Donglei Du


PhD (University of Texas, Dallas)

Management, Faculty of

Tilley Hall 322

1 506 458 7353

Dr. Donglei Du is a professor in Quantitative Method and Quantitative Investment Management at the Faculty of Management (FOM), 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 and Omega. 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, he is 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 

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)

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)

Donglei Du, R. Lu and Dachuan Xu, A primal-dual approximation algorithm for the facility location problem with submodular penalties, Algorithmica, 63(1-2) (2012) 191-200.

Luis F. Zuluaga, Javier Pena and Donglei Du, Extensions of Lo's semiparametric bound for European call options, European Journal of Operational Research 198(2) (2009) 557-570.

Santosh N. Kabadi, Jin Yan, Donglei Du and N.P.K. Nair, Integer exact network synthesis problem, SIAM Journal on Discrete Mathematics, 23(1) (2008) 136-154.

Donglei Du, Juan C. Vera and Luis F. Zuluaga, improved bounds on the symmetric rendezvous search value on the line, Operations Research, 56(3) (2008) 772-782. (A preliminary version of this paper appears in the Proceedings of the 18th annual ACM-SIAM symposium on Discrete Algorithms (SODA), New Orleans, Louisiana D. (2007) 69-78.)

Donglei Du and R. Chandrasekaran, The Maximum Residual Flow Problem: NP-hardness with Two-arc Destruction, Networks, 50(3) (2007) 181-182.

Donglei Du and R. Chandrasekran, Multiroute maximum flow revisited, Networks, 47(2), (2006), 81-92.

B. Chen, Donglei Du, J. Han, J. Wen, On-line scheduling of small open shops, Discrete Applied Mathematics, 110, (2001), 133-150.

J. Wen, Donglei Du, Preemptive on-line scheduling for two uniform processors, Operations Research Letters. 23, (1998), 113-116.

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.
  • 2005-09: Multi-route Flow and On-line Scheduling Problems.

Contract grants

Day & Ross Project, 2004-2006.