报到时间:2018年6月25日全天
会议时间:2018年6月26日9:10—16:30
地 点:西南财经大学柳林校区通博楼B212
第一阶段:开幕式 9:10—9:30
主持人: 鲁万波 统计学院副院长
1. 来宾介绍
2. 郭建军教授致辞
3. 合影留念
第二阶段:主题报告 9:30—12:30
主持人: 苏应生
1.报告人:赵耀 教授 美国新泽西州立罗格斯大学
2.报告人:荣智海 教授 电子科技大学
3.报告人:王新辉 副教授 西南民族大学
(午餐:柳园食府 12:30-13:30)
第三阶段:主题报告 14:00-15:00
4.报告人:张正军 教授 美国威斯康辛大学
第四阶段:大数据背景下管理科学与工程学科建设研讨会 15:00-16:30
(苏应生主持,请各位参会人员积极准备交流发言。)
特邀嘉宾及特邀报告介绍:
赵耀:杰出华人科学家,罗格斯 (Rutgers) 新泽西州立大学终身正教授,罗格斯大学供应链分析实验室主任,罗格斯商学院医疗管理硕士项目主任,麻省理工学院运筹中心的访问学者,国际顶级期刊Operations Research 和M&SOM 副主编,美国国家科学基金(NSF)事业成就奖获得者,INFORMS案例写作一等奖获得者。主要研究方向为运筹学和数据科学在商业和经济中的理论与实践。在国际顶级期刊Operations Research, Manufacturing & Service Operations Management, IEEE Transactions of Automatic Control, Naval Research Logistics 和Production & Operations Management,等发表论文数篇。近年来,赵教授被麻省理工学院、斯坦福大学、IBM Watson 研究所和密歇根大学等众多国际著名学府邀请学术演讲,并应邀为通用汽车,雅诗兰黛,Verizon, 强生制药,纽约地铁,残疾奥运会,房利美,美国国防后勤局和小叮当天猫店等大量中美企业和组织做需求预测和管理咨询。
报告题目: supply chain integration for online shopping holidays
摘要:I will introduce our recent work on data analytics and supply chain management through a few recent projects motivated by real life problems, with a focus on supply chain integration for online shopping holidays. I will also discuss the recent economic transition of China in comparison to the US, and shed lights on the trend and potential impact of SCA.
荣智海:电子科技大学计算机科学与工程学院教授,博士生导师,IEEE和Sigma Xi会员。分别于2001年6月和2003年6月获得哈尔滨工业大学控制科学与工程系自动化专业学士学位和检测技术与自动化装置专业硕士学位, 于2008年9月在上海交通大学自动化系获得控制理论与控制工程专业博士学位。长期从事复杂网络及演化博弈动力学方面的研究工作。在Phys.Rev.E、EPL、New Journal of Physics、Automatica、IEEE Tran. on Cybernetics等国际知名杂志发表40余篇SCI论文(2篇入选ESI高引论文),在IFAC、IEEE ISCAS等国际会议上宣读10余篇EI会议论文。相关工作已经被引用累计超过1000次(SCI)/1100次(Google),H指数15。相关研究两次获得国家自然科学基金的资助。2013年入选香江学者计划。受邀担任了2012-2014年全国复杂网络会议程序委员会委员。获2015年度国家自然科学二等奖(排名第四)。
报告题目:博弈理论的零行列式策略研究进展
摘要:2012年,美国学者Press和Dyson在《美国科学院院刊》(PNAS)上撰文指出,针对两人迭代博弈,存在一类零行列式策略(Zero-Determinant Strategy),使两人收益满足线性关系。进一步他们详细研究了设定和剥削两种策略,前者指不论对手如何选择策略,一个个体能够单方面地控制对手收益至一个固定值;后者指个体可以剥削对手,使自身收益增长速率高于对手。后续发表在PNAS和Nature Communication等期刊上的一系列研究发现,虽然零行列式策略不是演化稳定的,但是其可以充当合作涌现的媒介,在小种群和演化时间尺度不同的两类群体中敲诈者可以存在,同时也存在善良的零行列式策略。本报告将介绍我们零行列式策略在博弈理论及网络演化博弈领域的最新研究进展,并对未来值得研究的问题进行展望。
王新辉:南洋理工大学南洋商学院博士后。西南民族大学信息与信息管理系副教授,硕导,中国系统工程学会会员,2017年中国管理科学最具影响力论文奖获得者。主持国家自然科学基金青年项目、教育部人文社科项目、中央高校项目等各类纵向课题5项。在Computers & Industrial Engineering、Applied Mathematical Modelling、中国管理科学、管理工程学报等期刊发表论文20余篇。研究兴趣:博弈论、供应链机制设计。
报告题目:Strategic wholesale price and order policy under bilateral information updating in a supply chain
摘要:This paper investigates strategic wholesale price and order policy for supply chain firms under bilateral information updating. Specifically, we consider a supply chain consisting of one manufacturer and one retailer. The former incurs uncertain production cost and the latter faces uncertain demand. They commit an initial wholesale price and an initial minimum order quantity respectively before production starts. After more information is acquired, the manufacturer may change her wholesale price based on updated production cost, and the retailer may place additional orders based on updated market outlook. We find that under bilateral information updating, if the updated production cost is lower (higher) than before, the wholesale price may not be decreased (increased). Demand information updating is always beneficial to the retailer, but not always to the manufacturer. The minimum order quantity commitment is beneficial to the manufacturer, especially to those who incur a high production cost. Further, a good market outlook increases the profits of the manufacturer, the retailer and the entire supply chain. The profit of the manufacturer who has a relatively high production cost increases with information accuracy, whereas the retailer’s profit increases (decreases) with information accuracy when the market outlook is good (bad). Last, with our designed contract, the effect of double marginalization can be reduced to some extent.
张正军: 2002年毕业于北卡罗来纳大学教堂山分校,获统计学博士学位。现为美国威斯康辛大学统计系长聘正教授、美国统计协会会士、国际数理统计协会财务总监、国际顶级期刊《商业和经济统计》副主编、《计量经济学期刊》金融工程与风险管理特刊共同主编、《泛华统计学报Statistica Sinica》副主编。授主要研究方向包括:金融时间序列分析、极值理论、异常气候分析、稀有疾病(癌症、帕金森综合症、奥兹海默病等等)分析、金融风险的建模和评估、市场系统性风险评估等等。
报告题目:Semi-parametric Dynamic Max-copula Model for Multivariate Time Series
摘要:This paper presents a novel nonlinear framework for the construction of flexible multivariate dependence structure~(i.e., copula) from existing copulas based on a straightforward ``pairwise max'' rule. The newly constructed max-copula has a closed form and has strong interpretability. Compared to the classical ``linear symmetric'' mixture copula, the max-copula can be viewed as a ``non-linear asymmetric'' framework. It is capable of modeling asymmetric dependence and joint tail behavior while also offering good performance in non-extremal behavior modeling. Max-copulas that are based on single-factor and block-factor models are developed to offer parsimonious modeling for structured dependence, especially in high-dimensional applications. Combined with semi-parametric time series models, the max-copula can be used to develop flexible and accurate models for multivariate time series. A new semi-parametric composite maximum likelihood method is proposed for parameter estimation, where the consistency and asymptotic normality of estimators are established. The flexibility of the max-copula and the accuracy of the proposed estimation procedure are illustrated through extensive numerical experiments. Real data applications in Value at Risk estimation and portfolio optimization for financial risk management demonstrate the max-copula's promising ability to accurately capture joint movements of high-dimensional multivariate stock returns under both normal and crisis regime of the financial market. This is a joint work with Zifeng Zhao.