朱冬梅，女，副教授，博士生导师。
担任Automatica、Economic Modelling、Finance Research Letters、管理科学学报、金融监管研究、系统工程学报等多家期刊审稿人。
金融工程、随机优化、金融风险管理等
1.科研项目
(1)国家自然科学基金青年项目，2019 结项。
(2)国家社会科学基金一般项目，参与。
(3)国家自然科学基金面上项目，参与。
2.社会服务
(1)金融机构委托咨询项目。
(1) D. M. Zhu, H. Zheng , Effective approximation methods for constrained utility maximization with drift uncertainty, J Optimization, Theory Applications, (2022) 194, 191-219.
(2) D.M. Zhu, J.W. Gu, F.H. Yu, T.K. Siu, W.K. Ching, Optimal pairs trading with dynamic mean-variance objective, Mathematical Methods of Operations Research, (2021) 94: 145-168.
(3) D.M. Zhu, J.W. Gu, F.H. YU, W.K. Ching, T.K. Siu, How correlation risk in basket credit derivatives might be priced and managed? IMA Journal of Management Mathematics, (2021) 32(2): 195-219.
(4) D.M. Zhu, J.J. Lu, W.K. Ching, T.K. Siu, Discrete-time optimal asset allocation under Higher-Order Hidden Markov Model. Economic Modelling, (2017) 66: 223-232.
(5) D.M. Zhu,W.K.Ching,R.J.Elliott,T.K.Siu and L.Zhang,Hidden Markov models with threshold effects and their applications to oil price forecasting, Journal of Industrial and Management Optimization, (2017)13(2):757-773.
(6) D.M. Zhu,Y.Xie,W.K.Ching, T.K.Siu,Optimal portfolios with maximum Value-at-Risk constraint under a hidden Markovian regime-switching model, Automatica, (2016)74:194-205.
