研究领域及研究方向

  金融工程与风险管理；信用评级与破产预测；系统优化与决策；生产力分析和绩效评价

期刊论文（部分）

• Jin, Q., Basso, A., Funari, S., Kerstens, K., Van de Woestyne, I. (2024). Evaluating Different Groups of Mutual Funds Using a Metafrontier Approach: Ethical vs. Non-Ethical Funds. European Journal of Operational Research, 312(3), 1134-1145.

• Jin, Q., Kerstens, K., Van de Woestyne, I. (2024). Convex and Nonconvex Nonparametric Frontier-Based Classification Methods for Anomaly Detection. OR Spectrum, 46, 1213-1239.

• Jin, Q., Kerstens, K., Van de Woestyne, I. (2020). Metafrontier Productivity Indices: Questioning the Common Convexification Strategy. European Journal of Operational Research, 283(2), 737-747.

• Zhou, Z., Jin, Q., Xiao, H., Wu, Q., Liu, W. (2018). Estimation of Cardinality Constrained Portfolio Efficiency via Segmented DEA. Omega, 76, 28-37.

• 周忠宝,金倩颖,曾喜梅,吴乾,刘文斌 (2017). 存在基数约束的投资组合效率评价方法.中国管理科学, (2), 174-179.

科研项目

• 基于前沿面的信用分类及逆分类研究：错判成本视角，国家自然科学基金（青年项目），2023-2025，主持

• 并行结构下异质决策单元效率评价方法及其应用研究，湖南省研究生科研创新项目，2018-2019，主持

• 考虑私域流量的平台供应链竞合策略研究，国家自然科学基金（面上项目）， 2022-2025，参与

• 共生环境下电商平台谈判策略选择对供应链协调的影响机理研究，国家自然科学基金（青年项目），2019-2021，参与

• 基于DEA的投资组合评价与投资策略优化研究，国家自然科学基金（面上项目），2018-2021，参与

• 大数据环境下的金融风险度量与预警研究，湖南省杰出青年科学基金，2017-2019，参与

学术会议报告

• EWEPA XVIII, 19 June 2024, University of Algarve (Faro, Portugal): A Pairwise-Frontier-based Classification Method for Two-Group Classification.

• CIDE 2019, 29 November 2019, IAE Lille (Lille, France): The Potential Use of DEA and FDH models for Bankruptcy Prediction Analysis: Some Explorations.

• DEAIC 2019, 29 June 2019, Kent University (Canterbury, UK): Metafrontier Productivity Indices: Questioning the Common Convexification Strategy.

• EWEPA XVI, 13 June 2019, Loughborough University (London, UK): Metafrontier Productivity Indices: Questioning the Common Convexification Strategy.

• Firm Heterogeneity in Technical Change, 28 March 2019, Ghent University (Ghent, Belguim): Metafrontier Malmquist Productivity Index and The Price of a Convexification Strategy.

• DEAIC 2017, 7 July 2017, Hefei University of Technology, (Hefei, China): A General DEA Approach for Non-Homogeneous DMUs with Known Internal Working Structure; Frontier Construction, DEA and Network DEA Models for Two-Stage Systems.

• DEAIC 2016, 3 July 2016, Nanjing Audit University (Nanjing, China): Estimation of Cardinality Constrained Portfolio Efficiency via Segmented DEA.

• EQM Research Seminar, 20 June 2019, IESEG School of Management (Lille, France): Credit Scoring with Non-parametric Frontier Methods: Overview, New Proposals and Empirical Comparison.