闵凉宇

一、个人简介

    闵凉宇，男，1991.7出生，讲师，上海财经大学金融信息工程博士学位

二、培养方向及主要研究内容

    主要研究方向：投资组合建模、机器学习算法

三、学术或社会兼职

    无

四、主要学术或实践成果

[1] Min, L., Dong, J., Liu, J., & Gong, X. (2021). Robust mean-risk portfolio optimization using machine learning-based trade-off parameter. Applied Soft Computing, 113, 107948.

[2] Min, L., Dong, J., Liu, D., & Kong, X. (2021). A black-litterman portfolio selection model with investor opinions generating from machine learning algorithms. Engineering Letters, 29(2), 710-721.

[3] Min, L., Lin, D., Wang, J., & Wang, B. (2025). Black-Litterman Portfolio Optimization Using Gaussian Mixture Model. Engineering Letters, 33(4).

[4] Min, L., Han, Y., & Xiang, Y. (2023). A Two-Stage Robust Omega Portfolio Optimization with Cardinality Constraints. IAENG International Journal of Applied Mathematics, 53(1).

[5] Min, L., Liu, D., Huang, X., & Dong, J. (2022). Worst-case Mean-VaR Portfolio Optimization with Higher-Order Moments. Engineering Letters, 30(1).