已发表论文及专著

【1】Zhi-Long DongCelso C.RibeiroFengminXuAilecZamorabYujie MaKui Jing Dynamic scheduling of e-sports tournamentsTransportation Research Part E: Logistics and Transportation Review, Volume 169, January 2023, 102988.

【2】Xu F, Ma J. Intelligent option portfolio model with perspective of shadow price and risk-free profit[J]. Financial Innovation, 2023, 9(1): 79.

【3】Xu F, Li X, Dai Y H, et al. New insights and augmented Lagrangian algorithm for optimal portfolio liquidation with market impact[J]. International Transactions in Operational Research, 2023, 30(5): 2640-2664.

【4】Jing K, Liu X, Xu F, et al. Data-trading coordination with government subsidy[J]. Journal of Global Optimization, 2023, 87(2): 877-915.

【5】徐凤敏,王柯蕴.建设统一数据要素大市场的科学内涵,内在逻辑与政策建议[J].西安交通大学学报:社会科学版, 2023, 43(2):95-106

【6】徐凤敏, 景奎, 李雪鹏.  双碳目标下基于ESG整合的投资组合研究. 金融研究, 2023.

【7】徐凤敏, 刘文玲, 李雪鹏, 景奎. “双碳目标下的绿色双层投资组合模型研究. 统计信息论坛, 2023. 38(1):1-8

【8】Fengmin Xu, Jieao Ma, Haibing Lu. Group sparse enhanced indexation model with adaptive beta value. Quantitative Finance, 2022,22(10):1905-1926, SSCI 检索:IDS:4M0DM

【9】Kui Jing, Fengmin Xu, Xuepeng Li. A bi-level programming framework for identifying optimal parameters in portfolio selection. International Transactions in Operational Research, 2022, 29(1): 87-112. SSCI 检索:IDS: UC4X

【10】】曾燕, 杨雅婷, 徐凤敏, 张成毅.消费金融研究综述[J].系统工程理论与实践,  2021(12)1-35.

【11】Xuepeng Li; Fengmin Xu; Kui Jing; Robust enhanced indexation with ESG: An empirical study in     the Chinese Stock Market, Economic Modelling, 2021, 107(1)105711.

【12】Zhihua Zhao, Fengmin Xu*, Donglei Du, Meihua Wang. Robust Portfolio Rebalancing with Cardinality and Diversication constraints[J]. Quantitative Finance, 2021: 1-15. DOI: https://doi.org/ 10.1080/14697688.2021.1879392.

【13】Zhao Z, Wang H, Yang X, et al. CVaR-cardinality enhanced indexation optimization with tunable short-selling constraints. Applied Economics Letters, 2021, 28(3): 201- 207.

【14】Zhilong Dong; Minxing Zhu; Fengmin Xu; Robo-advisor Using Closed-form Solutions for Investors Risk Preferences, Applied Economics Letters, 2021, 6(1)1-15.

【15】Zhilong Dong; Jiming Peng; Fengmin Xu; Yuhong Dai; On some extended mixed integer optimization models of the Eisenberg–Noe model in systemic risk management, International Transaction in Operational Research, 2021, 28(6)3014-3037.

【16】 Yu-Hong Dai; Zhouhong Wang; Fengmin Xu; A primal-dual algorithm for unfolding neutron energy spectrum from multiple activation foils, Journal of Industrial and Management Optimization, 2021,17(5)2367-2387.

【17】徐凤敏,李学鹏. 带有概率约束的稀疏统计套利模型研究, 统计信息论坛, 2020, 35(11):10

【18】Dong, ZL., Xu, F. & Dai, YH. Fast algorithms for sparse portfolio selection considering industries and investment styles. J Glob Optim ,2020, 784): 763–789. 

[19]Zhihua Zhao, Fengmin Xu,Meihua Wang, ChengYi Zhang, A sparse enhanced indexation model with L1/2 normand Its Alternating Quadratic Penalty Method, Journal of OR Society, 2019, 70(3), pp.433-445. SSCI 检索,IDSHN3EU

[20]Fengmin Xu; Yu-Hong Dai; Zhihua Zhao; Zongben Xu; Efficient projected gradient methods for cardinality constrained optimization, Science China-Mathematics, 2019, 62(2): 245-268

[21]徐凤敏,景奎,梁循,一类系数投资组合双层参数估计模型及其应用,中国管理科学, 201927(9),pp189-199.

[22]Jianchao Bai, Xiaokai Chang, Jicheng Li & Fengmin Xu, Convergence revisit on generalized symmetric ADMM, Optimization, A Journal of Mathematical Programming and Operations Research, 2019.

[23]Zhouhong Wang Yu-Hong Dai and Fengmin Xu, A Robust Interior Point Method For Computing The Analytic Center Of An Ill-conditioned Polytope With Errors, Journal of Computational Mathematics2019doi:10.4208/jcm.1907-m2019-0016

[24]Fengmin Xu, Meihua Wang, Yu-Hong Dai and Dachuan Xu. A sparse enhanced indexation model with chance and cardinality constraints. Journal of Global Optimization, 201870(1):5-25. SSCI检索, IDS : FS6XD.

[25]Meihua Wang, Fengmin Xu, Yu-Hong Dai, An index tracking model embedded stratified sampling in optima-l allocation, Applied Stochastic models in business and Industry,2018342):144-157, SSCI检索, IDS : GC7VV.

[26]Xiaojun Chen, T. Kelly, Fengmin Xu and Zaikun Zhang, A Smoothing Direct Search Method for Monte Carlo-based Constrained Nonsmooth Nonconvex Optimization, SIAM Journal on Scientific Computing2018, 40 (4) 2174-2199. UC4XF GS0CL

[27]Fengmin Xu, Yanfei Wang. Recovery of seismic wave fields by an lq-Norm constrained regularization method. Inverse Problems and Imaging, 201812(5):1157-1172.SCI 检索:IDS: GW5PQ.

[28]徐凤敏,景奎,孙娟,基于综合指标的中小企业生命周期阶段划分, 管理学刊, 2018.31(6).

[29]陈圣杰,戴彧虹,徐凤敏,稀疏线性规划研究, 计算数学, 2018, 40(4):339-353.

[30]Jianchao Bai, Jicheng Li, Fengmin Xu, Hongchao Zhang. Generalized symmetric ADMM for separable convex optimization. Computational Optimization & Applications, 2018,70 (1)129-170. SCI 检索, IDS : GA8SY

[31] Jianchao Bai, Jicheng Li, Fengmin Xu, Pingfan Dai. A novel method for a class of structured low-rank minimizations with equality constraint. Journal of Computational and Applied Mathematics, 2018, 330:475–487, SCI 检索, IDS : FN1WX

[32]Jianchao Bai, Jicheng Li, Fengmin Xu, Accelerated method for optimization over density matrices in quantum state estimation, 2018, 66(5): 869-880. SCI 检索:IDS: FZ6UZ.

[33]Fengmin Xu, Min Sun, Yu-Hong Dai. An adaptive Lagrangian algorithm for optimal portfolio deleveraging with cross-impact. Journal of Systems Science & Complexity, 2017, 30(5):1-15. SCI 检索, IDS : FB7ZV

[34]Fengmin Xu, YuHong Dai, Zhihua Zhao and Zongben Xu, Efficient projected gradient   methods for a class of L0 constrained optimization, Science China Mathematics. 2017.DOI: 10.1007/s11425-016-9124-0, SCI 检索期刊.

[35]Wanping Yang, Jinkai Zhao and Fengmin Xu, An efficient method for convex constrained rank minimization problems based on DC programming, Accepted by Mathematical Problems in Engineering , 2016, 29:1-15. SCI检索IDSDT3QG.

[36]Fengmin Xu, Zhaosong Lu and Zongben Xu. An efficient optimization approach for a cardinality-constrained index tracking problem. Optimization Methods & Software, 2016, 31(2):258-271. SCI检索 IDSDC9BL

[37]Fengmin Xu ,Wang Guan and Gao Yuelin, Nonconvex L1/2 Regularization for Sparse Portfolio Selection, Pacific Journal of Optimization, 2014, 10 (1), pp 163-176. PDF

[38] Zhihua Zhao, Fengmin Xu and Xiangyang Li, Adaptive Projected Gradient Thresholding Methods for Constrained L0 Problems, Science China Mathematics,2014.  PDF
[39]Fengmin Xu, Shanhe Wang, A hybrid simulated annealing threshoding algorithm for compressed sensing, Signal Processing, 2013 93(6) : 1577-1585.
PDF
[40] Fengmin Xu, Xusheng Ma and Baili Chen, A new Lagrange net algorithm for solving max-bisection problems, Journal of Computational and Applied Mathematics, 2011, 235 (13), pp.3718-3723. PDF
[41] Fengmin Xu, Shanhe Wang and Zongben Xu, A hybrid hard thresholding algorithm for compressed sensing, 2011 IEEE 3rd International Conference on Communication Software and Networks, 2011. PDF
[42] Fengmin Xu, Chengxian Xu and Ren Jiuquan, A continuation approach using NCP function for solving max-cut problem, Asia-Pacific Journal of Operation Research, 2009, 26 (4), pp. 445-456. PDF
[43] Xiaojun Chen, Fengmin Xu and Yinyu Ye, Lower bound theory of nonzero entries in solution of L2-Lp minimization, SIAM Journal on Scientific Computing, 2010, 32 (5), pp. 2832-2852. PDF
[44] Meihua Wang, Cheng Li, Honggang Xue, and Fengmin Xu,A New Portfolio Rebalancing Model with Transaction Costs.Journal of Applied Mathematics,Volume 2014, Article ID 942374, 7 pages. PDF
[45] Meihua Wang, Chengxian Xu, Fengmin Xu, Honggang Xue, A mixted 0-1 LP for index tracking with CVAR constraints, Annals of Operational Research, 2012, 196 (1) , pp 591-609. PDF
[46] Meihua Wang, Xu, Fengmin, Guan Wang, Sparse portfolio rebalancing model based on inverse optimization, Optimization Methods and Software, 2014, 29(2), pp297-309. PDF
[47] Meihua Wang, Fengmin Xu, Chengxian Xu, A branch and bound algorithm embedded with
DCA for DC programming, Mathematical problems in engineering, Accepted, 2012. PDF
[48] Zhang Chengyi, Xu Fengmin, Xu Zongben and Li Jicheng, Further results on general H-matrices and their Schur complements, Frontiers of Mathematics in China, 2014 9(5), pp1141-1168. PDF
[49] Luo Shanghua, Zhang Chengyi and Xu Fengmin, The local linear M-Estimation with missing response data, Journal of Applied Mathematics, 2014. PDF
[50] 胡春萍,薛宏刚, 徐凤敏, 基于时间加权SVM的指数优化复制模型与实证分析, 系统工程理论与实践, 34(9), pp. 2193-2201,2014. PDF
[51] Zongben Xu, Xiangyu Chang, Fengmin Xu and Hai Zhang, An iterative half thresholding algorithm for L1/2 regularization, IEEE Transaction on Neural Networks, 23 (7), pp. 1013-1027, 2012. PDF
[52] Zhang Cheng-Yi, Luo Shuanghua, Li Jicheng, Xu Fengmin, An Extension of the Class of Matrices Arising in the Numerical Solution of PDEs, Electronic Journal of Linear Algebra, 23(2012), pp 422-444 . PDF
[53] Aifang Liang, Chengxian Xu and Fengmin Xu, A discrete filled function algorithm embedded with continuous approximation for solving max-cut problems, European of Journal of Operational Research, 197 (2009), pp.519-531. PDF
[54] Chengyi Zhang, Shanghua Luo, Fengmin Xu and Chengxian Xu, The eigenvalue distribution of Schur complements of no strictly diagonally dominant matrices and central H-matrices, Electronic Journal of Linear Algebra,18 (2009), pp. 801-820.  PDF
[55] Aifang Liang, Chengxian Xu and Fengmin Xu, A discrete filled function algorithm for approximate global solutions of max-cut problems, Journal of Computational and Applied Mathematics, 220 (2008), pp.643-660. PDF
[56] 薛宏刚, 徐成贤, 徐凤敏, 股票指数期货—投资、套利与套期保值, 科学出版社, 2008.8.

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E-mail:fengminxu@mail.xjtu.edu.cn

西安交通大学经济与金融学院
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