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DU, Ye

Title:

Adjunct Associate Professor of Practice

Education Background

University of Michigan, Ann Arbor, Ph.D. in Computer Science and Engineering, 2009.

University of Michigan, Ann Arbor M.S.E. in Computer Science and Engineering, 2006.

University of Science and Technology of China B.S. in Computer Science and Engineering, 2004.

Research Field
Algorithms, Complexity, Game Theory, Machine Learning, Financial Engineering
Email

henry.duye@gmail.com

Biography:


CEO, Huaxi Futures Co., Ltd., Jan. 2018 -

Adjunct Professor, Western Business School, Southwest University of Finance and Economics, Nov. 2017-

Associate Professor, School of Finance and Economics, Southwest Univeristy of Finance and Economics, Feb. 2012 - Nov. 2017.

Quantitative Analyst & Assistant Vice President, Secondary Marketing, Home Loan Department, Bank of America, Oct. 2010 - Nov. 2011.

Software Development Engineer in Test, Bing, Microsoft, Sept. 2009 - Oct. 2010.


Academic Publications:


"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.