteristics under uncertain environment (71501155), National Natural Science Foundation of China Youth Project, 2016 / 01-2018 / 12, 180 thousand yuan, as the person in charge (1/8).

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