个人简介

徐凤敏 

经济与金融学院  博导  教授

研究方向: 金融工程、金融优化、统计学习

个人经历

教育经历:

1994.9—1998.7,河南师范大学数学系,学士

1998.9—2001.3,西安电子科技大学数学系,硕士

2001.9—2005.3,西安交通大学理学院, 博士

科研与学术工作 :

2001.3—2003.3,西安交通大学,理学院,助教

2003.3—2008.6,西安交通大学,理学院,讲师

2008.5—2010.3,西安交通大学, 计算机科学博士后流动站, 博士后

2008.6—2015.12,西安交通大学,数学与统计学院,副教授

2016.1—至今,西安交通大学,经济与金融学院,教授

留学经历:

2009.3—2009.6,香港理工大学,应用数学系,访问学者

2011.9—2012.8,韩国首尔国立大学,计算机学院,访问学者

2014.8—2014.9,香港理工大学,应用数学系,访问学者

学术任职:

中国双选法学会经济数学与管理数学学会副理事长兼秘书长

中国运筹学学会数学规划分会理事

中国双选法学会理事。

 

联系方式

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

西安交通大学经济与金融学院
邮编:710049
 

站点计数器
已发表论文及专著

 

  1. 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, 2018.SSCI 检索期刊
  2. 徐凤敏,景奎,梁循,一类稀疏投资组合双层参数估计模型及其应用,中国管理科学2018
  3. 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.
  4. 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.
  5. Xiaojun Chen, T. Kelly,Fengmin Xuand Zaikun Zhang, A Smoothing Direct Search Method for Monte Carlo-based Constrained Nonsmooth Nonconvex Optimization, SIAM Journal on Scientific Computing2018, 40(4) 2174-2199. SSCI检索IDS :GS0CL
  6. 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.
  7. 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). 
  8. 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.
  9. Jianchao Bai, Jicheng Li, Fengmin Xu, Hongchao Zhang. Generalized symmetric ADMM for separable convex optimization. Computational Optimization & Applications,2018,70:(1) pp.129-170. SCI 检索, IDS: GA8SY 
  10. 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
  11. 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.
  12. 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
  13. 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.
  14. 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 Engineering2016, 29, pp.1-15. SCI检索IDSDT3QG.
  15. Fengmin Xu,Min Sun, Yu-Hong Dai, An adaptive Lagrangian algorithm for optimal portfolio deleveraging with cross-impact, Journal of Systems Science and Complexity .201629pp.1-15.SCI检索IDSXT3SD
  16. 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
  17. 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.
  18. Zhihua ZhaoFengmin Xuand Xiangyang Li, Adaptive projected gradient thresholding methods for constrained l0 problems, Science China Mathematics, 2015,58(10), pp. 2205-2224. SCI 检索(IDS CS0PV
  19. Fengmin Xu ,Wang Guan and  Gao YuelinNonconvex L1/2 regularization for sparse  portfolio selection, Pacific Journal of Optimization, 2014 10 (1), pp 163-176. SCI 检索IDSAA8JR.
  20. Fengmin Xu, Shanhe Wang, A hybrid simulated annealing threshoding algorithm for compressed sensing, Signal Processing, 2013 93(6), pp 1577-1585. SCI检索(IDS120KS
  21. 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, SCI 检索IDS773CV
  22. 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 Number20113914379004
  23. Fengmin Xuand Chengxian Xu, A continuation approach using NCP function for solving max-cut problem, Asia-Pacific Journal of Operation Research,2009 26 (4), pp. 445-456,SCI 检索(IDS  497FA
  24. Xiaojun Chen, Fengmin Xuand 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.SCI检索 IDS668TN)香港访问合作文章,入选高倍引用论文
  25. 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),  pp.  1013-1027,  SCI 检索IDS960ON入选高倍引用论文
  26. 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
  27. 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,  SCI 检索IDS:  965CN)通讯作者
  28. Meihua Wang, Xu, Fengmin, Guan Wang, Sparse portfolio rebalancing model based on inverse optimization, Optimization Methods and Software,2014, 29(2), pp 297-309, SCI检索, (IDS: 248CX) 通讯作者
  29. 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
  30. 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), pp 1141-1168, SCI 检索(IDS AN2NZ)通讯作者
  31. 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
  32. 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 . SCI 检索IDS  982ME)
  33. Aifang Liang, Chengxian Xu andFengmin Xu,A discrete filled function algorithm embedded with continuous approximation for solving max-cut problems, European of Journal of Operational Research, 2009, 197 (2), pp.519-531.SCI 检索IDS:  424ZD
  34. 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), pp. 801-820. SCI 检索IDS:  535ZS
  35. Aifang Liang, Chengxian Xu andFengmin Xu,A discrete filled function algorithm for approximate global solutions of max-cut problems, Journal of Computational and Applied Mathematics, 2008, 220 (1), pp.643-660. SCI 检索IDS:340HN),EI 检索(EI Accession Number083111416612
  36. 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), pp. 2193-2201.