郭思尼

郭思尼，香港大学博士，北京理工大学管理学院管理科学与物流系特别副研究员，硕士生导师，北京高层次创新创业青年骨干人才。研究方向包括决策优化、金融科技、物流规划。研究成果发表在IISE Transactions, European Journal of Operational Research, Quantitative Finance, Omega, IEEE Transactions on Neural Networks and Learning Systems, IEEE Transactions on Fuzzy System, Automatica等国际期刊，主持国家自然科学基金青年项目、中国博士后科学基金面上项目、博士后国际交流计划引进项目。担任中国优选法统筹法与经济数学研究会预测科学与商务智能分会理事、北京系统工程学会理事、SCI期刊《Axioms》、《Mathematics》的Guest Editor，欢迎数学功底较好、对金融科技和决策优化感兴趣的同学报考硕士研究生, 可推荐优秀学生去香港大学攻读博士学位。

联系方式：北京理工大学管理学院，北京市房山区良乡东校区文萃楼L302, Email：guosini@bit.edu.cn

教育背景

2017.09-2021.08	香港大学	数学专业	哲学博士
2014.09-2017.06	北京化工大学	管理科学与工程	工学硕士
2010.09-2014.06	北京化工大学	数学与应用数学	理学学士

工作经历/学术交流经历：

2022.03-至今	北京理工大学	管理学院	特别副研究员
2019.06-2019.08	京都大学（日本）	生物信息中心	访问学者
2018.06-2018.08	清华大学	丘成桐数学科学中心	访问学者

部分代表性论文（*通讯作者）：

[1] Sini Guo, Mengzi Yin, Hongguang Ma. Distributionally robust online portfolio selection with ESG scores. IISE Transactions, DOI: 10.1080/24725854.2025.2561568, 2025.

[2]Sini Guo*, Yu Qin, Yuan Gao. Uncertain online portfolio selection with LSTM predictors. Fuzzy Optimization and Decision Making, 24(4):615-641, 2025.

[3] Sini Guo, Jia-Wen Gu, Christopher H. Fok, Wai-Ki Ching. Online portfolio selection with state-dependent price estimators and transaction costs. European Journal of Operational Research, 331(1), 333-353, 2023.

[4] Sini Guo, Jia-Wen Gu, Wai-Ki Ching, Benmeng Lyu. Adaptive online mean-variance portfolio selection with transaction costs. Quantitative Finance, 24(1), 59-82, 2024. 

[5] Benmeng Lyu, Boqian Wu, Sini Guo*, Jia-Wen Gu, Wai-Ki Ching. Robust online portfolio optimization with cash flows. Omega, 129, 103169, 2024.

[6] Sini Guo*, Jia-Wen Gu, Wai-Ki Ching. Adaptive online portfolio selection with transaction costs. European Journal of Operational Research, 295(3), 1074-1086, 2021.

[7] Sini Guo, Lean Yu, Xiang Li, Kar Samarjit. Fuzzy multi-period portfolio selection with different investment horizons. European Journal of Operational Research, 254, 1026-1035, 2016 .

[8] Sini Guo, Pengyu Liu, Wai-Ki Ching, Tatsuya Akutsu. On the distribution of successor states in Boolean threshold networks. IEEE Transactions on Neural Networks and Learning Systems, 33(9), 4147-4159, 2022.

[9] Sini Guo*, Wai-Ki Ching, Wai-Keung Li, Tak-Kuen Siu, Zhiwen Zhang. Fuzzy hidden Markov-switching portfolio selection with capital gain tax. Expert Systems with Applications, 149, 113304, 2020.

[10] Sini Guo*, Wai-Ki Ching. High-order Markov-switching portfolio selection with capital gain tax. Expert Systems with Applications, 165, 113915, 2021.

[11] Sini Guo, Xiang Li, Wai-Ki Ching, Ralescu Dan, Wai-Keung Li, Zhiwen Zhang. GPS trajectory data segmentation based on probabilistic logic, International Journal of Approximate Reasoning, 103, 227-247, 2018.

[12]Benmeng Lyu, Sini Guo*, Jia-Wen Gu*, Wai-Ki Ching. Adjustable cash inflows based online investment decision making. Expert Systems With Applications, 284, 127940, 2025 

[13] Xiang Li, Hui Jiang, Sini Guo*, Wai-Ki Ching, Lean Yu. On product of positive L-R fuzzy numbers and its application to multi-period portfolio selection problems. Fuzzy Optimization and Decision Making, 19, 53-79, 2020.

[14]Wenyong Li, Qi Sun, Sini Guo*, Hongguang Ma. Vehicle route and speed optimization with carbon emission control in fragile goods transportation. International Journal of General Systems, forthcoming, 2025.

[15] Avraham A. Melkman, Sini Guo, Wai-Ki Ching, Pengyu Liu, Tatsuya Akutsu. On the compressive power of Boolean threshold autoencoders. IEEE Transactions on Neural Networks and Learning Systems, 34(2), 921-931, 2023.

[16] Xiaoqing Cheng, Wai-Ki Ching, Sini Guo, Tatsuya Akutsu. Discrimination of attractors with noisy nodes in Boolean networks. Automatica,130, 109630, 2021.

[17]Xiang Li, Sini Guo, Lean Yu. Skewness of fuzzy numbers and its applications in portfolio selection. IEEE Transactions on Fuzzy Systems, 23(6), 2135–2143, 2015.

[18]Yuanyuan Zhang, Xiang Li, Sini Guo. Portfolio selection problems with Markowitz’s mean–variance framework: a review of literature. Fuzzy Optimization and Decision Making, 17, 125-158, 2018.

社会服务：

(1)中国优选法统筹法与经济数学研究会预测科学与商务智能分会理事

(2)北京系统工程学会理事

(3)第十届（2025）风险管理与金融统计论坛会议程序委员会委员

(4)SCI期刊《Mathematics》 的Guest Editor, 组织期刊Special Issue “Recent Advances in Portfolio Optimization and Investment Decision-Making”, 欢迎投稿：

https://www.mdpi.com/journal/mathematics/special_issues/8J7INILN6F

 (5)SCI期刊《Axioms》 的Guest Editor, 组织期刊Special Issue “Data-Driven Decision Making and Optimization”, 欢迎投稿：

        https://www.mdpi.com/journal/axioms/special_issues/52I57696X2

 (6)期刊匿名审稿专家：Informs Journal on Computing, European Journal of Operational Research，Quantitative Finance,  Omega,  Journal of Optimization Theory and Applications, Information Sciences, Applied Soft Computing, IEEE Transactions on Fuzzy Systems, Expert Systems with Applications, Soft Computing, International Journal of General Systems, Journal of Ambient Intelligence & Humanized Computing. 

讲授课程：

《人工智能基础及应用》,《金融科技与智能投顾》,《智能决策支持发展与应用》,《大数据技术与应用》,《新生研修与专业导论》

主持科研项目：

国家自然科学基金青年项目：基于智能投顾的在线投资组合选择研究

中国博士后科学基金面上项目: 金融大数据环境下的高频在线投资决策研究

博士后国际交流计划引进项目：基于人工智能的线上金融投资组合管理研究