个人简历

姜广鑫，哈尔滨工业大学经济与管理学院管理科学与工程系教授，教育部青年长江学者。多篇文章发表在管理领域著名期刊 Operations Research, INFORMS Journal on Computing, IEEE Transactions on Automatic Control, Naval Research Logistics等。曾荣获中国运筹学会金融工程与金融风险管理分会青年学者最佳论文奖（一等奖）、郭本瑜青年学者优秀论文奖(二等奖)等奖项。目前担任中国运筹学会金融工程与金融风险管理分会副秘书长、期刊 Asia-Pacific Journal of Operational Research 副编辑（Associate Editor）等职务。
教育背景
2010.09 – 2015.01, 同济大学 数学科学学院, 应用数学, 博士
2013.03 – 2014.04, 美国马里兰大学帕克分校 Robert H. Smith 商学院，联合培养博士
2006.09 – 2010.06, 同济大学 数学科学学院, 数学与应用数学, 本科
工作经历
2020.01至今, 哈尔滨工业大学, 经济与管理学院, 教授
2017.02 – 2019.12, 上海大学, 管理学院, 讲师、特聘副研究员、副教授
2015.02 – 2017.02，香港城市大学, 商学院, 博士后
获奖信息
2018年 郭本瑜青年学者优秀论文奖(二等奖)
2019年 中国运筹学会金融工程与金融风险管理分会青年学者最佳论文奖（一等奖）
2019年 上海大学蔡冠深优秀青年教师
2020年 Journal of Operations Research Society of China 最佳论文奖
General Information
Dr. Guangxin JIANG is a professor in the Department of Management Science and Engineering, School of Management, Harbin Institute of Technology (HIT). His research interests include stochastic models and simulation, machine learning, financial engineering and risk management, FinTech, etc. He has published on leading academic journals such as Operations Research, INFORMS Journal on Computing, IEEE Transactions on Automatic Control, Naval Research Logistics. He was the winner of Young Scholar Best Paper Award (First Prize) from Financial Engineering and Financial Risk Management Branch of Operations Research Society of China. He is the vice secretary of Financial Engineering and Financial Risk Management Branch of Operations Research Society of China, and the associate editor of Asia-Pacific Journal of Operational Research.
Education
2010.09 – 2015.01, School of Mathematical Science, Tongji University, Ph.D. in Applied Mathematics
2013.03 – 2014.04, Robert H. Smith School of Business, University of Maryland, College Park, USA, Joint Ph.D. Student
2006.09 – 2010.06, School of Mathematical Science, Tongji University, B.S. in Mathematics and Applied Mathematics
Working Experience
2020.01 to now, Professor, School of Management, Harbin Institute of Technology
2017.02 – 2019.12, Associate Professor, Distinguished Associate Research Fellow and Lecturer, School of Management, Shanghai University
2015.02 – 2017.02，Postdoctoral Fellow, School of Business, City University of Hong Kong
Awards and Honors
Best Paper Award (Second Prize) of Guo Ben-yu Award for Young Scholar, 2018
Best Paper Award (First Prize) for Young Scholar from Financial Engineering and Financial Risk Management Branch of Operations Research Society of China, 2019
Koon-Shum Choi Award for oung faculty at Shanghai University, 2019
Funded Research Projects
“Data-driven research on dynamic financial risk measures” (PI), Natural Science Foundation of China Grant, Project No.71801148, 2019/01-2021/12.
2017 Shanghai Young Eastern Scholar Program (PI), Shanghai Municipal Education Commission, Project N.60-D129-18-202, 2018/01-2020/12.

研究领域

随机模型与仿真、机器学习、金融工程与风险管理、金融科技等""

近期论文

Journal Papers
Guangxin Jiang, Michael C. Fu. Technical Note-On estimating quantile sensitivities via infinitesimal perturbation analysis, Operations Research, 2015, 63(2): 435-441.
Guangxin Jiang*, Chenglong Xu, Michael C. Fu. On sample average approximation algorithms for determining the optimal importance sampling parameters in pricing financial derivatives on Levy processes, Operations Research Letters, 2016, 44(1): 44-49.
Guangxin Jiang, Michael C. Fu. Quantile sensitivity estimation for dependent sequences, Journal of Applied Probability, 2016, 53(3): 715-732.
L. Jeff Hong*, Guangxin Jiang. Gradient and Hessian of joint probability function with applications on chance constrained programs. Journal of the Operations Research Society of China, 2017, 5(3): 431-455.
Guangxin Jiang, Michael C. Fu*. Importance splitting for finite-time rare event simulation, IEEE Transactions on Automatic Control, 2018, 63(6): 1760-1767.
Xin Yun, L. Jeff Hong, Guangxin Jiang*, Shouyang Wang. On Gamma estimation via matrix kriging. Naval Research Logistics, 2019, 66(5): 393-410.
L. Jeff Hong, Guangxin Jiang*. Offline simulation online application: A new framework of simulation-based decision making. Asia-Pacific Journal of Operational Research, 2019, 36(6): 1940015.
Guangxin Jiang, L. Jeff Hong, Barry L. Nelson. Online risk monitoring using offline simulation. INFORMS Journal on Computing, 2020, 32(2): 356-375.
Zini Wang, Guangxin Jiang*, Qiang Ye. On fair designs of cross-chain exchange for cryptocurrencies via Monte Carlo simulation, Naval Research Logistics, 2021, DOI:10.1002/nav.21989.
Conference Papers
1. Jiang G., Fu, M. C., Xu, C., 2014. Bias reduction in estimating quantile sensitivities. IFAC 2014 World Congress.
2. Jiang G., Fu M. C., Xu C., 2015. Optimal importance sampling for simulation of Levy processes. The 2015 Winter Simulation Conference.
3. Jiang G., Hong L. J., Nelson B. L., 2016. A simulation analytics approach to dynamic risk monitoring. The 2016 Winter Simulation Conference.
4. Lam H., Jiang G., Fu M.C., 2018. On efficiencies of stochastic optimization procedures under importance sampling. The 2018 Winter Simulation Conference.
5. Feng B., Jiang G., 2020. Reuse simulation outputs of repeated experiments via likelihood ration regression. The 2020 Winter Simulation Conference.
6. Cai X., Yang Y., Jiang G., 2020. Online risk measure estimation via natural gradient boosting. The 2020 Winter Simulation Conference.
中国管理现代化研究会理事
中国运筹学会金融工程与金融风险管理分会 副秘书长、理事
Asia-Pacific Journal of Operational Research (SCI) 副编辑 (Associate Editor)
2016, 2018, 2019,2020,2021年冬季仿真会议 (Winter Simulation Conference) 小组委员会成员 (PC member)
Operations Research, INFORMS Journal on Computing, IEEE Transactions on Automatic Control, European Journal of Operational Research, IEEE Transactions on Wireless Communications, Journal of Applied Probability, Journal of Simulation 等期刊审稿人