INSTITUTE FOR DATA AND DECISION ANALYTICS

数 据 与 运 筹 科 学 研 究 院

学校介绍 ABOUT CUHK-SHENZHEN

香港中文大学（深圳）是一所经国家教育部批准，按中外合作办学条例设立，传承香港中文大学的办学理念和学术体系的大学。以创建一所立足中国、面向世界的一流研究型大学为己任，致力于培养具有国际视野、中华传统和社会担当的创新型高层次人才。香港中文大学（深圳）前期开设理科、工科、经济管理类和人文社科类专业。长远办学规模为国内外学生 11,000 人，其中本科生 7,500 人，硕士及博士

研究生 3,500 人。学校面向全球招聘一流师资，引进的师资大多为世界一流大学知名教授和学者，包括多位诺贝尔奖获得者和院士。香港中文大学（深圳）的特色是国际化的氛围、中英并重的教学环境、书院制传统、通识教育、新型交叉学科设置和以学生为本的育人理念。面向国家及珠三角地区战略性新兴产业发展需要，大学正在组建世界级专家队伍，在机器人与智能制造、大数据、新能源、金融和物流等领域打造国际化科技创新平台。截至目前，来自全球的 4000 多名优秀本科生和研究生已经在香港中文大学（深圳）开始学业。

The Chinese University of Hong Kong, Shenzhen is established in accordance with the Regulations of the People’s Republic of China on Chinese-foreign Cooperation in Running Schools

upon approval of the Ministry of Education. It inherits the educational philosophy and academic systems of The Chinese University of Hong Kong. It is intended to evolve into a world class research university with strong Chinese cultural influence. It is committed to nurturing high end talent with global perspective, Chinese tradition and social responsibility. At present, the University has programs in science, engineering, economic management, and humanities and social science. Its long term goal is to recruit 11,000 domestic and international students, 7,500 of whom will be undergraduate students and 3,500 Masters or PhD students. The University hires first class teaching staff from around the world and those teachers that have been employed are mostly renowned professors and scholars

from world class universities, including several Nobel Prize laureates and academicians. The University is featured with an international learning environment, a bilingual teaching pedagogy, a collegiate system, general education courses, multidisciplinary programs and a student-centered educational philosophy.

In response to the call of the nation and the Pearl River Delta region for emerging and strategic industries, the University is planning to form a world class expert team and to forge a platform for international technology innovation in robotics and intelligent manufacturing, big data, new energy, and finance and logistics.

Up to now, more than 4,000 undergraduate and postgraduate students are studying at The Chinese University of Hong Kong, Shenzhen.

学院介绍 ABOUT US

香港中文大学（深圳）数据与运筹科学研究院（Institute for Data and Decision Analytics, 简称 iDDA）是成立于 2018 年 3 月的一所教学科研学术单位，专注于运筹学、统计学、决策科学和运营管理等相关学科。数据运筹院秉承香港中文大学（深圳）“以创建一所立足中国、面向世界的一流研究型大学为己任，致力于培养具有国际视野、中华传统和社会担当的创新型高层次人才”的目标，正

努力建设一个在数据与运筹科学领域中世界领先的教学科研单位。我院成立以来，已从全球各地招聘组建了一个高水平的学术团队，包括来自世界一流大学的著名教授和青年学者。我院管理下的金融工程硕士项目已经培养了多届毕业生，且新开设的数据科学博士项目已于 2019 年开始招生。数据运筹院着眼于未来，不但为学科的发展创新做贡献，也为粤港澳大湾区的教育经济与社会发展做贡献，同时也为促进中国乃至人类共同体的发展做贡献。

Institute for Data and Decision Analytics (iDDA) at CUHK-Shenzhen is a teaching and research academic institute focusing on research and education in areas of operations research，statistics，decision

science and operation management and other related disciplines since founded in March 2018. With the aim "to create a first-class research university based in China and facing the world and cultivate innovative high-level talents with global vision, Chinese soul and social responsibility", iDDA is committed to building a world-leading teaching and research institute in the field of data and operations science. A high-level academic team has been recruited from all over

the world since the foundation of iDDA, including famous professors and young scholars from world-class universities. The Master of Financial Engineering program at iDDA has trained many graduates. The newly opened Ph.D. program in data science began enrolling students in 2019. Oriented to the future, iDDA not only contributes to the development and innovation of the discipline, but also contributes to the educational economy and social development of the Greater Bay Area of Guangdong, Hong Kong and Macau, and contributes to the development of China and the human community.

2019 年 Mostly OM 研讨会于香港中文大学（深圳）举行Mostly OM 2019 Workshop was held at CUHK-Shenzhen

张寅 ZHANG, Yin数据运筹院共同院长、校长讲座教授博士（纽约州立大学石溪分校）美国工业与应用数学学会会士研究领域：最优化算法的设计分析以及数值实现，最优化算法在各领域的应用，特别是在数据科学，图像与信号处理，机器学习等领域的应用Co-director of iDDA, Presidential Chair ProfessorPh.D. (The State University of New York at Stony Brook)SIAM FellowResearch Field: Numerical Optimization: Algorithm Design, Analysis and Implementation, Applications of Optimization in Various Areas, Particularly in Data Science, Image/Signal Processing and Machine Learning

戴建岗 DAI, Jiangang Jim数据运筹院共同院长、校长讲座教授博士（斯坦福大学）国际数理统计学会会士运筹学和管理科学研究协会会士研究领域：应用概率：流体模型，扩散模型，随机过程及强化学习，随机处理网络中的动态资源分配和优化及在半导体晶圆生产线，通信网络，数据中心和服务系统的应用Co-director of iDDA, Presidential Chair ProfessorPh.D. (Stanford University)IMS Fellow, INFORMS FellowResearch Field: Fluid Models, Diffusion Models, Stochastic Processes and Reinforcement Learning, Dynamic Resource Allocations in Stochastic Processing Networks and Their Applications to Semiconductor Wafer Fabrication Lines, Communications Network

数据已成为未来社会发展的重要资源，而运筹优化是将数据转化为科学决策的核心工具。在当今的社会发展中，如何运用越来越多的数据创造价值成为了各行各业的一个重要问题。在这样的背景下，香港中文大学（深圳）数据与运筹科学研究院（以下简称“数据运筹院”）于 2018 年 3 月 12 日正式成立。时值大数据与人工智能革命时机，地处于中国创新引擎城市深圳，数据运筹院矢志建设第一流的师资团队，

培养最优秀的学生， 加强与企业界的深度合作，目标是成为在大湾区乃至全世界领先的数据科学与运筹优化教学和科研中心。

数据运筹院正快速发展，目前团队成员全都是来自国际一流大学的教授、博士后或博士。自成立之初，数据运筹院就引起了国际同行的关注，举办了一系列的国际级学术会议，并吸引了多名包括美国工程院院士等世界知名学者前来交流访问。此外，数据运筹院充分利用大湾区的战略发展契机，强调产学研结合，与腾讯、京东等企业建立了联合实验室，并与罗湖医院集团建立了医疗大数据联合实验室，利用自身的科研力量与企业一起为社会创造更多价值。

立足今日，我们胸有成竹；展望未来，我们信心百倍。我们将始终以人才培养和科学研究为己任，积极开展与国内外同领域之间的交流与合作，努力使研究院成为数据科学与运筹优化人才培养的优质基地，同时也成为国际一流的数据运筹学的研究、交流与合作中心。 在此，我们诚挚欢迎有理想的优秀学者、学生和老师加入我们的团队，为实现这个目标共同努力！

Data has become an important form of resource for the future of our society, and optimization and operations research are the tools to convert data to scientific decisions. Today, how

to use the ever-increasing data to create value has become a pivotal question in all industries. Under such background, the Institute for Data and Decision Analytics (iDDA) at The Chinese University of Hong Kong, Shenzhen is established on Mar 12th, 2018. Located in Shenzhen, the innovation hub of China, iDDA is committed to organizing a world-class research team, training the best students and strengthening the collaborations with industries. The goal is to become the teaching and research center of data science and operations research in the Greater Bay Area and worldwide.

iDDA is growing at a rapid speed. Currently, the academic team consists of professors, post docs and Ph.Ds all from the most renown universities in the world.  Since its foundation, iDDA has received international attention from colleagues. It has held a series of international conferences as well as attracted many world-renowned visiting scholars including many members from US National Academy of Engineering. In addition, making full use of the strategic development opportunities in the Greater Bay Area, iDDA organically

combines industry, education and research. It has established joint labs with Tencent, JD and other enterprises as well as a joint venture with Luohu Hospital Group. iDDA, together with those leading enterprises, is taking on the challenge to create more value for the society.

Confident for now and ambitious for the future, iDDA will always take first-class teaching and research as its responsibilities. We will promote exchanges and collaborations with colleagues at home and abroad, in order to make iDDA a base for high-quality talents in data science and operational research. Here, we sincerely invite researchers, scholars and students who share our vision to join us, and to achieve this goal together!

院长寄语 DEAN’S MESSAGE

*崔曙光 CUI, Shuguang理工学院执行院长、校长讲座教授博士（斯坦福大学）研究领域：数据分析和信息系统Executive Dean of SSE, Presidential Chair ProfessorPh.D. (Stanford University)Research Field: Data Analytics and Information System

张树中 ZHANG, Shuzhong校长讲座教授博士（伊拉斯姆斯大学）研究领域：优化，运筹学，数据分析，生物信息学，金融工程，信号和图像处理Presidential Chair ProfessorPh.D. (Erasmus University)Research Field: Optimization, Operations Research, Data Analytics, Bioinformatics, Financial Engineering, Signal and Image Processing

陈昕韫 CHEN, Xinyun助理教授博士（哥伦比亚大学）研究领域：市场微观结构，指令驱动市场，排队论，蒙特卡罗方法，随机过程极限理论Assistant ProfessorPh.D. (Columbia University)Research Field: Applied Probability, Monte Carlo Methods and their Applications in Financial Markets

濮实 PU, Shi助理教授博士（弗吉尼亚大学）研究领域：分布式优化，大规模数据分析，网络科学，机器学习Assistant ProfessorPh.D. (University of Virginia)Research Field: Distributed Optimization, Large-scale Data Analytics, Network Science, Machine Learning

*贾建民 JIA, Jianmin校长讲座教授博士（德克萨斯大学奥斯汀分校）研究领域：大数据行为研究，社交网络，决策分析，感知风险Presidential Chair ProfessorPh.D. (The University of Texas at Austin)Research Field: Big Data Behavioral Research, Social Networks, Decision Making, Perceptions of Risk

*陈天石 CHEN, Tianshi副教授博士（香港中文大学）研究领域：系统辨识，机器学习，状态推理，数据科学，传感器融合，可扩展算法，非线性控制Associate ProfessorPh.D. (The Chinese University of Hong Kong)Research Field: System Identification, Machine Learning, State Inference, Data Science, Sensor Fusion, Scalable Algorithms, Nonlinear Control

查宏远 ZHA, Hongyuan校长讲座教授博士（斯坦福大学）研究领域：计算数学和机器学习的应用Presidential Chair ProfessorPh.D. (Stanford University)Research Field: Computational Mathematics and Machine Learning Applications

于天维 Yu, Tianwei教授博士（加州大学洛杉矶分校）研究领域：代谢组学，药物基因组学，系统生物学ProfessorPh.D. (UCLA)Research Field: Metabolomics, Pharmacogenomics, Systems Biology

张海伦 ZHANG, Hailun助理教授博士（香港科技大学）研究领域：数据驱动的排队网络，在线算法设计，供应链管理和应用Assistant ProfessorPh.D. (The Hong Kong University of Science and Technology)Research Field: Data-driven Queuing Networks, Online Algorithm Design, Supply Chain Management and Applications

HAVIV, Moshe教授博士（耶鲁大学）研究领域：运筹学，排队模型，排队决策和战略行为，马尔可夫决策过程，大马尔可夫链ProfessorPh.D. (Yale University)Research Field: Operations Research, Queueing Models, Decision Making and Strategic Behavior in Queues, Markov Decision Processes, Large Markov Chains

MILZAREK, Andre助理教授博士（德国慕尼黑工业大学）研究领域：非光滑优化，大规模随机优化，二阶方法和理论Assistant ProfessorPh.D. (Technical University of Munich)Research Field: Nonsmooth Optimization, Large-scale and Stochastic Optimization, Second Order Methods and Theory

*Masakiyo Miyazawa教授博士（日本东京工业大学）研究领域：随机网络，理论与应用概率ProfessorPh.D. (Tokyo Institute of Technology)Research Field: Stochastic Network, Theory and Applied Probability

王子卓 WANG, Zizhuo副教授博士（斯坦福大学）研究领域：随机和鲁棒优化，数据驱动决策问题，定价和收益管理Associate ProfessorPh.D. (Stanford University)Research Field: Stochastic and Robust Optimization, Data-Driven Decision-Making, Pricing and Revenue Management

*罗智泉 LUO, Zhiquan Tom副校长（学术）、教授博士（麻省理工学院）研究领域：大数据分析的最优化方法，信号处理中的算法设计与复杂性分析，数据通信Vice President (Academic), ProfessorPh.D. (Massachusetts Institute of Technology)Research Field: Optimization Methods for Big Data Analytics, Complexity and Computational Issues Arising from Signal Processing, Digital Communication

*LEE, Chihoon副教授博士（北卡罗来纳大学教堂山分校）研究领域：大规模服务运营，传染病模型，随机网络，商业分析，金融系统风险，应用概率Associate ProfessorPh.D. (University of North Carolina at Chapel Hill)Research Field: Large-Scale Service Operations, Infectious Disease Modeling, Stochastic Networks, Business Analytics, Financial Systemic Risk, Applied Probability

蔡卓轩 CHOI, Chek Hin Michael助理教授博士（康奈尔大学）研究领域：应用概率，随机模型，随机过程理论及其应用Assistant ProfessorPh.D. (Cornell University)Research Field: Applied Probability, Stochastic Modelling, Stochastic Processes and their Applications

*蔡小强 CAI, Xiaoqiang协理副校长、校长讲座教授博士（清华大学）研究领域：工业与系统工程，运筹学，供应链与物流管理Associate Vice PresidentPresidential Chair Professor Ph.D. (Tsinghua University)Research Field: Industrial and Systems Engineering, Operations Research, and Logistics and Supply Chain Management Science

*曾家炜 TSANG, Ka Wai助理教授博士（斯坦福大学）研究领域：计算数学，金融工程与数据分析，机器学习与时间序列分析Associate ProfessorPh.D. (Stanford University)Research Field: Computational Mathematics, Financial Engineering and Data Analytics, Machine Learning and Time Series Analysis

iDDA Faculty updated on September 23 , 2019

iDDA FACULTY师 资 力 量

Professors with * are Courtesy Professors and Fractional Professorsth

项 目 介 绍INTRODUCTION OF PROGRAMMES

更多课程信息请参考 iDDA 官网。For more course information, please refer to iDDA’s website.

授课课程 CURRICULUM

Institute for Data and Decision Analytics at CUHK-Shenzhen has designed the programme for exceptionally motivated and mathematically talented students who wish to pursue a higher degree in the interdisciplinary research areas of Data Science, Operations Research and Management, Statistics, Optimization and Machine Learning. Admitted students will have opportunities to work in the CUHKSZ-Tencent or CHUKSZ-JD Joint Lab on machine or artificial intelligence. iDDA aims to produce the best trained PhD students who will be capable of becoming faculty members at top research universities or working in leading research and development labs in industry.

Admission Requirements:1. A Master’s or Bachelor’s degree from a recognized university or qualifications equivalent to an honours degree from a tertiary educational institution with related requirements.2. Fulfilled the English Language Proficiency Requirement. There will be an interview administered by the Programme.

CUHK-Shenzhen may offer various kinds of financial supports to selected applicants.The fellowship could be up to RMB 180,000 per year.

数据运筹科学院设立数据科学博士专业，旨在培养学术成绩优异且有高度进取心的数据科学相关领域的高级研究性人才，所涵盖的研究领域包括：运筹学、统计学、运营管理和决策科学及相关交叉领域。报考数据科学博士专业的学生，将有机会参与本校与腾讯或京东的人工智能联合实验室的研究工作。我院旨在培养最优秀的博士生，毕业后有能力进入顶尖研究型大学任教或进入工业界最先进的研发实验室工作。

对于攻读博士学位的申请人，需满足：1. 毕业于认可的大学或机构，具有硕士或学士学位或 具有相当于学士学位的资历及满足相关要求。2. 符合要求的英语语言成绩。 数据运筹院将视情况对申请人进行面试。

香港中文大学（深圳）将为优秀的申请人提供各类奖学金支持。奖学金可高达每年 180,000 元。

数据科学博士 PH.D. PROGRAM IN DATA SCIENCE

网申报名 Online Application: https://idda.cuhk.edu.cn/zh-hans/content/7381

更多招生信息请登录 More Information: http://idda.cuhk.edu.cn/zh-hans/content/7376

必修课 Required Courses随机过程 Stochastic Process优化理论与算法 Optimization Theory and Algorithm

高级统计理论 Advanced Statistical Theory动态规划与随机控制 Dynamic Programming and Stochastic Control

选修课 Elective Courses随机模拟 Simulation强化学习 Reinforcement Learning

高级机器学习 Advanced Machine Learning高级凸优化 Advanced Convex Optimization

香港中文大学（深圳）金融工程硕士项目旨在向学生提供全面的金融理论知识，特别是定量分析方法在金融中的应用。全英文授课 (“中国金融市场概论”例外 )。学习年限一般为两年，包括秋季、春季以及夏季（短）三个学期。如提前满足毕业要求（修满 30 学分），也可申请一年毕业。另最长修业时间为三年。本项目为立志投身于证券，银行，金融管理，管理与策略咨询，定量分析等行业的人员设立，致力于帮助学生掌握金融理论，定量分析方法以及程序设计技术，使之在面临迅速发展的中国以及国际金融市场所带来的挑战时，能够发挥所学，服务企业与社会。金融工程硕士毕业生每年的就业率都超过 95%。 毕业生们现在正在工作的公司包括但不限于中国国际金融有限公司，中信集团，摩根士丹利华鑫证券，汇丰银行，中国工商银行和火币网。

我们提供广泛的选修课程，其涵盖领域包括金融数据分析，风险管理，金融衍生产品定价，投资策略和金融技术 (fintech)。选修课程的详细列表可以参考项目网站。

Financial engineering is multidisciplinary, blending knowledge and skills from financial theory, advanced mathematics, modeling, analysis and optimization, programming and implementation, and product development. This Programme provides training across a wide spectrum of financial knowledge and applications of quantitative methods to finance. It is designed for students who wish to pursue a career in securities, banking, and financial management and management/strategic consulting, or as quantitative analysts in corporate treasury and finance departments of manufacturing and service firms. Our graduates, equipped with skill sets that span finance, quantitative methods, and computer programming, are highly sought after to meet new challenges in the dynamically changing and rapidly growing Chinese and international financial markets. The placement percentage of our graduates is over 95% for every year. The companies which our graduates are working now include, but not limited to, China International Capital Corporation (CICC), CITIC Group, Morgan Stanley Huaxin Securities, HSBC, ICBC and Huobi.

We have a wide spectrum of the elective courses which cover the areas of financial data analysis, risk management, financial derivatives pricing, investment strategy and financial technology (fintech). The detailed list of the elective courses can refer to programme website.

金融工程理学硕士MASTER OF SCIENCE IN FINANCIAL ENGINEERING

网申报名 Online Application: http://idda-msc-fe.cuhk.edu.cn/sqlc/

更多招生信息请登录 More Information: http://idda-msc-fe.cuhk.edu.cn/

INTRODUCTION OF PROGRAMMES

对于攻读硕士学位的申请人，需满足：1. 毕业于认可的大学或机构2. 雅思托福等相关语言证明材料

香港中文大学（深圳）将为优秀的申请人提供各类奖学金支持。

Admission Requirements:1. Graduation certificate from accredited university or institution2. IELTS, TOEFL or other relevant language ability certificates

CUHK-Shenzhen may offer various kinds of financial supports to selected applicants.

授课课程 CURRICULUM

中国金融市场概论 Introduction to Chinese Financial Markets

最优化理论随机模型

OptimizationStochastic Models

金融衍生品投资科学 Investment Sciences

Financial Derivatives

必修课 Required Courses

数据科学与大数据技术理学学士UNDERGRADUATE PROGRAMME INDATA SCIENCE AND BIG DATA TECHNOLOGY

数据科学与大数据技术是一门跨学科专业，涵盖了从数据收集、分析到决策的全部数据分析要素。数据科学与大数据技术本科课程的目标，是培养具备数据科学所需的扎实数学和统计基础、理解和规划数据分析问题的计算和分析思维，以及对现实数据分析问题实现可扩展性解决方案的实际操作能力的数据科学领域人才。

本课程的大部分必修科目将由理工学院和数据与运筹科学研究院共同开设。理工学院和数据与运筹科学研究院将充分利用两个学院的实力来合办此本科课程。

Data science and big data technology is interdisciplinary in nature and covers the complete pipeline of data analytics, from data collection, to data analysis, and to decision making. We envision the establishment of a rigorous undergraduate programme that emphasizes the mathematical and statistical foundation of data science, computational and analytical thinking for understanding and formulating data analysis problems as well as practical implementation to realize scalable solutions to real-world data analytic problems.

It is expected that most required courses in the proposed undergraduate programme will be jointly offered by SSE and Institute for Data and Decision Analytics (iDDA). To have SSE and iDDA jointly run this undergraduate programme will fully utilize the strength in both units.

数据科学与大数据技术理学学士项目正在教育部审批中，计划于 2020 年正式招生。更多项目资讯将于 iDDA 官网和微信公众号陆续更新，敬请关注！

The undergraduate programme in Data Science and Big Data Technology is under review by the Ministry of Education and is scheduled to begin enrolling students in 2020. More programme information will be updated in iDDA official website and WeChat account, stay tuned!

数据结构机器学习

Data Structure Machine Learning

计算与数据科学介绍 Introduction to Computing for Data Science

机器学习中的数值分析 Numerical Analysis for Machine Learning

数据可视化分析 Data and Visual Analytics

最优化 Optimization

随机模拟 Stochastic Simulation

随机过程 Stochastic Processes

概率及统计 Probability and Statistics

核心课程 Core Courses

斯坦福大学 Benjamin Van Roy 教授作学术讲座Tutorial delivered by Prof. Benjamin Van Roy

活动 ACTIVITIES学术活动 ACADEMIC ACTIVITIES

2019 年香港中文大学（深圳）优化理论与应用研讨会2019 CUHK-Shenzhen Workshop on Optimization Theory and Applications

美国国家工程院院士 Peter Glynn 教授做客大师讲堂Master Forum delivered by Prof. Peter Glynn

2019 年 Mostly OM 研讨会2019 Mostly OM Workshop

数据运筹院学术讲座iDDA Academic Tutorial

美国国家工程院院士 Stephen Boyd 教授做客本科生课堂Prof. Stephen Boyd visited undergraduate class

服务与医疗运营小型研讨会Mini Workshop in Healthcare and Service Operations

学生活动 CO-CURRICULAR ACTIVITIES

2018 年迎新晚会Welcome Party 2018

金融工程硕士海外交换MFE Oversea Exchange Program

2019 年数据科学博士生学术夏令营Data Science Ph.D Summer Camp 2019

2018 年金融工程硕士毕业典礼MFE Graduation Ceremony 2018

THE CHINESE UNIVERSITY OF HONG KONG, SHENZHEN

Address: Room 503, Dao Yuan Building, 2001 Longxiang Road, Longgang District, Shenzhen, China.

idda@cuhk.edu.cn (86) 0755-2351-7030http://idda.cuhk.edu.cn/

地址：中国广东省深圳市龙岗区龙翔大道 2001 号香港中文大学（深圳）道远楼 503 室

iDDA Wechat QRcode

数据与运筹科学研究院微信公众号

香港中文大学（深圳）微信公众号CUHK-Shenzhen Wechat QRcode

COMBINING TRADITION WITH MODERNITY, BRINGING TOGETHER CHINA AND THE WEST

INSTITUTE FOR DATA AND DECISION ANALYTICS

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