Classification and Credit Scoring
Productivity Analysis and Performance Evaluation
Portfolio Optimization and Evaluation
Jin, Q., Kerstens, K., Van de Woestyne, I. (2024). Convex and Nonconvex Nonparametric Frontier-Based Classification Methods for Anomaly Detection. OR Spectrum, forthcoming.
Jin, Q., Basso, A., Funari, S., Kerstens, K., Van de Woestyne, I. (2024). Evaluating Different Groups of Mutual Funds Using a Metafrontier Approach: Ethical vs. Non-Ethical Funds. European Journal of Operational Research, 312(3), 1134-1145.
Zhou, Z., Sun, W., Xiao, H., Jin, Q., Liu, W. (2022). A Non-Convex Metafrontier DEA Model with Natural and Managerial Disposability for Pollutant Tax Levels and Environmental Efficiencies Analysis. Journal of the Operational Research Society, 73(10), 2294-2308.
Zhou, Z., Sun, W., Xiao, H., Jin, Q., Liu, W. (2021). Stochastic Leader-Follower DEA Models for Two-Stage Systems. Journal of Management Science and Engineering, 6(4), 413-434.
Jin, Q., Kerstens, K., Van de Woestyne, I. (2020). Metafrontier Productivity Indices: Questioning the Common Convexification Strategy. European Journal of Operational Research, 283(2), 737-747.
Zhou, Z., Chen, E., Xiao, H., Ren, T., Jin, Q. (2019). Performance Evaluation of Portfolios with Fuzzy Returns. RAIRO-Operations Research, 53(5), 1581-1600.
Zhou, Z., Jin, Q., Peng, J., Xiao, H., Wu, S. (2019). Further Study of the DEA-Based Framework for Performance Evaluation of Competing Crude Oil Prices’ Volatility Forecasting Models. Mathematics, 7(9), 827.
Zhou, Z., Xiao, H., Jin, Q., Liu, W. (2018). DEA Frontier Improvement and Portfolio Rebalancing: An Application of China Mutual Funds on Considering Sustainability Information Disclosure. European Journal of Operational Research, 269(1), 111-131.
Zhou, Z., Jin, Q., Xiao, H., Wu, Q., Liu, W. (2018). Estimation of Cardinality Constrained Portfolio Efficiency via Segmented DEA. Omega, 76, 28-37.
Zhou, Z., Placca, E., Jin, Q., Liu, W., Wu, S. (2018). Banks Efficiency and Productivity in Togo after the Financial Liberalization: A Combined Malmquist Index Approach. INFOR: Information Systems and Operational Research, 56(3), 317-331.
Zhou, Z., Duan, K., Lin, L., Jin, Q. (2015). Forecasting Long-Term and Short-Term Crude Oil Price: A Comparison of the Predictive Abilities of Competing Models. International Journal of Global Energy Issues, 38(4-6), 286-297.
刘娅云, 陈晓春, 金倩颖 (2021). 社会组织的绩效测算及差异性研究——基于两阶段DEA模型. 财经理论与实践, 42(03): 140-146.
周忠宝, 任甜甜, 肖和录, 金倩颖, 吴士健 (2019). 资产收益序列相依下的多阶段投资博弈模型. 管理科学学报, 22(07): 66-88.
周忠宝, 金倩颖, 曾喜梅, 吴乾, 刘文斌 (2017) 存在基数约束的投资组合效率评价方法. 中国管理科学, 25(2): 174-179.
EWEPA XVIII, 19 June 2024, University of Algarve (Faro, Portugal): A Pairwise-Frontier-based Classification Method for Two-Group Classification.
CIDE 2019 (4e Colloque Interdisciplinaire sur la Défaillance d’Entreprise), 29 November 2019, IAE Lille (Lille, France): The Potential Use of DEA and FDH models for Bankruptcy Prediction Analysis: Some Explorations.
DEAIC 2019, 29 June 2019, Kent University (Canterbury, UK): Metafrontier Productivity Indices: Questioning the Common Convexification Strategy.
EWEPA XVI (the 16th European Workshop in Efficiency and Productivity Analysis), 13 June 2019, Loughborough University (London, UK): Metafrontier Productivity Indices: Questioning the Common Convexification Strategy.
Firm Heterogeneity in Technical Change, 28 March 2019, Ghent University (Ghent, Belguim): Metafrontier Malmquist Productivity Index and The Price of a Convexification Strategy.
DEAIC 2017 (Data Envelopment Analysis International Conference 2017 Joint with Taiwan Productivity Workshop), 7 July 2017, Hefei University of Technology, (Hefei, China): A General DEA Approach for Non-Homogeneous DMUs with Known Internal Working Structure; Frontier Construction, DEA and Network DEA Models for Two-Stage Systems.
DEAIC 2016 (Data Envelopment Analysis International Conference 2016), 3 July 2016, Nanjing Audit University (Nanjing, China): Estimation of Cardinality Constrained Portfolio Efficiency via Segmented DEA.
EQM Research Seminar, 20 June 2019, IESEG School of Management (Lille, France): Credit Scoring with Non-parametric Frontier Methods: Overview, New Proposals and Empirical Comparison.