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Wang Shouyang
Professor of Management Science

Associate Dean of School of Management, Graduate University of CAS; Director of Centre for Forecasting Science, CAS; Director of Key Laboratory of Management, Decision and Information Systems, Chinese Academy of Sciences; Vice President of Academy of Mathematics and Systems Science (AMSS), CAS

BS, Zhongshan (Sun-Yat) University, 1982
MS, Institute of Systems Science, Chinese Academy of Sciences, 1983
Ph.D., Institute of Systems Science, Chinese Academy of Sciences, 1986

Personal Information
Shouyang Wang received his BS degree from Zhongshan (Sun-Yat) University in 1982 and his MS and Ph.D. degrees from Institute of Systems Science, Chinese Academy of Sciences, in 1983 and 1986 respectively. During 1987-88, he was a postdoctoral research fellow at Delft University of Technology in the Netherlands. He was a visiting professor of Delft University of Technology in 1992, a visiting professor of Barcelona University and University of Santiago de Compostela in Spain in 1994, a visiting professor of Konan University in Japan in 1995 and a visiting professor of City University of Hong Kong in 1998, 1999, 2005, 2006, etc. He was also invited to serve as a foreign professor of University of Tsukuba in Japan in September, 2000 - August, 2001 and September, 2003 - August, 2004. He was selected as a chair professor of "100 talent Program of Chinese Academy of Sciences" in 1996. During May, 1997 - August, 2000, he was appointed as the executive deputy director of Department of Management Sciences, National Science Foundation of China. He was appointed as the director of Key Laboratory of Management, Decision and Information Systems of Chinese Academy of Sciences in December, 2000. In February 2006, he was appointed as the first director of Centre for Forecasting Science of Chinese Academy of Sciences.
His research at present concentrates on Forecasting Methods, Financial Risk Management, Integrated Logistics, Game Theory and Conflict Analysis. He has published over 150 journal articles in leading journals including Decision Support Systems, Journal of Optimization Theory and Applications, IEEE Transactions on Automatic Control, IEEE Transactions on Knowledge and Data Engineering, European Journal of Operational Research, International Journal of Production Economics, Group Decision and Negotiations, and IIE Transactions.
He is on the editorial boards of 12 journals, including Information and Management, Journal of Management Systems, Human Systems Management, International Journal of Information Technology and Decision Making, Journal of Systems Science and Complexity, Journal of Industrial and Management Optimization, Pacific Journal of Optimization, International Journal of Industrial Engineering and Management Systems. He also served as a guest editor of an issue/volume of 9 leading journals including Annals of Operations research, and European Journal of Operational Research.

Research Interest
·Forecasting Methods
· Investment Analysis and Risk Management
· Integrated Logistics
· Game Theory and Conflict Analysis
· International Trade and Economics

 

Recent Articles (Partial)

Yu, L, Wang, SY, Lai, KK, Forecasting Foreign Exchange Rates via Artificial Neural Networks, Springer, Boston, 2006.
Yu, L, Wang, SY, Lai, KK, Forecasting Foreign Exchange Rates and International Crude Oil Price Volatility --- TEI@I Methodology, Hunan University Press, Changsha, 2006.
Li, G, Wang, SY, Yu, G., Yan, H., A Study on Bullwhip Effect and Information Sharing in Supply Chains, Hunan University Press, Changsha, 2006.
Yu, L; Wang, SY; Lai, KK , An integrated data preparation scheme for neural network data analysis, IEEE Transactions on Knowledge and Data Engineering, vol.18, no.2 (2006)
Chao Xiuli, Duan Li, Shouyang Wang, Special Issue on Financial Engineering, Editorial, IIE Transactions, vol.37 (2005)
Chao X., K.K.Lai, Shouyang Wang and M.Yu, Optimal consumption portfolio and no-arbitrage with nonproportational transaction costs, Annals of Operations Research, vol.135 (2005)
Deng Xiaotie, Zhongfei Li, Shouyang Wang, A minimax portfolio selection strategy with equilibrium, European Journal of Operational Research, vol.166 (2005)
Deng Xiaotie, Zhongfei Li, Shouyang Wang, Hailiang Yang, Necessary and sufficient conditions for weak no-arbitrage in securities markets with frictions, Annals of Operations Research, vol.133 (2005)
FangY., K.K.Lai and Shou-Yang Wang, Portfolio rebalancing with transaction costs and a minimal purchase unit, Dynamics of Continuous, Discrete and Impulsive Systems, vol.12 (2005)
Huang Wei, Yoshiteru Nakamori, Shouyang Wang, Forecasting stock market movement direction with support vector machine, Computers & Operations Research, vol.32 , no.10 (2005)
Huang Wei, Yoshiteru Nakamori, Shouyang Wang, Tieju Ma, Mining scientific literature to predict new relationships, Intelligent Data Analysis, vol.9, no.2 (2005)
Ji Xiaodong, Shushang Zhu, Shouyang Wang and Shuzhong Zhang, A stochastic linear goal programming approach to multistage portfolio management based on scenario generation via linear programming, IIE Transactions, vol.37 (2005)
Li Gang, Hong Yan, Shouyang Wang, Yusen Xia, Comparative analysis on value of information sharing in supply chains, International Journal of Supply Chain Management, vol.10, no.1 (2005)
Li Gang, Shouyang Wang, Hong Yan, Gang Yu, Information transformation in a supply chain: a simulation study, Computers & Operations Research, vol.32 (2005)
Liu, S.L., SY Wang, Lai, K.K., A general multivariate analysis approach for determining bid mark-up strategy, Construction Management and Economics, vol. 23, no. 4 (2005)
Suganuma S, Huynh VN, Nakamori Y, Wang SY, A fuzzy set based approach to generalized landscape theory of aggregation, New Generation Computing, vol.23, no.1 (2005)
Wang SY, Yu LA, K.K. Lai, Crude oil price forecasting with TEI@I methodology, Journal of Systems Science and Complexity, vol.18, no.2 (2005)
Wang SY, G.Yu, Hanqin Zhang, Recent advances in decision making under uncertainty: Preface, Annals of Operations Research, vol.135(2005)

 

 

 


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