Name: FANG Yong
Title: Associate Professor
Research Areas: Financial Engineering, Decision Science
Administrative Title: Deputy Director of Management and Decision Science Department, AMSS
Highest Degree&Year Earned: Ph.D, 2003
Discipline: Management Science and Engineering
Publication in the Past 5 Years:
1)English Journals&Journal Citations (SSCI/SCI/EI/CSSCI)
1. Daping Zhao, Yong Fang, Chaoliang Zhang, Zongrun Wang, Portfolio Selection Based on Bayesian Theory, Mathematical Problems in Engineering, Volume 2019, Article ID 4246903, 11 pages SCI
2. Hongquan Li, Zhihong Yi, Yong Fang, Portfolio selection under uncertainty by the ordered modular average operator, Fuzzy Optimization and Decision Making, 18:1-14, 2019. SCI
3. X. Chen, Z.R. Wang, S.H. Deng, Y. Fang, Risk measure optimization: perceived risk and overconfidence of structured product investors, Journal of Industrial and Management Optimization, 15(3): 1473-1492, 2019. SCI
4. Yong Fang,Lin Bo,Daping Zhao,Shouyang Wang, Fuzzy Views on Black-Littermanportfolio selection model, Journal of Systems Science & Complexity, 31:975-987, 2018.SCI
2) Chinese Journals&Journal Citations (SSCI/SCI/EI/CSSCI)
1. ShuaiLiu,Guohua Gan, MingxiLiu, YongFang, ShouyangWang, a multisub-block incentive consensus mechanism designed on the basis of topology and allocation mechanism, computer science, 47 (7): 268-277, 2020. CSCD
2. DapingZhao, YongFang, VaR-based risk parity investment strategy and its application, Journal of systems engineering, 35 (10): 623-6312020. CSCD
3. YongFang, LiangHuang, portfolio selection model based on Quantile Regression and association rule mining, management and decision making, 6:38-48, 2020
4. MingxiLiu, GuohuaGan, YukunCheng, LinXiao, ShuaiLiu,YongFang, development status and prospect of blockchain consensus mechanism, Journal of operations research, 24 (1): 23-392020. CSCD
5. ZongmingLi, YongFang, portfolio selection model based on POET method, practice and understanding of mathematics, 50 (9): 78-88, 2020. CSSCI, CSCD
6. ShengGuo, YangLiu, YongFang, empirical analysis of currency mismatch in China's banking industry, system engineering theory and practice, 39 (8): 1936-19422019 EI，CSCD，CSSI
7. TongxinLiu, CuihongYang, YongFang and RuoxingZhang, life cycle stage identification of small and medium-sized enterprises based on single perspective data of power consumption characteristics, technology and economy, 38 (4): 107-113, 2019 CSSI
8. LinXiao, DapingZhao, YongFang, empirical analysis on the disposal effect of margin trading in China, China management science, 26 (9): 41-52, 2018 CSSI
9. ZiminLi, ConglinZhong, ZhiDong, JiajiaLiu, YongFang, JichangDong, system dynamics simulation research on the development of China's trust industry, management review, 30 (4): 3-12, 2018 CSSI
10. Tongxin Liu, Cuihong Yang, Yong Fang, Ruoxing Zhang, research on solvency risk identification and prediction of small and medium-sized enterprises based on single perspective data of power consumption characteristics, technical economy, 37 (2): 91-98, 2018 CSSI
11. Lin Bai, Daping Zhao, Yong Fang, Shouyang Wang, multi-stage portfolio selection model based on investors' point of view, system engineering theory and practice, 37 (08): 2024-2032, 2017 EI，CSCD，CSSI
12. Daping Zhao, Yong Fang, multi-stage scenario element generation based on Bayesian correction, system engineering theory and practice, 36 (8): 1928-1936, 2016 EI，CSCD，CSSI
13. Liang Huang, Yong Fang, statistical arbitrage model based on ROC curve, Chinesejournal of management science, s1:448-4532016 CSSI
14. Lin Bai, Yong Fang, portfolio selection model based on fuzzy regression analysis, system engineering theory and practice, 35 (7): 1770-17762015 EI，CSCD，CSSI
15. Binwei Liu,Yong Fang, introduction of the two-stage portfolio selection model of stock index futures, Chinesejournal of management science, s1:419-4232015 CSSI
16. Daping Zhao, Chaoliang Zhang, Yong Fang, portfolio selection of long and short data based on Bayesian theory, Chinesejournal of management science, s1:504-5092015 CSSI
Projects Statistics:
1) Number of Research Projects in the Past 5 Years: 4
2) Number of Industrial Projects in the Past 5 Years: 3
Textbooks: 1
Social Activities: Vice Chief Editor of “Journal of Systems Science and Complexity”; Editorial Board of “System Engineering Theory and Practice” and “Journal of System Science and Information”
