Wangyi Lecturer

• Department: Math
• Gender: male
• BirthDate: 1979-02-04
• Career: Lecturer
• Degree: Ph.D
• Academic Credentials:
• Graduate School: Xian Jiaotong University
• Tel: 82334890
• Email: wangyi@chd.edu.cn
• Address School: CHANG AN UNIVERSITY Middle-section of Nan er Huan Road Xi an, ShaanXi Province, China
• PostCode School: 710064
• Fax School:
• Office Location:
• Education experience:

  1. 200409-2009/7, School of mathematics and statistics, Xi'an Jiao Tong University, major in computational mathematics, Ph. D. in science;

  2. 2001/09-2004/7，西安交通大学，数学与统计学院，计算数学专业，获理学硕士学位；

  2. 2001/09-2004/7, School of mathematics and statistics, Xi'an Jiao Tong University, major in computational mathematics, master of science degree;

  3. 1997/09--2001/07，西北大学，数学系，应用数学专业，获理学学士学位。

  3. 1997/09--2001/07, Northwestern University, Department of mathematics, applied mathematics, received a Bachelor of science degree.

  
  

Lecturer, deputy director, Faculty of mathematics and information science, Faculty of science and technology. 6 papers have been published in important academic journals both at home and abroad, of which 3 are retrieved by SCI. It has presided over 1 items of National Natural Science Fund and 3 items of special funds of Central University of Chang'an University.

Financial optimization, risk measurement.

1. undergraduates

《高等数学》、《概率论与数理统计》和《最优化方法》。

Higher mathematics, probability and mathematical statistics, and optimization methods.

2. 硕士研究生

2. graduate students

《最优化理论与方法》

Optimization theory and methods

I. research projects presided over

1.国家自然科学基金青年项目

1. National Natural Science Foundation of China Youth Program

新型风险度量下的多阶段投资组合选择模型, 2011.1-2013.12.

A multi-stage portfolio selection model with new risk measures, 2011.1-2013.12.

2.长安大学中央高校基本科研业务费专项资金项目

2. Chang'an University Central University basic research business expenses special fund project

新风险度量下多期投资分析的随机优化方法，2010.1-2011. 12.

Stochastic optimization method for multi period investment analysis under new risk measure 2010.1-2011. 12.

3.长安大学中央高校基本科研业务费专项资金项目

3. Chang'an University Central University basic research business expenses special fund project

随机整数规划算法，2012.1-2013. 4.

Random integer programming algorithm, 2012.1-2013. 4.

[1] financial market risk measurement methodology development, Wang Yi (first author), Journal of engineering mathematics, 2012, issue 01, 1-22, EI search.

[2] 均值-ES框架下带交易费用的资本资产市场中均衡价格的存在性与确定，王懿（第二作者），系统科学与数学, 2011年05期,519-533 ,EI检索。

The existence and determination of equilibrium prices in the capital asset market with transaction costs under the [2] mean -ES framework. Wang Yi (second authors), systematic science and mathematics, 2011, issue 05, 519-533, EI.

[3]  A chance-constrained portfolio selection problem under t-distribution. Yi Wang（第一作者），Asia-Pacific Journal of Operational Research. 2007年24(4)期: 535-556，SCI检索。

[3], A, chance-constrained, portfolio, selection, problem, under, t-distribution., Yi, Wang (first author), Asia-Pacific, Journal, of, Operational, Research., 2007, 24 (4):, SCI.

[4]  A new class of coherent risk measures based on p-norms and their applications. Yi Wang（第二作者），Applied Stochastic Models in Business and Industry. 2007年23(1)期:49–62，SCI3区检索。

[4] A new class of coherent risk measures based on p-norms and their applications. Yi Wang (Applied Stochastic Models, author of second) in Business and Industry. in 2007 23 (1): 49 - 62, SCI3 search.

[5]   Two-sided coherent risk measures and their application in realistic portfolio optimization，Yi Wang（第二作者），Journal of Banking ¡Finance，2008年32（12）期，2667-2673，SCI2区检索。

[5] Two-sided coherent risk measures and their application in realistic portfolio optimization, Yi Wang, Journal of (second author) Banking Finance 2008, 32 (12), 2667-2673, SCI2 search.

[6]  Study on The Interrelation of The Efficient

[6], Study, on, The, Interrelation, of, The, Efficient

Portfolio and Its Frontier Under t Distribution and Various Risk Measure.Yi Wang（第二作者），Appl.Math.J.Chinese Univ. Ser. B. 2006年21(4)期: 369–382.

Portfolio, and, Its, Frontier, Under, t, and, Various, Risk, Measure.Yi, Distribution, Wang (second authors), Appl.Math.J.Chinese, Univ., Ser., B., 2006, 21 (4): 369 - 382.

1.2012, the assessment was excellent;

2. 作为指导教师，指导的学生在全国大学生数模竞赛、和国际大学生数模竞赛中多次获奖。

2. as instructors and instructors, students have won many awards in the National Collegiate model competition and the International Collegiate model competition.

From July 2009 to now, I have been working in the Department of mathematics and information science at the school of science, Chang'an University.