YAO Kai

Name:  YAO Kai

Title:Associate Professor

Research Areas: Financial Engineering

E-mail: yaokai@ucas.ac.cn

 

Highest Degree&Year Earned: Ph.D, 2013

Discipline: Management Science and Engineering

 

Publication in the Past 5 Years: 

1)English Journals&Journal Citations (SSCI/SCI/EI/CSSCI) 

1.Yao K , Liu B . Parameter estimation in uncertain differential equations[J]. Fuzzy Optimization and Decision Making, 2020, 19(1):1-12.       SCI 

2. Sheng Y , Yao K , Chen X . Least Squares Estimation in Uncertain Differential Equations[J]. IEEE Transactions on Fuzzy Systems, 2019, PP(99):1-1.   SCI 

3. Sheng Y , Yao K , Qin Z . Continuity and variation analysis of fractional uncertain processes[J]. Chaos Solitons & Fractals, 2020, 140:110250.       SCI 

4. Kai Yao, First hitting time of uncertain random renewal reward process and its application in insurance risk process, Soft Computing, Vol.23, No.11,3687-3696, 2019.SCI 

5. Kai Yao, Jian Zhou, Ruin time of uncertain insurance risk process, IEEE Transactions on Fuzzy Systems, Vol.26, No.1, 19-28, 2018.   SCI 

6. Kai Yao,Uncertain statistical inference models with imprecise observations, IEEE Transactions on Fuzzy Systems, Vol.26,No.2, 409-415, 2018.     SCI 

7. Yuhan Liu, Kai Yao, Uncertain random logic and uncertain random entailment, Journal of Ambient Intelligence and Humanized Computing, Vol.8, No.5, 695-706, 2017.    SCI 

8. Xiangfeng Yang, Kai Yao, Uncertain partial differential equation with application to heat conduction, Fuzzy Optimization and Decision Making, Vol.16, No.3, 379-403, 2017.  SCI 

9. Xiaoyu Ji, Kai Yao, Uncertain project scheduling problem with resource constraints, Journal of Intelligent Manufacturing, Vol.28, No.3, 575-580, 2017.     SCI 

10. Kai Yao, Jian Zhou, Uncertain random renewal reward process with application to block replacement policy, IEEE Transactions on Fuzzy Systems, Vol.24, No.6, 1637-1647, 2016.    SCI 

11. Rong Gao, Kai Yao, Importance index of components in uncertain random systems, Knowledge-Based Systems, Vol.109,208-217, 2016. SCI 

12. Yuanyuan Shen, Kai Yao, A mean-reverting currency model in an uncertain environment, Soft Computing, Vol.20, No.10,4131-4138, 2016.       SCI 

13. Kai Yao, Jinwu Gao, Law of large numbers for uncertain random variables, IEEE Transactions on Fuzzy Systems, Vol.24, No.3, 615-621, 2016.       SCI 

14. Hua Ke, Kai Yao, Block replacement policy with uncertain lifetimes, Reliability Engineering & System Safety, Vol.148, 119-124, 2016.     SCI 

15. “Uncertain contour process and its application in stock model with floating interest rate” Fuzzy Optimization and Decision Making,2015, 14(4), Page 399-424.     SCI 

16. “Uncertain multilevel programming: algorithm and applications" Computers & Industrial Engineering, 2015,89, Page 235-240, with LIU Baoding.      SCI 

17. “Uncertain random alternating renewal process with application to interval availability”IEEE Transactions on Fuzzy Systems, 2015, 23(5), Page 1333-1342, with GAO Jinwu. SCI 

18. “A formula to calculate the variance of uncertain variable” Soft Computing, 2015,19(10), Page2947-2953.  SCI 

19. “Stability in mean for uncertain differential equation”Fuzzy Optimization and Decision Making,2015, 14(3), Page 365-379, with KE Hua, SHENG Yuhong. SCI 

20. “Uncertain differential equation with jumps”Soft Computing, 2015, 19(7), Page 2063-2069.    SCI 

21. “A no-arbitrage theorem for uncertain stock model” Fuzzy Optimization and Decision Making, 2015, 14(2),Page 227-242.     SCI

22. “A modified insurance risk process with uncertainty”Insurance: Mathematics&Economics, 2015,62, Page 227-233, with QIN Zhongfeng."       SCI 

23. “An interest rate model in uncertain environment” Soft Computing, 2015, 19(3), Page 775-780, with JIAO Dengya.    SCI 

24. “Some concepts and theorems of uncertain random process” International Journal of Intelligent Systems, 2015, 30(1), Page52-65, with GAO Jinwu. SCI

 

Projects Statistics:

1) Number of Research Projects in the Past 5 Years: 1

 

Social Activities: Associate Editor of Fuzzy Optimization and Decision Making