杜野 

(Released in:2011-06-04 )

联系方式

办公室:西南财经大学柳林校区格致楼424                   邮件: duye@swufe.edu.cn

                                                                                               

研究兴趣

算法、博弈论、机器学习等理论及其在金融工程中应用

 

教育背景

·         美国密西根大学安娜堡分校(The University of Michigan, Ann Arbor)

计算机科学与工程博士,2009

 

·         中国科学技术大学

计算机科学与技术学士, 2004

 

工作经历及社会服务

·         西南财经大学金融学院金融工程系,2012年至今

·         Mathematical Reviews评论员,2013至今

·         世界博弈论学会(Game Theory Society)会员2016至今

·         中国运筹学会对策论专业委员会理事,2016.6至今

·         美国银行(Bank of America)助理副总裁, 2010.10---2011.11

·         美国微软(Microsoft)软件工程师,2009.09---2010.10

 

论文

·          “Constrained No Regret Learning”, with Ehud Lehrer, in the Fifth World Congress of Game Theory Society, 2016

·         Robust American Option Pricing Based on Gradient Strategies”, with Shan Xue, 2016, working paper

·         The Discrete Sell or Hold Problem with Constraints on Asset Values”, Theor. Comput. Sci., 600 (2015),174-179.

·         Competitive Economy as a Ranking Device over Networks", with Ehud Lehrer and Ady Pauzner, Games and Economic Behavior,2015

·         金融定价、交易与资产配置的算法视角, 中国计算机学会通讯,2014

·         On the Complexity of Deciding Degeneracy in a Bimatrix Game with Sparse Payoff Matrix", Theoretical Computer Science, Volume 472, 11 February 2013, Pages 104–109.

·         On the Complexity of Equilibria in Markets with Additively Separable Utilities", with Xi Chen, Decheng Dai, Shanghua Teng, Proceedings of the Behavioral and Quantitative Game Theory: Conference on Future Directions, 2010.

·         Settling the Complexity of Arrow-Debreu Equilibria in Markets with Additively Separable Utilities", with Xi Chen, Decheng Dai, Shanghua Teng, Proceedings of the 50th Annual IEEE Symposium on Foundations of Computer Science, 2009.

·         The Computation of Approximate Competitive Equilibrium is PPAD-hard", with Xiaotie Deng, Information Processing Letters 108(6): 369-373, 2008 & invited talk in INFORMS 2008.

·         On the Complexity of Deciding Bimatrix Game Similarity", Theoretical Computer Science, 407(1-3): 583-586, 2008.

·         A New Upper Bound On Forwarding Index of Graphs", with Jun-Ming Xu, Tao Zhou and Jun Yan, Ars Combinatoria, 2007.

·         Using Spam Farm to Boost PageRank", with Yaoyun Shi and Xin Zhao, Proceedings of Third International Workshop on Adversarial Information Retrieval on the Web, 2007

·         Path Auction Games When an Agent Can Own Multiple Edges", with Rahul Sami and Yaoyun Shi, Proceedings of First Workshop on the Economics of Networked Systems, 2006. Journal version in Theoretical Computer Science, 411 (2010), pp. 293-300.

 

荣誉

·         刘诗白奖励基金2014-2015年度优秀科研成果二等奖.

·         Honorable Mention in CSE Honor Competition, EECS department, University of Michigan, Fall 2008.

·         Student travel grant of WWW provided by Microsoft, 2007.

·         Department fellowship, EECS department, University of Michigan, Fall 2004.

·         张宗植科技奖, 中国科大, 20032004.

·         全国高中生化学竞赛一等奖 (四川省), 1999.