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刘可伋

教授、博士生导师

研究方向:数学物理反问题、数据建模与计算、量化投资、金融风控等

教授简介 研究领域 学术成果

反问题的理论与算法,大数据建模与方法,金融风控,量化投资策略


反问题的理论与算法,大数据建模与方法,金融风控,量化投资策略


代表性论著

(1)J. Yang, M. Ding andK. Liu*, On the uniqueness of inverse problems for the reduced wave equation with unknown embedded obstacles,Inverse Problems, accepted for publication.

(2)K. Liu*, Fast Imaging of Sources and Scatterers in a Stratified Ocean Waveguide,SIAM J. Imaging Sciences, 14(1) 224-245, 2021.

(3)H. Ammari, Y. Chow andK. Liu*,Optimal Mesh Size for Inverse Medium Scattering Problems,SIAM J. Numerical Analysis58(1) 733-756, 2020.

(4)严阅,陈瑜,刘可伋,罗心悦,许伯熹,江渝,程晋*,基于一类时滞动力学系统对新型冠状肺炎疫情的建模和预测,中国科学50(3) 385-392, 2020.

(5)K. Liu*, Near-field Imaging of Inhomogeneities in a Stratified Ocean Waveguide,J. Computational Physics398 (2019), 108901.

(6)M. Ding, J. Li,K. Liuand J. Yang*, Imaging of Local Rough Surfaces by the Linear Sampling Method with Near-field Data,SIAM J. Imaging Sciences10(2017), 1579–1602.

(7)H.Ammari, Y. Chow,K. Liuand J. Zou, Optimal Shape Design by Partial Spectral Data,SIAM J. Scientific Computing37(2015), B855-B883.

(8)Y. Chow, K. Ito,K. Liuand J. Zou, Direct Sampling Method for Diffusive Optical Tomography,SIAM J. Scientific Computing37(2015), A1658-1684.

(9)K. Liuand J. Zou, A Multilevel Sampling Algorithm for Locating Inhomogeneous Media,Inverse Problems29 (2013), 095003.

2主持项目情况

1)国家自科面上项目2021-2024

2)上海市自科面上项目2020-2023

3)上海市科委科技启明星计划2019-2022

4)国家自科青年项目2017-2019

5)上海市教委晨光计划2016-2018

6)上海市科委浦江人才计划2016-2018

7)上海市科委金融大数据重大科技攻关子项目2014-2016

8)中信集团大数据横向项目2019.5-2019.12


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