菜单总览
— 优秀师资 —

杜野

职位:

客座教授

教育背景:

密西根大学安娜堡分校 计算机科学与工程 博士 2009

密西根大学安娜堡分校 计算机科学与工程 硕士 2006

中国科学技术大学 计算机科学与工程 学士 2004

研究领域
算法、复杂性、博弈论、机器学习、金融工程
Email

henry.duye@gmail.com

个人简介:


华西期货有限责任公司总经理, 2018.01至今.

西南财经大学西部商学院特聘教授, 2017.11至今.

西南财经大学金融学院副教授, 2012.2 - 2017.11.

美国银行住房贷款部门二级市场量化分析师&副总裁助理,2010.10 - 2011.11

微软必应软件测试开发工程师, 2009.9 - 2010.10


学术著作:


"Robust American Option Pricing Based on the Gradient Strategies", Ye Du, Shan Xue and Yanchu Liu, forthcoming in the Journal of Futures Markets, 2018.

"Tackling Adversarial Examples in QA via Answer Sentence Selection", Yuanhang Ren, Ye Du and Di Wang, Proceedings of the Workshop on Machine Reading for Question Answering, 31-36, ACL, 2018.

"Minimizing the VaR of P2P Lending Loan Portfolio via Neural Networks", Ye Du and Di Wang, IJCAI 2017 Workshop on AI Applications in E-Commerce , 2017.

"Constrained No-Regret Learning", Ye Du and Ehud Lehrer, in the Fifth World Congress of Game Theory Society, 2016.

"The Discrete Sell or Hold Problem with Constraints on Asset Values", Ye Du, Theoretical Computer Science, 600 (2015), 174-179.

"Competitive Economy as a Ranking Device over Networks", Ye Du, Ehud Lehrer and Ady Pauzner, Games and Economic Behavior, 91,1-13, 2015. (lead article)

金融定价、交易与资产配置的算法视角,杜野,中国计算机学会通讯,10, 43-47, 2014.

"On the Complexity of Deciding Degeneracy in a Bimatrix Game with Sparse PayoffMatrix", Ye Du, Theoretical Computer Science, 472 (2013), 104-109.

"On the complexity of equilibria in markets with additively separable utilities", Xi Chen, Decheng Dai, Ye Du, 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", Xi Chen, Decheng Dai, Ye Du, Shanghua Teng, Proceedings of the 50th Annual IEEE Symposium on Foundations of Computer Science, 2009.

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

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

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

"Using Spam Farm to Boost PageRank", Ye Du, 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", Ye Du, 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.