【个人简介】

北京航空航天大学经济管理学院教授、博士生导师、副院长。本科毕业于南开大学，博士毕业于清华大学。2009至2016年任北航经管学院讲师、副教授、博士生导师等，2016年起任教授。曾赴香港城市大学、新加坡南洋理工大学进行短期交流，美国密歇根大学访问学者。曾入选国家级青年人才计划、教育部新世纪优秀人才计划和北航首届青年拔尖人才，获得教育部霍英东青年教师奖、第七届钟家庆运筹学奖、第九届运筹新人奖以及北航“凡舟”奖教金一等奖、蓝天科研新秀、第十六届“我爱我师”优秀教师奖、优秀硕士学位论文指导教师等。现任中国系统工程学会应急管理系统工程专业委员会秘书长，中国运筹学会智能计算分会副理事长、不确定系统分会常务理事，北京大数据协会常务理事，中国统计教育学会理事等。

主要研究领域为系统建模与优化、不确定决策、投资组合优化、风险管理、区间数据分析等。先后主持四项国家自然科学基金项目，参与国家自科基金重点项目与国家重点研发计划等多项。在Springer出版一部学术专著，在European Journal of Operational Research、Insurance Mathematics and Economics、IEEE Transactions on Fuzzy Systems、管理科学学报等期刊发表论文70余篇，其中SCI/SSCI检索期刊论文60余篇。

主要为本科生讲授《应用统计学》（北航首批一流课程建设）和《应用随机过程》（北航双百工程优质课程）等专业核心课，为MBA等专业硕士讲授《运筹与决策》和《管理统计》等学位必修课。主持中央高校教育教学改革专项等教改项目，获得六项教学成果奖，及“凡舟”基金课程教学团队资助等。

【主要科研项目】

基于区间数据的贝叶斯线性与非线性建模方法及其应用研究，国家自然科学基金面上项目，2021/01-2024/12，主持

不确定环境下引入金融对冲的库存决策模型及其优化研究，国家自然科学基金面上项目，2018/01-2021/12，主持

复杂不确定环境下鲁棒投资组合优化模型及决策研究，国家自然科学基金面上项目，2014/01-2017/12，主持

模糊随机环境下多阶段投资组合选择模型及决策研究，国家自然科学基金青年基金项目，2011/01-2013/12，主持

模糊随机环境下基于下方风险的多阶段投资组合模型与算法研究，教育部博士点基金，2011/01-2013/12，主持

【部分期刊论文】

Du N, Yan Y and Qin Z*. Analysis of financing strategy in coopetition supply chain with opportunity cost. European Journal of Operational Research. 

https://doi.org/10.1016/j.ejor.2022.05.021

Xu M and Qin Z*. Bayesian framework for interval-valued data using Jeffreys’ prior and posterior predictive checking methods. Communications in Statistics - Simulation and Computation. 

https://doi.org/10.1080/03610918.2022.2076869

Xu M, Qin Z* and Wei Y. Exploring the financing and allocating schemes for the Chinese green climate fund. Environment, Development and Sustainability. 

https://doi.org/10.1007/s10668-022-02137-5

Yan Y, Zhao Q, Qin Z* and Sun G. Integration of development and advertising strategies for multi-attribute products under competition. European Journal of Operational Research 300 (2022) 490-503.

Yan Y, Zhao Q, Qin Z* and Lev B. Inter-competitor outsourcing: On the advantages of profit and product launching time. Transportation Research Part E 158 (2022) 102581.

Dong S, Qin Z and Yan Y. Effects of online-to-offline spillovers on pricing and quality strategies of competing firms. International Journal of Production Economics 244 (2022) 108376.

Xu M and Qin Z*. A bivariate Bayesian method for interval-valued regression models. Knowledge-Based Systems 235 (2022) 107396.

Wu R, Qin Z* and Liu B. A systemic analysis of dynamic frequency spillovers among carbon emissions trading (CET), fossil energy and sectoral stock markets: Evidence from China. Energy 254 (2022) 124176

Dai Y and Qin Z*. Multi-period uncertain portfolio optimization model with minimum transaction lots and dynamic risk preference. Applied Soft Computing 109 (2021) 107519.

Xu M, Qin Z and Zhang S. Carbon dioxide mitigation co-effect analysis of clean air policies: lessons and perspectives in China’s Beijing-Tianjin-Hebei region. Environmental Research Letters 16(1) (2021) 015006.

Wu R and Qin Z*. Assessing market efficiency and liquidity: Evidence from China's emissions trading scheme pilots. Science of the Total Environment 769 (2021) 144707.

Xu M and Qin Z*. A novel hybrid ARIMA and regression tree model for the interval-valued time series. Journal of Statistical Computation and Simulation 91(5) (2021)1000-1015.

Qin Z. Uncertain random goal programming. Fuzzy Optimization and Decision Making 17(4) (2018) 375-386.

Qin Z. Random fuzzy mean-absolute deviation models for portfolio optimization problem with hybrid uncertainty. Applied Soft Computing 56 (2017) 597-603.

Qin Z and Gao Y. Uncapacitated p-hub location problem with fixed costs and uncertain flows. Journal of Intelligent Manufacturing 28(3) (2017) 705-716.

Gao Y andQin Z*. A chance constrained programming approach for uncertain p-hub center location problem, Computers & Industrial Engineering 102 (2016) 10-20.

Gao Y and Qin Z*. On computing the edge-connectivity of an uncertain graph. IEEE Transactions on Fuzzy Systems 24(4) (2016) 981-991.

Qin Z. Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns.European Journal of Operational Research 245 (2015) 480-488.

Yao K and Qin Z*. A modified insurance risk process with uncertainty. Insurance Mathematics and Economics 65 (2015) 227-233.

Chen M, Wang H and Qin Z*. Principal component analysis for probabilistic symbolic data: A more generic and accurate algorithm. Advances in Data Analysis and Classification 9 (2015) 59-79.

Li X and Qin Z*. Interval portfolio selection models within the framework of uncertainty theory. Economic Modelling 41 (2014) 338-344.

Qin Z and Kar S. Single-period inventory problem under uncertain environment. Applied Mathematics and Computation 219(18) (2013) 9630-9638.

Li X, Shou B and Qin Z. An expected regret minimization portfolio selection model. European Journal of Operational Research 218(2) (2012) 484-492.

Wen M, Qin Z and Kang R. Sensitivity and stability analysis in fuzzy data envelopment analysis. Fuzzy Optimization and Decision Making 10(1) (2011) 1-10.

Li X, Qin Z*, Yang L and Li K. Entropy maximization model for trip distribution problem with fuzzy and random parameters. Journal of Computational and Applied Mathematics 235(8) (2011) 1906-1913.

Qin Z, Bai MandRalescu D. A fuzzy control system with application to production planning problem. Information Sciences 181 (2011) 1018-1027.

Li X, Qin Z* and Yang L. A chance-constrained portfolio selection model with risk constraints. Applied Mathematics and Computation 217 (2010) 949-951.

Qin Z and Ji X, Logistics network design for product recovery in fuzzy environment, European Journal of Operational Research 202 (2010) 479-490.

Li X, Qin Z* and Kar S. Mean-variance-skewness model for portfolio selection with fuzzy parameters. European Journal of Operational Research 202 (2010) 239-247.

Qin Z and Gao X. Fractional Liu process with application to finance. Mathematical and Computer Modeling 50 (2009) 1538-1543.

Qin Z, Li X and Ji X. Portfolio selection based on fuzzy cross-entropy. Journal of Computational and Applied mathematics 228 (2009) 139-149.

Qin Z and Li X. Option pricing formula for fuzzy financial market. Journal of Uncertain Systems 2 (2008) 17-21.