教育经历
2015.06-2016.06 香港理工大学应用数学系,联合培养(导师:杨晓琪教授)
2012.09-2017.07 中国科学院数学与系统科学研究院,获理学博士学位(导师:戴彧虹研究员)
2008.09-2012.07 北京航空航天大学数学与系统科学学院,获理学学士学位
工作经历
2021.07-至今 经济与金融学院,副教授
2017.07-2021.07经济与金融学院,讲师
研究兴趣
稀疏金融优化、金融网络系统性风险、智能投顾
主讲课程
金融大数据分析及Python应用
论文
[1] Zhi-Long Dong, Minxing Zhu, Fengmin Xu. Robo-advisor using closed-form solutions for investors’ risk preferences. Applied Economics Letters. 2021.
[2] Zhi-Long Dong, Jiming Peng, Fengmin Xu, Yuhong Dai. On some extended mixed integer optimization models of the eisenberg–noe model in systemic risk management. International Transactions in Operational Research, 2021, 28(6), 3014-3037.
[3] Zhi-Long Dong, Fengmin Xu, Yuhong Dai. Fast algorithms for sparse portfolio selection considering industries and investment styles. Journal of Global Optimization, 2020, 78, 763–789.
[4] Xiaomei Luo, Hongtao Li, Zhi-Long Dong, Shengqi Zhu. InSAR Phase Unwrapping Based on Square-Root Cubature Kalman Filter. IEEE Journal of Selected Topics in Applied Earth Observations and Remote Sensing. 2020,13, 4627-4641.
[5] Shuai Ma,Zhi-Long Dong, Hang Li, Zhaolin Lu, and Shiyin Li. Optimal and Robust Secure Beamformer for Indoor MISO Visible Light Communication. Journal of Lightwave Technology. 2016.
[6] Guan-Yao Du,Zhi-Long Dong, Xiong Ke, Zheng-Ding Qiu, Wireless Information and Energy for Decode-and-Forward Relying MIMO-OFDM Networks. ICIC Express Letters. 2014.
[7] Shuai Ma,Zhi-Long Dong*, Jinping Ma, and Dechun Sun. Robust Relay Beamforming in Cognitive Two-Way Relay Networks. IEEE COMMUNICATIONS LETTERS. 2013.
[8] 董志龙,何超喆,张奇业.直纹二次曲面在现实生活中的应用分析.数学的实践与认识.2013.
主要学术报告
[1] 2021.07.1-2021.07.14, “On some extended mixed integer optimization models of the Eisenberg–Noe model in systemic risk management”, the 31st European Conference on Operational Research, Athens, Greece, Hybrid format.
[2] 2019.08.03-2019.08.08, “Fast algorithms for large scale portfolio selection considering industries and investment styles”, The 6th International Conference on Continuous Optimization, the Weierstrass Institute for Applied Analysis and Stochastics, Berlin, German.
[3] 2016.08.06-2016.08.12,“A General Proximal Quasi-Newton Method for Large Scale $\ell_1$ Penalized Optimization Problem”, the 5th International Conference on Continuous Optimization 2016, located at National Graduate Institute for Policy Studies, Tokyo, Japan.
科研项目
[1] 2019.1-2021.12,国家自然科学基金青年项目(11801433),金融系统风险问题诱导的稀疏随机优化理论与算法研究,主持人
[2] 2020.1-2023.12,国家自然科学基金面上项目(11971372),数据驱动下稀疏随机金融优化理论与算法研究,主要参与人
[3] 2017.1-2020.12,国家自然科学基金面上项目(11671419),5G移动通信最优资源配置:稀疏优化模型与算法,参与人
审稿服务
《SCIENCE CHINA Mathematics》、《Finance Research Letters》、《Applied Economics Letters》《IEEE Communications Letters》、《Journal of the Operations Research Society of China》等期刊的匿名审稿人。
指导学生获奖
[1] 2021,本科生优秀毕业论文奖,刘晓,《基于Brinson扩展模型的基金投资组合业绩归因研究》
[2] 2021,第三十二届“腾飞杯”创新创业大赛二等奖、三等奖,王族子涵等,《西安金鲸科技》
[3] 2020,本科生优秀毕业论文奖,朱敏行,《一类数据驱动的智能投顾方法研究》
[4] 2020,第三十一届“腾飞杯”创新创业大赛一等奖,刘瑾婕等,《针对自动驾驶汽车的保险费率厘定机制研究》