People

Dr Peng Xu

Lecturer
EBS - Strategy, Operations and Entrepreneurship (SOE)
Dr Peng Xu

Profile

Biography

I'm a Lecturer (Assistant Professor) in Business Analytics with the Strategy, Operations and Entrepreneurship (SOE) group at Essex Business School (EBS) of University of Essex - Southend Campus. My primary research fields are management science, operations research, and business analytics. In particular, I'm interested in data-driven decision analytics and developing decision support models and systems with data science and mathematical optimization techniques to solve production, operations management, economics, finance, and healthcare problems.

Qualifications

  • Doctor of Science (D.Sc.) in Management Science Aalto University, (2022)

Appointments

University of Essex

  • Lecturer (Assistant Professor) in Business Analytics, Strategy, Operations and Entrepreneurship (SOE), University of Essex (10/6/2022 - present)

Research and professional activities

Research interests

Data-Driven Decision Analytics

Decision Support Models and Systems

Behavioral Decision Making

Key words: Cumulative Prospect Theory

Finance and Risk Management

Key words: Portfolio Optimization

Incomplete Risk Preferences & Probability Information

Key words: Stochastic Dominance

Production and Operations Management

Teaching and supervision

Current teaching responsibilities

  • Introduction to Business Analytics (BE223)

  • Applied Business Analytics and Decision Making (BE225)

  • Data-Driven Decision Making (BE281)

  • Quantitative Analysis for Business (BE301)

Publications

Journal articles (3)

Xu, P., (2024). Testing out-of-sample portfolio performance using second-order stochastic dominance constrained optimization approach. International Review of Financial Analysis. 95, 103368-103368

Korhonen, PJ., Wallenius, J., Genc, T. and Xu, P., (2021). On rational behavior in multi-attribute riskless choice. European Journal of Operational Research. 288 (1), 331-342

Liesiö, J., Xu, P. and Kuosmanen, T., (2020). Portfolio diversification based on stochastic dominance under incomplete probability information. European Journal of Operational Research. 286 (2), 755-768

Conferences (1)

Sinha, A., Malo, P., Xu, P. and Deb, K., (2014). A bilevel optimization approach to automated parameter tuning

Grants and funding

2024

Resilient Healthcare Supply Chain Management through Risk-Seeking Decision Making: A Multi-Method Research Project

British Academy

Contact

peng.xu@essex.ac.uk
+44 (0) 1702 328438

Location:

GB.4.72, Southend Campus