Shouyang Wang

Shouyang Wang received the PhD degree in Operations Research from Institute of Systems Science, Chinese Academy of Sciences (CAS), Beijing in 1986. He is currently a Bairen distinguished professor of Management Science at Academy of Mathematics and Systems Sciences of CAS and a Lotus chair professor of Hunan University, Changsha. He is the editor-in-chief or a co-editor of 12 journals. He has published 18 books and over 180 journal papers. His current research interests include financial engineering, e-auctions, knowledge management and decision analysis.

Publications

Portfolio Optimization Using Evolutionary Algorithms
Portfolio Optimization Using Evolutionary Algorithms
Lean Yu, Shouyang Wang, Kin Keung Lai. © 2008. 11 pages.
In this study, a double-stage evolutionary algorithm is proposed for portfolio optimization. In the first stage, a genetic algorithm is used to identify good-quality assets in...