江波

教授

研究兴趣:    运筹学、运营管理

教授课程:    非线性最优化算法与大数据、随机过程与动态规划

办公室:        信息学院楼 403

电 话:           021-65901435

Email:         jiang.bo@mail.shufe.edu.cn

教师简介


江波,博士,上海财经大学信息管理与工程学院助理教授,于2013年9月在美国明尼苏达大学工业与系统工程系获得博士学位,导师张树中教授。主要研究领域包括优化理论,组合投资优化,信号处理,图像处理等。在运筹优化的国际一流杂志Mathematics of Operations Research,Mathematical Programming等发表过多篇论文。现为美国数学会旗下 mathmatical reviews 的评论员, 担任过Management Science, Mathematics of Operations Research, SIAM Journal on Optimization等著名期刊的匿名审稿人。曾在美国对冲基金公司Whitebox Advisors(该基金旗下管理资产约45亿美元)担任暑期研究员,从事鲁棒组合投资的研究工作。近期的主要研究课题为多维数据(张量)优化的理论和实际应用。

代表性论文


  1. Tensor and Its Tucker Core: the Invariance Relationships
    B. Jiang, F. Yang and S. Zhang
    Numerical Linear Algebra with Applications, accepted, 2017.

  2. On Cones of Nonnegative Quartic Forms
    B. Jiang, Z. Li, and S. Zhang
    Journal of Foundations of Computational Mathematics, 17(1), 161-197, 2017.

  3. SparRec: An effective matrix completion framework of missing data imputation for GWAS
    B. Jiang, S. Ma, M. P. Hardin, L. Qiao, J. Causey, I. Bitts, D. Johnson, S. Zhang* and X. Huang*
    Scientific Reports: A Journal of the Nature Publishing Group, 6, 35534, 2016.

  4. A Note on Semidefinite Programming Relaxations for Polynomial Optimization over A Single Sphere
    J. Hu, B. Jiang, X. Liu and Z. Wen
    Science China Mathematics, 59, 1543-1560, 2016.

  5. Characterizing Real-Valued Multivariate Complex Polynomials and Their Symmetric Tensor Representations
    B. Jiang, Z. Li, and S. Zhang
    SIAM Journal on Matrix Analysis and Applications, 37(1), 381-408, 2016.

  6. Recovering Low-Rank Tensors with Applications in Tensor Completion
    X. Gao, B. Jiang*, and S. Tao
    Pacific Journal of Optimization, 11(2), 385-402, 2015.

  7. Tensor Principal Component Analysis via Convex Optimization
    B. Jiang, S. Ma, and S. Zhang
    Mathematical Programming, 150, 423-457, 2015.

  8. Moments Tensors, Hilbert’s Identity, and k-wise Uncorrelated Random Variables
    B. Jiang, S. He, Z. Li, and S. Zhang
    Mathematics of Operations Research, 39(3), 775-788, 2014.

  9. Approximation Methods for Complex Polynomial Optimization
    B. Jiang, Z. Li, and S. Zhang
    Computational Optimization and Applications, 59, 219-248, 2014.

  10. Probability Bounds for Polynomial Functions in Random Variables
    S. He, B. Jiang, Z. Li, and S. Zhang
    Mathematics of Operations Research, 39(3), 889-907, 2014.

  11. Tensor Principal Component Analysis via Convex Optimization
    B. Jiang, S. Ma, and S. Zhang
    Mathematical Programming, published online: 10.1007/s10107-014-0774-0, 2014.

  12. Alternating Direction Method of Multipliers for Real and Complex Polynomial Optimization Models
    B. Jiang, S. Ma, and S. Zhang
    Optimization, 63(6), 883-898, 2014.

  13. Ambiguity Function Shaping for Cognitive Radar Via Complex Quartic Optimization
    A. Aubry, A. De Maio, B. Jiang, and S. Zhang
    IEEE Transactions on Signal Processing, 61, 5603-5619, 2013.

  14. Cognitive Approach for Ambiguity Function Shaping
    A. Aubry, A. De Maio, B. Jiang, and S. Zhang
    Proceedings of The Seventh IEEE Sensor Array and Multichannel Signal Processing Workshop, 41-44, Hoboken NJ, 2012.

  15. Levitin-Polyak Well-posedness in vector Quasivariational Inequality Problems with Functional Constraints
    J. Zhang, B. Jiang and X. X. Huang
    Fixed Point Theory and Applications, 2010.

  16. Levitin-Polyak Well-posedness of generalized Quasivariational Inequalities with Functional Constraints
    B. Jiang, J. Zhang and X. X. Huang
    Nonlinear Analysis, Theory, Methods & Applications, 70, 1492-1503, 2009.

  17. Certain relations between vector variational inequalities and generalized variational inequalities
    B. Jiang, J. Zhang and X. X. Huang
    OR Transactions, 12, 115-120, 2008. (Chinese)