- Basic Information
- Scientific Research
- Teaching Achievments
- Enrollment Information
[1] 2012年9月~2016年9月, 大连理工大学 ,运筹学与控制论 ,博士研究生
[2] 2009年9月~2012年6月, 广西大学 ,应用数学 ,硕士研究生
[3] 2005年9月~2009年7月, 阜阳师范学院 ,数学与应用数学 ,大学本科
[1] 2016年9月~Now, 浙江财经大学
[1]半无限规划的理论和算法及在投资组合、期权定价上的应用研究,完成,2020年度浙江省自然科学基金探索项目Y,Lv Jian,常凯,Xu Feng,许娜,孟凡云
[2]二阶随机占优约束优化问题的算法及应用,完成,2018年度国家自然科学基金青年科学基金项目,Lv Jian,Jin Wei,张晓奇,Liu Yufang
[1]Lv Jian,王辰旭,袁文勇,张振一. The Study on Option Pricing Based on Wiener-It? Chaos Expansion and Generative Adversarial Networks,Computational Economics,66: 2675–2713:2025-10-01
[2]Wang, Xiaoliang,Lv Jian,Xu, Na. An improved descent Perry-type algorithm for large-scale unconstrained nonconvex problems and applications to image restoration problems,NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS,卷: 31期: 6:2024-12-01
[3]王爽,庞丽萍,Lv Jian. Robust satisficing model with Sinkhorn distance,Optimization Letters,19(3):551–577:2025-04-02
[4]王晓亮,Lv Jian,许娜. An improved descent Perry-type algorithm for large-scale unconstrained nonconvex problems and applications to image restoration problems,Numerical Linear Algebra with Applications:,卷31期6:2024-07-01
[5]庞丽萍,许娜,Lv Jian. The inexact log-exponential regularization method for mathematical programs withvertical complementarity constraints,Journal of Industrial and Management Optimization,卷: 15 期: 1 页: 59-79:2019-01-10
[6]陈爽,庞丽萍,Lv Jian,夏尊铨. Inexact SA method for constrained stochastic convex SDP and application in chinese stock marke,Journal of Function Spaces:2018-01-23
[7]沈洁,Lv Jian,郭芳芳,Gao Ya-Li,Zhao Rui. A new proximal chebychev center cutting plane algorithm for nonsmooth optimization and its convergence,Journal of Industrial and Management Optimization,14(3),1143-1155.:2018-07-09
[8]Lv Jian,庞丽萍,许娜,肖泽昊. An infeasible bundle method for nonconvex constrained optimization with application to semi-infinite programming problems,Numerical Algorithms,卷: 80 期: 2 页: 397-427:2019-02-27
[9]Lv Jian,庞丽萍,孟凡云. A proximal bundle method for constrained nonsmooth nonconvex optimization with inexact information,Journal of Global Optimization,Volume 70, Volume 70, Issue 3, pp 517–549:2018-04-12
[10]庞丽萍,孟凡云,Lv Jian,田琦. Sensitivity analysis of multiobjective optimization problems with parameterized quasi-variational inequalities,Numerical Functional Analysis and Optimization:2018-05-14
[1]金融工程
[2]金融风险管理
[3]金融数值分析与优化
[4]实证金融
[5]金融随机分析
[6]金融计量分析与应用
[7]计算金融程序设计
[8]随机过程
[9]量化投资方法与应用
[10]中级计量经济学


中文
