数量经济与商务统计系

秦中峰
教授

qin@buaa.edu.cn

教师个人主页

【个人简介】

北京航空航天大学经济管理学院教授、博士生导师、副院长。本科毕业于南开大学,博士毕业于清华大学。2009至2016年任北航经管学院讲师、副教授、博士生导师等,2016年起任教授。美国密歇根大学访问学者,曾赴香港城市大学、新加坡南洋理工大学进行短期交流。

国家级一流课程负责人,入选国家级青年人才、教育部新世纪优秀人才、“爱思唯尔”中国高被引学者等,获得教育部霍英东青年教师奖、第七届钟家庆运筹学奖、第九届运筹新人奖等,入选北京航空航天大学教学名师、首届青年拔尖人才等。现任中国系统工程学会理事和应急管理系统工程专业委员会秘书长,中国运筹学会智能计算分会副理事长、不确定系统分会常务理事,北京大数据协会常务理事,中国统计教育学会理事等。

主要研究领域为系统建模与优化、不确定决策、投资组合优化、风险管理、区间数据分析等。先后主持四项国家自然科学基金项目,参与国家自科基金重点项目与国家重点研发计划等多项。在Springer出版一部学术专著,在European Journal of Operational Research、Insurance Mathematics and Economics、IEEE Transactions on Fuzzy Systems、管理科学学报等期刊发表论文70余篇,其中SCI/SSCI检索期刊论文60余篇。

主持中央高校教育教学改革专项等教改项目,获得六项教学成果奖、“凡舟”基金课程教学团队、“凡舟”奖教金一等奖、蓝天科研新秀、第十六届“我爱我师”优秀教师奖、优秀硕士学位论文指导教师等。

【主讲课程】

为本科生讲授《应用统计学》(国家级一流课程,北航首批一流课程建设课)、《应用随机过程》(北航双百工程优质课程)。为MBA等专业硕士讲授《运筹与决策》、《管理统计》和《管理经济学》等学位必修课。

【主要科研项目】

基于区间数据的贝叶斯线性与非线性建模方法及其应用研究,国家自然科学基金面上项目,2021/01-2024/12,主持

不确定环境下引入金融对冲的库存决策模型及其优化研究,国家自然科学基金面上项目,2018/01-2021/12,主持

复杂不确定环境下鲁棒投资组合优化模型及决策研究,国家自然科学基金面上项目,2014/01-2017/12,主持

模糊随机环境下多阶段投资组合选择模型及决策研究,国家自然科学基金青年基金项目,2011/01-2013/12,主持

模糊随机环境下基于下方风险的多阶段投资组合模型与算法研究,教育部博士点基金,2011/01-2013/12,主持

【部分期刊论文】

[1] Wu R, Qin Zand Liu B. Connectedness between carbon and sectoral commodity markets: Evidencefrom China. Research in International Business and Finance 66 (2023) 102073.

[2] Xu M and Qin Z. A Bayesian parameterized method for interval-valued regression models. Statistics and Computing33 (2023) 67.

[3] Qin Z and Li Q. An uncertain support vector machine with imprecise observations. Doi 10.1007/s10700-022-09404-0.

[4] Xu M and Qin Z.How does vehicle emission control policy affect air pollution emissions? Evidence from Hainan Province, China. Science of the Total Environment 866 (2023) 161244.

[5] Wu R and Qin Z. Assessing the extreme risk spillovers to carbon markets from energy markets: evidence from China. Environmental Science and Pollution Research 30 (2023) 37894-37911.

[6] Du N, Yan Y and Qin Z. Analysis of financing strategy in coopetition supply chain with opportunity cost. European Journal of Operational Research 305 (2023) 85-100.

[7] Xu M and Qin Z. Bayesian framework for interval-valued data using Jeffreys’ prior and posterior predictive checking methods. Communications in Statistics - Simulation and Computation. https://doi.org/10.1080/03610918.2022.2076869.

[8] Xu M, Qin Z and Wei Y. Exploring the financing and allocating schemes for the Chinese green climate fund. Environment, Development and Sustainability 25 (2023) 2487-2508.

[9] Yan Y, Zhao Q, Qin Z and Sun G. Integration of development and advertising strategies for multi-attribute products under competition. European Journal of Operational Research 300 (2022) 490-503.

[10] Yan Y, Zhao Q, Qin Z and Lev B. Inter-competitor outsourcing: On the advantages of profit and product launching time. Transportation Research Part E 158 (2022) 102581.

[11] Dong S, Qin Z and Yan Y. Effects of online-to-offline spillovers on pricing and quality strategies of competing firms. International Journal of Production Economics 244 (2022) 108376.

[12] Xu M and Qin Z. A bivariate Bayesian method for interval-valued regression models. Knowledge-Based Systems 235 (2022) 107396.

[13] Wu R, Qin Z and Liu B.A systemic analysis of dynamic frequency spillovers among carbon emissions trading (CET), fossil energy and sectoral stock markets: Evidence from China. Energy 254 (2022) 124176.

[14] Dai Y and Qin Z. Multi-period uncertain portfolio optimization model with minimum transaction lots and dynamic risk preference. Applied Soft Computing 109 (2021) 107519.

[15] Xu M, Qin Z and Zhang S. Carbon dioxide mitigation co-effect analysis of clean air policies: lessons and perspectives in China’s Beijing-Tianjin-Hebei region. Environmental Research Letters 16(1) (2021) 015006.

[16] Wu R and Qin Z.Assessing market efficiency and liquidity: Evidence from China's emissions trading scheme pilots. Science of the Total Environment 769 (2021) 144707.

[17] Xu M and Qin Z. A novel hybrid ARIMA and regression tree model for the interval-valued time series. Journal of Statistical Computation and Simulation 91(5) (2021)1000-1015.

[18] Yao K and Qin Z. Barrier option pricing formulas of an uncertain stock model. Fuzzy Optimization and Decision Making 20(1) (2021) 81-100.

[19] Qin Z. Uncertain random goal programming. Fuzzy Optimization and Decision Making 17(4) (2018) 375-386.

[20] Qin Z. Random fuzzy mean-absolute deviation models for portfolio optimization problem with hybrid uncertainty. Applied Soft Computing 56 (2017) 597-603.

[21] Qin Z and Gao Y. Uncapacitated p-hub location problem with fixed costs and uncertain flows. Journal of Intelligent Manufacturing 28(3) (2017) 705-716.

[22] Gao Y andQin Z. A chance constrained programming approach for uncertain p-hub center location problem, Computers & Industrial Engineering 102 (2016) 10-20.

[23] Gao Y andQin Z. On computing the edge-connectivity of an uncertain graph.IEEE Transactions on Fuzzy Systems 24(4) (2016) 981-991.

[24] Qin Z.Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns.European Journal of Operational Research 245 (2015) 480-488.

[25] Yao K andQin Z. A modified insurance risk process with uncertainty.Insurance Mathematics and Economics 65 (2015) 227-233.

[26] Chen M, Wang H andQin Z. Principal component analysis for probabilistic symbolic data: A more generic and accurate algorithm. Advances in Data Analysis and Classification 9 (2015) 59-79.

[27] Li X andQin Z. Interval portfolio selection models within the framework of uncertainty theory. Economic Modelling 41 (2014) 338-344.

[28] Qin Z andKar S. Single-period inventory problem under uncertain environment.Applied Mathematics and Computation 219(18) (2013) 9630-9638.

[29] Li X, Shou B and Qin Z. An expected regret minimization portfolio selection model. European Journal of Operational Research 218(2) (2012) 484-492.

[30] Wen M, Qin Z andKang R. Sensitivity and stability analysis in fuzzy data envelopment analysis. Fuzzy Optimization and Decision Making 10(1) (2011) 1-10.

[31] Li X, Qin Z, Yang L andLi K. Entropy maximization model for trip distribution problem with fuzzy and random parameters. Journal of Computational and Applied Mathematics 235(8) (2011) 1906-1913.

[32] Qin Z, Bai M andRalescu D. A fuzzy control system with application to production planning problem. Information Sciences 181 (2011) 1018-1027.

[33] Li X, Qin Z and Yang L. A chance-constrained portfolio selection model with risk constraints.Applied Mathematics and Computation 217 (2010) 949-951.

[34] Qin Z and Ji X, Logistics network design for product recovery in fuzzy environment, European Journal of Operational Research 202 (2010) 479-490.

[35] Li X, Qin Z and Kar S. Mean-variance-skewness model for portfolio selection with fuzzy parameters. European Journal of Operational Research 202 (2010) 239-247.

[36] Qin Z and Gao X.Fractional Liu process with application to finance.Mathematical and Computer Modeling 50 (2009) 1538-1543.

[37] Qin Z,Li X and Ji X.Portfolio selection based on fuzzy cross-entropy. Journal of Computational and Applied mathematics 228 (2009) 139-149.

[38] Qin Z and Li X.Option pricing formula for fuzzy financial market. Journal of Uncertain Systems 2 (2008) 17-21.