(1.)Basic Information

作者还未对该模块添加任何内容.

(5.)Scientific Research

基金项目

  1. 数据驱动下稀疏随机金融优化的理论与算法研究，国家自然科学基金（11971372），2020-2023， 58万元。主持
  2. 支持大数据分析的优化理论与方法研究, 国家自然科学基金重点项目（11631013）, 2017-2021,  230万元，合作单位，排名第一。
  3. 关于约束稀疏优化问题的理论、算法及应用研究，国家自然科学基金面上项目（11571271）,2016-2019，50万元，主持。
  4. 关于压缩传感所引起的非凸优化问题稀疏解研究，国家自然科学基金青年基金项目，2012-2014，23万元,，主持。
  5. 图的最大二等分问题股票指数期货—投资、套利与套期保值的近似算法及其应用研究，中国博士后科学基金项目，2008-2010，批准号20080440189，5万元，主持。

 

专著

  1. 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。
  2. 徐凤敏， 稀疏金融资产管理， 经济科学出版社，2019.
  3. 梁循，尤晓东，薛杨，徐凤敏，区块链技术与应用，中国人民大学出版社，2020.
  4. 徐凤敏， 金融工程案例分析，经济科学出版社，2020.

论文目录

 

  1. 赵志华，徐凤敏，戴彧虹，刘三阳，Robust Enhanced Indexation Optimization with Sparse Industry Layout Constraint，Computers & Operations Research, Volume 161, January 2024, 106420
  2. 乔东，徐凤敏，李本初，卫丽君，绿色金融推动碳中和目标实现的研究现状与路径展望，西安交通大学学报（社科版），2024.
  3. Zhi-Long Dong，Celso C.Ribeiro，FengminXu，AilecZamorab，Yujie Ma，Kui Jing， Dynamic scheduling of e-sports tournaments，Transportation Research Part E: Logistics and Transportation Review, Volume 169, January 2023, 102988.
  4. Xu F, Ma J. Intelligent option portfolio model with perspective of shadow price and risk-free profit[J]. Financial Innovation, 2023, 9(1): 79.
  5. 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.
  6. Jing K, Liu X, Xu F, et al. Data-trading coordination with government subsidy[J]. Journal of Global Optimization, 2023, 87(2): 877-915.
  7. 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.
  8. 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.
  9. 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):1-9
  1. 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号:4M0DM
  2. 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号: UC4XF
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. Zhilong Dong; Minxing Zhu; Fengmin Xu; Robo-advisor Using Closed-form Solutions for Investors Risk Preferences, Applied Economics Letters, 2021, 6(1)：1-15.
  8. 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.
  9.  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.
  10. 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
  11. Dong, ZL., Xu, F. & Dai, YH. Fast algorithms for sparse portfolio selection considering industries and investment styles. J Glob Optim ,2020, 78（4): 763–789. 
  12.  Zhihua Zhao, Fengmin Xu,Meihua Wang, Cheng-yi 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，IDS：HN3EU
  13. 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
  14. 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， 2019，27(9),pp189-199.
  15. 景奎，王磊，徐凤敏，产融结合、股权结构与公司投资效率，经济管理，2019，41(11)，pp174-192.
  16. Jianchao Bai, Xiaokai Chang, Jicheng Li & Fengmin Xu, Convergence revisit on generalized symmetric ADMM, Optimization, A Journal of Mathematical Programming and Operations Research, 2019.
  17. 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 Mathematics，2019，doi:10.4208/jcm.1907-m2019-0016。
  18. Fengmin Xu, Meihua Wang, Yu-Hong Dai and Dachuan Xu. A sparse enhanced indexation model with chance and cardinality constraints. Journal of Global Optimization, 2018，70(1):5-25. SSCI检索, IDS 号: FS6XD.
  19. 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,2018，34（2）：144-157, SSCI检索, IDS : GC7VV.
  20. 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 Computing， 2018, 40 (4) 2174-2199. UC4XF GS0CL
  21. Fengmin Xu, Yanfei Wang. Recovery of seismic wave fields by an lq-Norm constrained regularization method. Inverse Problems and Imaging, 2018，12(5):1157-1172.SCI 检索：IDS号: GW5PQ.
  22. 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).
  23. 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.
  24. 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 号: GA8SY
  25.  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 号: FN1WX。
  26. 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号: FZ6UZ.
  27. 2017
  28. 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 号: FB7ZV
  29. Fengmin Xu, Yu-Hong 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.
  30. 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IDS：DT3QG.
  31. 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 IDS：DC9BL
  32. 赵志华，徐凤敏，袁晓玲，基于稀疏鲁棒优化的超越指数模型及实证分析，数值计算与计算机应用，2016, 37(3):199-210.
  33. Zhihua Zhao，Fengmin Xu and Xiangyang Li, Adaptive projected gradient thresholding methods for constrained l0 problems, Science China Mathematics, 2015,58(10):2205-2224. SCI 检索（IDS： CS0PV）
  34. Fengmin Xu ,Wang Guan and  Gao Yuelin, Nonconvex L1/2 regularization for sparse  portfolio selection, Pacific Journal of Optimization, 2014 10 (1):163-176. SCI 检索 （IDS：AA8JR）.
  35. Fengmin Xu, Shanhe Wang, A hybrid simulated annealing threshoding algorithm for         compressed sensing, Signal Processing, 2013 93(6): 1577-1585. SCI检索（IDS： 120KS）
  36. 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):3718-3723, SCI 检索 （IDS： 773CV）
  37. Fengmin Xu, Shanhe Wang and Zongben Xu, A hybrid hard thresholding algorithm for compressed sensing, IEEE 3rd International Conference on Communication Software and Networks,  2011.  EI 检索（EI Accession Number 20113914379004）
  38. Fengmin Xu and Chengxian Xu, A continuation approach using NCP function for solving max-cut problem, Asia-Pacific Journal of Operation Research, 2009 26 (4): 445-456, SCI 检索（IDS：  497FA）
  39. 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): 2832-2852. SCI检索  （IDS：668TN）香港访问合作文章，入选高倍引用论文
  40. Zongben Xu, Xiangyu Chang, Fengmin Xu and Hai Zhang, An iterative half thresholding algorithm for L1/2  regularization, IEEE Transaction on Neural Networks,  2012 23 (7): 1013-1027,  SCI 检索 （IDS： 960ON）入选高倍引用论文
  41. 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. SCI检索 （IDS:  AG8TL）通讯作者
  42. 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): 591-609,  SCI 检索 （IDS:  965CN）通讯作者
  43. Meihua Wang, Xu, Fengmin, Guan Wang, Sparse portfolio rebalancing model based on inverse optimization, Optimization Methods and Software, 2014, 29(2): 297-309, SCI检索, (IDS:  248CX) 通讯作者
  44. Meihua Wang, Fengmin Xu, Chengxian Xu,  A branch and bound algorithm embedded with DCA for DC programming, Mathematical problems in engineering, Accepted, 2012. SCI 检索 （IDS:  990UE）通讯作者
  45. Cheng-yi Zhang, Fengmin Xu, Zongben Xu,Jicheng Li ，General  H-matrices and their Schur compl ements,  Frontiers of Mathematics in China, 2014, 9(5): 1141-1168, SCI 检索 (IDS AN2NZ)通讯作者
  46. Shuanghua Luo, Cheng-Yi Zhang, Fengmin Xu, The local linear M-Estimation with missing response data, Journal of Applied Mathematics, 2014. SCI 检索(IDS:  AL1LG) 通讯作者
  47. 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): 422-444 . SCI 检索 （IDS：  982ME)
  48. 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, 2009, 197 (2):519-531. SCI 检索 （IDS:  424ZD）
  49. 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, 2009 , 18 (1):801-820. SCI 检索 （IDS:  535ZS）
  50. 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, 2008, 220 (1):643-660. SCI 检索 （IDS: 340HN），EI 检索（EI Accession Number 083111416612）
  51. 胡春萍, 薛宏刚, 徐凤敏, 基于时间加权的指数优化复制模型与实证分析, 系统工程 理论与实践, 2014, 34(9): 2193-2201.

(7.)Contact

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(6.)Teaching

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(3.)Education

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(2.)Positions

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(4.)Honors

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