Donglei Du

Associate Dean, Professor

PhD (University of Texas, Dallas)

Business Administration, Faculty of

Tilley Hall 324

Fredericton

ddu@unb.ca
1 506 458 7353



Dr. Donglei Du, currently serving as the Associate Dean—Research & Graduate Studies, is a professor in Quantitative Method and Quantitative Investment Management/Quantitative Finance at the Faculty of Business Administration (FBA), University of New Brunswick (UNB), Canada. His main research interests are Quantitative Investment Management, Quantitative Finance, FinTech (Blockchain and cryptocurrencies) Operations Research, Algorithmic trading, Combinatorial Optimization, Approximations algorithms, Robust optimization, Social Network Analysis, Algorithmic Game Theory, Supply Chain Management, Facility Location, and Machine Scheduling.

Dr. Du’s publications have appeared in top-tier journals, including Operations Research, Algorithmica, SIAM Journal on Discrete Mathematics, European Journal of Operation Research, Omega etc. He received several awards from UNB at both the university and faculty levels, including the University Research Scholar (UNB, 2014), University Merit Award (UNB, twice, 2006 and 2012), Excellence in Research Award (FBA, 2007), and Annual Research Award (FBA, 2004).

Dr. Du previously held a position at the Institute of Applied Mathematics in the Chinese Academy of Sciences.

In addition to his theoretical interests, Dr. Donglei Du is also involved in a number of practical projects that use his optimization and statistical techniques, such as the design of the Scheduling and Dispatching System for Day & Ross during 2004-2006.

Discipline-based research

Selected recent journal articles

Yanjun Jiang, Dachuan Xu, Donglei Du, Chenchen Wu, Dongmei Zhang, An approximation algorithm for soft capacitated k-facility location problem, Journal of Combinatorial Optimization, 2018 (35):493–511.

Long Zhang, Yuzhong Zhang, Donglei Du, Qingguo Bai, Improved price of anarchy for machine scheduling games with coordination mechanisms, Optimization Letters, Available online 16 June, 2018.

Lu Han, Dachuan Xu, Donglei Du, Dongmei Zhang, A local search approximation algorithm for the uniform capacitated k-facility location problem, Journal of Combinatorial Optimization, 2018 (35):409–423.

Honghai Yu, Donglei Du, Libing Fang, Panpan Yan, Risk contribution of crude oil to industry stock returns, International Review of Economics and Finance, 30 March 2018.

Yicheng Xu, Dachuan Xu, Donglei Du, Chenchen Wu, Improved Approximation Algorithm for Universal Facility Location Problem with Linear Penalties, Theoretical Computer Science, 24 March 2017.

Qiaoming Han, Donglei Du, Dachuan Xu, Yicheng Xu, Approximate efficiency and strategy-proofness for moneyless mechanisms on single-dipped policy domain, Journal of Global Optimization, 16 November 16, 2017.

Honghai Yu, Libing Fang, Donglei Du, Panpan Yan, How EPU drives long-term industry beta, Finance Research Letters, in press, 2 June 2017.

Jiang Y, Xu D, and Du D. An approximation algorithm for soft capacitated k-facility location problem. Journal of Combinatorial Optimization, 2017:1-19.

Honghai Yua, Libing Fang, Boyang Suna, Donglei Du, Risk Contribution of the Chinese Stock Market to Developed Markets in the Post-Crisis Period, Emerging Markets Review, in press, Oct 31, 2017.

Lu Han, Dachuan Xu, Donglei Du, and Chenchen Wu, A 5-approximation algorithm for the k-prize-collecting Steiner tree problem, Optimization Letters, June 2017, Volume 11, Issue 5, pp 983–993.

Lu Han, Dachuan Xu, Donglei Du, Dongmei Zhang, A local search approximation algorithm for the uniform capacitated k-facility location problem, Journal of Combinatorial Optimization. September 30, 2017. DOI 10.1007/s10878-017-0179-0.

Yanjun Jiang, Dachuan Xu, Donglei Du and Dongmei Zhang, An approximation algorithm for the dynamic facility location problem with outliers, Optimization Letters, DOI 10.1007/s11590-017-1153-6.

Lu Han, Dachuan Xu, Donglei Du, and Chenchen Wu, A Primal-Dual Algorithm for the Generalized Prize-Collecting Steiner Forest Problem, Journal of the Operations Research Society of China, pp 1–13, May 2017

Dachuan Xu, Fengmin Wang, Donglei Du, and Chenchen Wu, Approximation Algorithms for Submodular Vertex Cover Problems with Linear/Submodular Penalties Using Primal-Dual Technique, Theoretical Computer Science 630 C (May 2016) 117-125.

Li, X.-Q., Xing, T., and Du, D. (2016). Identification of top-ranked proteins within a directional protein interaction network using the PageRank algorithm: Applications in humans and plants, Current Issues in Molecular Biology, 20 (2016) 13-28.

Y. Li, D. Du, N. Xiu, and D. Xu, Improved approximation algorithms for the facility location problems with linear/submodular penalties, Algorithmica 73(2) (Oct 2015) 460-482.

Yishui Wang, Dachuan Xu,, Donglei Du, Chenchen Wu, An approximation algorithm for the nth power metric facility location problem with linear penalties, Optimization Letters, 11(5): 983-993 (2017).

Yicheng Xu, Dachuan Xu, Donglei Du and Chenchen Wu, Local search algorithm for universal facility location problem with linear penalties, Journal of Global Optimization, 67(1-2): 367-378 (2017).

Chenchen Wu, Donglei Du and Dachuan Xu, An improved semidefinite programming hierarchies rounding approximation algorithm for maximum graph bisection problems, Journal of Combinatorial Optimization 29(1) (January 2015) 53-66 (Impact factor: 0.59).

Fengmin Wang, Dachuan Xu, Donglei Du and Chenchen Wu, Primal-dual approximation algorithms for submodular set cover problems with linear/submodular penalties, Numerical Algebra, Control, and Optimization, 5(2) (June 2015) 91-100.

Tianping Shuai, Donglei Du and Xiaoyue Jiang, On-line preemptive machine scheduling with lp norm on two uniform machines, Journal of Scheduling, 18(2) (April 2015) 185-194 (Impact factor: 0.941)

Chenchen Wu, Donglei Du and Dachuan Xu, Primal-dual approximation algorithm for the two-level facility location problem via a dual quasi-greedy approach, Theoretical Computer Science, 562 (January 2015) 213-226. (Impact factor: 0.489).

Xujin Chen, Donglei Du and Luis F. Zuluaga, Copula-based randomized mechanisms for truthful scheduling on two unrelated machines, Theory of Computing Systems, 57(3) (Oct 2015) 753-781 (Impact factor: 0.452)

Chenchen Wu, Dachuan Xu, Donglei Du, and Wenqing Xu, An approximation algorithm for the balanced Max-3-Uncut problem using complex semidefinite programming rounding, Journal of Combinatorial Optimization, published online, (April 2015).

Xianzhao Zhang, Dachuan Xu, Donglei Du and Cuixia Miao, Approximate algorithms for unrelated machine scheduling to minimize makespan, accepted for publication in Journal of Industrial and Management Optimization, (2015).

Qiaoming Han, Donglei Du, and Luis Zulauaga, A risk- and ambiguity-averse extension of the max-min newsvendor order formula, Operations Research, 62(3) (May-June 2014) 535-542. (Impact factor: 1.786)

Chenchen Wu, Donglei Du and Dachuan Xu, A per-scenario bound for the two-stage stochastic facility location problem with linear penalty, Optimization: A Journal of Mathematical Programming and Operations Research, Volume 63, Issue 6, May 2014 921-930

Donglei Du, B. Chen and Dachuan Xu, Quantifying the Efficiency of Price-Only Contracts in Push Supply Chains over Demand Distributions of Known Supports, Omega, 42 (January 2014) 98-108. (Impact factor: 3.024)

Xu Zi, Donglei Du and Dachuan Xu, Improved approximation algorithms for the max-bisection and the disjoint 2-catalog segmentation problems, Journal of Combinatorial Optimization, 27(2) (February 2014) 315-327. (Impact factor: 0.59)

Xiu-qing Li and Donglei Du, Variation, Evolution, and Correlation Analysis of C+G Content and Genome or Chromosome Size in Different Kingdoms and Phyla. Plos ONE, Feburary 2014. DOI: 10.1371/journal.pone.0088339.

Xiu-Qing Li, Donglei Du, Motif types, motif locations and base composition patterns around the RNA polyadenylation site in microorganisms, plants and animals, BMC Evolutionary Biology, July 2014, 14:162. DOI: 10.1186/s12862-014-0162-7. (Impact factor: 3.29)

Donglei Du, Yu Li, Naihua Xiu and Dachuan Xu, Simultaneous Approximation of Multi-criteria Submodular Function Maximization, Journal of the Operations Research Society of China, September 2014, Volume 2, Issue 3, pp 271-290.

Yu Li, Donglei Du, Dachuan Xu and Naihua Xiu, A unified dual-fitting approximation algorithm for the facility location problems with linear/submodular penalties, Journal of Combinatorial Optimization 27(3) (April 2014) 609-620.

Xiu-qing Li and Donglei Du, RNA Polyadenylation Sites on the Genomes of Microorganisms, Animals, and Plants, Plos ONE, November 2013, DOI: 10.1371/journal.pone.0079511.

Jianfeng Ren, Donglei Du and Dachuan Xu, The complexity of two supply chain scheduling problems, Information Processing Letters, 113 (August 2013) 609–612.

Yu Li; Donglei Du, Naihua Xiu,Dachuan Xu, A Combinatorial 2.375-Approximation Algorithm for the Facility Location Problem with Submodular Penalties, Theoretical Computer Science, 476 (March 2013) 109-117.

Donglei Du and Dachuan Xu, An almost tight lower bound for the scheduling problem to meet two min-sum objectives, Journal of the Operations Research Society of China, 1(1) March 2013 159-161.

Research grants

National Science and Engineering Research Council of Canada (NSERC), Discovery Grant Program (Individual):

2014-22: Combinatorial optimization: approximation algorithm and robust optimization.

2009-14: Combinatorial optimization with incomplete information: robust optimization and online computation.