郭思尼
郭思尼，香港大學博士、博士后，偉德國際1946bv官網(wǎng)管理科學與物流系特別副研究員，碩士生導師。研究方向包括決策優(yōu)化、金融科技、物流規(guī)劃。研究成果發(fā)表在European Journal of Operational Research, Quantitative Finance, IEEE Transactions on Neural Networks and Learning Systems, IEEE Transactions on Fuzzy System, Automatica, International Journal of Approximate Reasoning等國際期刊，主持國家自然科學基金青年項目、中國博士后科學基金面上項目、博士后國際交流計劃引進項目。擔任SCI期刊Axioms 的Guest Editor、北京系統(tǒng)工程學會理事，歡迎數(shù)學功底較好、對金融科技和決策優(yōu)化感興趣的同學報考碩士研究生, 可推薦優(yōu)秀學生去香港大學攻讀博士學位。
聯(lián)系方式： 偉德國際1946bv官網(wǎng)，北京市房山區(qū)良鄉(xiāng)東路8-9號院
郵編：100081
Email：guosini@bit.edu.cn
教育背景
2017.09-2021.08 香港大學 數(shù)學專業(yè) 哲學博士
2014.09-2017.06 北京化工大學 管理科學與工程 工學碩士
2010.09-2014.06 北京化工大學 數(shù)學與應用數(shù)學 理學學士
工作經(jīng)歷/學術交流經(jīng)歷：
2022.03-至今 偉德國際1946bv官網(wǎng) 偉德國際1946bv官網(wǎng) 特別副研究員
2021.09-2022.02 香港大學 理學院 博士后
2019.06-2019.08 京都大學（日本） 生物信息中心 訪問學者
2018.06-2018.08 清華大學 丘成桐數(shù)學科學中心 訪問學者
部分代表性論文（*通訊作者）：
[1] Sini Guo, Jia-Wen Gu, Christopher H. Fok, Wai-Ki Ching. Online portfolio selection with state-dependent price estimators and transaction costs. European Journal of Operational Research, 331(1), 333-353, 2023. (JCR: Q1, AJG/ABS:四星, FMS:A)
[2] Sini Guo, Jia-Wen Gu, Wai-Ki Ching, Benmeng Lyu. Adaptive online mean-variance portfolio selection with transaction costs. Quantitative Finance, 24(1), 59-82, 2024. (AJG/ABS:三星, FMS:B)
[3] Sini Guo*, Jia-Wen Gu, Wai-Ki Ching. Adaptive online portfolio selection with transaction costs. European Journal of Operational Research, 295(3), 1074-1086, 2021(JCR: Q1, AJG/ABS:四星, FMS:A).
[4] Sini Guo, Lean Yu, Xiang Li, Kar Samarjit. Fuzzy multi-period portfolio selection with different investment horizons. European Journal of Operational Research, 254, 1026-1035, 2016 (JCR: Q1, AJG/ABS:四星, FMS:A).
[5] Sini Guo, Pengyu Liu, Wai-Ki Ching, Tatsuya Akutsu. On the distribution of successor states in Boolean threshold networks. IEEE Transactions on Neural Networks and Learning Systems, 33(9), 4147-4159, 2022, (JCR: Q1, IF: 14.255, CCF:B, 中科院:Q1).
[6] Sini Guo*, Wai-Ki Ching, Wai-Keung Li, Tak-Kuen Siu, Zhiwen Zhang. Fuzzy hidden Markov-switching portfolio selection with capital gain tax. Expert Systems with Applications, 149, 113304, 2020(JCR: Q1, IF: 8.665, 中科院:Q1).
[7] Sini Guo*, Wai-Ki Ching. High-order Markov-switching portfolio selection with capital gain tax. Expert Systems with Applications, 165, 113915, 2021 (JCR: Q1, IF: 8.665, 中科院:Q1).
[8] Sini Guo, Xiang Li, Wai-Ki Ching, Ralescu Dan, Wai-Keung Li, Zhiwen Zhang. GPS trajectory data segmentation based on probabilistic logic, International Journal of Approximate Reasoning, 103, 227-247, 2018 (JCR: Q2, IF: 4.452, CCF:B).
[9] Xiang Li, Hui Jiang, Sini Guo*, Wai-Ki Ching, Lean Yu. On product of positive L-R fuzzy numbers and its application to multi-period portfolio selection problems. Fuzzy Optimization and Decision Making, 19, 53-79, 2020 (JCR: Q1, AJG/ABS:三星, FMS:B).
[10] Avraham A. Melkman, Sini Guo, Wai-Ki Ching, Pengyu Liu, Tatsuya Akutsu. On the compressive power of Boolean threshold autoencoders. IEEE Transactions on Neural Networks and Learning Systems, 34(2), 921-931, 2023 (JCR: Q1, IF: 14.255, CCF:B, 中科院:Q1).
[11] Xiaoqing Cheng, Wai-Ki Ching, Sini Guo, Tatsuya Akutsu. Discrimination of attractors with noisy nodes in Boolean networks. Automatica,130, 109630, 2021 (JCR: Q1, IF: 6.15, 中科院:Q2).
社會服務：
(1) 北京系統(tǒng)工程學會理事
(2) SCI期刊Axioms 的Guest Editor, 組織期刊Special Issue “Data-Driven Decision Making and Optimization”, 歡迎投稿：https://www.mdpi.com/journal/axioms/special_issues/52I57696X2
(3) 期刊匿名審稿專家：European Journal of Operational Research， Omega, Journal of Optimization Theory and Applications, Information Sciences, Applied Soft Computing, IEEE Transactions on Fuzzy Systems, Expert Systems with Applications, Soft Computing, International Journal of General Systems, Journal of Ambient Intelligence & Humanized Computing.
講授課程：
《人工智能基礎及應用》
《金融科技與智能投顧》
《新生研修與專業(yè)導論》
主持科研項目：
國家自然科學基金青年項目: 基于智能投顧的在線投資組合選擇研究
中國博士后科學基金面上項目: 金融大數(shù)據(jù)環(huán)境下的高頻在線投資決策研究
