岭南学院关于刘光梧教授的短期课程授课通知
授课名称：运筹学中的机器学习方法（Machine Learning Methods for Operations Research）
授课教师：刘光梧教授
授课语言：中文 (英文为辅)
授课对象：学术型硕士生、博士生
课程安排：见下表
|
序号 |
授课日期（2021年） |
授课时间 |
授课地点 |
备注 |
|
1 |
4月3日（周六） |
14：00-17：00 |
线上授课 |
|
|
2 |
4月5日（周一） |
19：00-22：00 |
线上授课 |
|
|
3 |
4月7日（周三） |
19：00-22：00 |
线上授课 |
|
|
4 |
4月14日（周三） |
19：00-22：00 |
线上授课 |
|
|
5 |
4月21日（周三） |
19：00-22：00 |
线上授课 |
|
|
6 |
4月28日（周三） |
19：00-22：00 |
线上授课 |
|
课程简介：
This short course aims to introduce machine learning (ML) methods (in particular, supervised learning, reinforcement learning, and multi-armed bandits) that find a range of applications in operations research. The focus is on the discussion of their methodological foundations, and the incorporation of these ML methods into applications of operations research (OR). Outlines of the short course are provided as follows.
|
1 |
Introduction to supervised learning, including kernel smoothing, k-nearest neighbors, Gaussian process approach, and neural networks |
|
2 |
Supervised learning for financial risk measurement: Applications and stochastic analysis |
|
3 |
Introduction to multi-armed bandit problems, and commonly used algorithms including randomized algorithm, upper confidence bound, and Thompson sampling |
|
4 |
Multi-armed bandits and dynamic pricing in operations management: Methods and analysis |
|
5 |
Multi-armed bandits and financial risk measurement: Methods and analysis |
|
6 |
Reinforcement learning and Markov decision processes with applications in operations research |
教师简介：
Dr. Guangwu Liu is currently a professor in the Department of Management Sciences at City University of Hong Kong. His research interests include methodologies of stochastic simulation and machine learning, with applications to financial engineering and risk management. His research work has been published/accepted by top-tier journals in the field, such as INFORMS Journal on Computing, Management Science, Operations Research, and Production and Operations Management. He was a recipient of the 2012 Early Career Award from the Research Grants Council of Hong Kong, and the 2012 Outstanding Simulation Publication Award from INFORMS Simulation Society. He currently serves as an associate editor for Naval Research Logistics.
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