【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。
入选国家级青年人才、教育部新世纪优秀人才等,连续上榜“爱思唯尔”中国高被引学者,担任国家级一流课程负责人,获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。现任中国统计教育学会常务理事、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秘书长、北京大数据协会常务理事等。
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、复杂数据统计建模与应用研究等。先后主持5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、Statistics and Computing、管理科学学报等期刊发表论文80余篇,其中SCI/SSCI检索期刊论文70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)、《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】
国家自然科学基金面上项目,基于区间时序数据的统计建模方法及其应用研究,2025-2028,项目负责人
国家自然科学基金面上项目,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,2021-2024,项目负责人
国家自然科学基金面上项目,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,2018-2021,项目负责人
国家自然科学基金面上项目,复杂不确定环境下鲁棒投资组合优化模型及决策研究,2014-2017,项目负责人
国家自然科学基金青年基金项目,模糊随机环境下多阶段投资组合选择模型及决策研究,2011-2013,项目负责人
教育部博士点基金,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,2011-2013,项目负责人
【部分期刊论文】
[1]Song Z, Qin Z* and Liu T, Has the low sulfur strategy benefited the maritime supply chain? Transportation Research Part D 136 (2024) 104448.
[2]Wu R, Li B and Qin Z*, Spillovers and dependency between green finance and traditional energy markets under different market conditions. Energy Policy 192 (2024) 114263.
[3]Song Z, Qin Z* and Liu T, Implications of counterfeiting and differentiation on online knowledge services with suitability upgrades. Journal of Retailing and Consumer Services 78 (2024) 103787.
[4]Tian W and Qin Z*, The minimum covariance determinant estimator for interval-valued data. Statistics and Computing 34(2) (2024) 80.
[5]Wu R and Qin Z*, Asymmetric volatility spillovers among new energy, ESG, green bond and carbon markets. Energy 292 (2024) 130504. (ESI Highly Cited Paper)
[6]Wu R, Qin Z* and Liu B. Connectedness between carbon and sectoral commodity markets: Evidence from China. Research in International Business and Finance 66 (2023) 102073.
[7]Xu M and Qin Z*. A Bayesian parameterized method for interval-valued regression models. Statistics and Computing 33(3) (2023) 67.
[8]Qin Z* and Li Q. An uncertain support vector machine with imprecise observations. Fuzzy Optimization and Decision Making 22 (2023) 611-629.
[9]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.
[10]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.
[11]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.
[12]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.
[13]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.
[14]Xu M and Qin Z*. A bivariate Bayesian method for interval-valued regression models. Knowledge-Based Systems 235 (2022) 107396.
[15]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.
[16]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.
[17]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.
[18]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.
[19]Yao K and Qin Z*. Barrier option pricing formulas of an uncertain stock model. Fuzzy Optimization and Decision Making 20(1) (2021) 81-100.
[20]Qin Z. Uncertain random goal programming. Fuzzy Optimization and Decision Making 17(4) (2018) 375-386.
[21]Qin Z. Random fuzzy mean-absolute deviation models for portfolio optimization problem with hybrid uncertainty. Applied Soft Computing 56 (2017) 597-603.
[22]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.
[23]Gao Y and Qin Z*. A chance constrained programming approach for uncertain p-hub center location problem, Computers & Industrial Engineering 102 (2016) 10-20.
[24]Gao Y and Qin Z*. On computing the edge-connectivity of an uncertain graph. IEEE Transactions on Fuzzy Systems 24(4) (2016) 981-991.
[25]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.
[26]Yao K and Qin Z*. A modified insurance risk process with uncertainty. Insurance Mathematics and Economics 65 (2015) 227-233.
[27]Chen M, Wang H and Qin Z*. Principal component analysis for probabilistic symbolic data: A more generic and accurate algorithm. Advances in Data Analysis and Classification 9 (2015) 59-79.
[28]Li X and Qin Z*. Interval portfolio selection models within the framework of uncertainty theory. Economic Modelling 41 (2014) 338-344.
[29]Qin Z and Kar S. Single-period inventory problem under uncertain environment. Applied Mathematics and Computation 219(18) (2013) 9630-9638. (ESI Highly Cited Paper)
[30]Li X, Shou B and Qin Z. An expected regret minimization portfolio selection model. European Journal of Operational Research 218(2) (2012) 484-492.
[31]Wen M, Qin Z and Kang R. Sensitivity and stability analysis in fuzzy data envelopment analysis. Fuzzy Optimization and Decision Making 10(1) (2011) 1-10.
[32]Li X, Qin Z*, Yang L and Li K. Entropy maximization model for trip distribution problem with fuzzy and random parameters. Journal of Computational and Applied Mathematics 235(8) (2011) 1906-1913.
[33]Qin Z, Bai M and Ralescu D. A fuzzy control system with application to production planning problem. Information Sciences 181 (2011) 1018-1027.
[34]Li X, Qin Z* and Yang L. A chance-constrained portfolio selection model with risk constraints. Applied Mathematics and Computation 217 (2010) 949-951.
[35]Qin Z and Ji X, Logistics network design for product recovery in fuzzy environment, European Journal of Operational Research 202 (2010) 479-490.
[36]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.
[37]Qin Z and Gao X. Fractional Liu process with application to finance. Mathematical and Computer Modeling 50 (2009) 1538-1543.
[38]Qin Z, Li X and Ji X. Portfolio selection based on fuzzy cross-entropy. Journal of Computational and Applied mathematics 228 (2009) 139-149.
[39]Qin Z and Li X. Option pricing formula for fuzzy financial market. Journal of Uncertain Systems 2 (2008) 17-21.