Dr. Desheng Dash Wu
Desheng Dash Wu is the affiliate professor and managing director at RiskLab of University of Toronto. He is Associate Professor of OR and Financial Engineering at Reykjavik University.
He was a visiting scholar/professor at Booth School of Business, University of Chicago in summer 2010-2012.He completed postdoctoral work at the University of Toronto.
His research interests focus on enterprise risk management in operations, performance evaluation in financial industry, and credit risk.
He is the editor of Springer book series titled “Computational Risk Management”. He isSenior editor for Risk Management at J. of Human and Ecological Risk Assessment (the first journal in this area, impact factor 1.523) and associate editor for Expert Systems(impact factor 1.231).
He is a past member of PRMIA academic advisory board and Ethics board.
Phone Number : / (416) 978 3984Fax Number : / (416) 978 3984
Email : /
Research :
• Banking Operations
• enterprise risk management
• Supply Chain Management
• Performance Evaluation
• Decision Analysis
Teaching:
• Business Statistics
• Operations Management
• Decision Analysis
• Investment
Publications (representative):
2011
【1】D. Wu and J. R. Birge. Serial Chain Merger Evaluation Model and Application to Mortgage Banking.Decision Sciences. 2011. Accepted and In press
【2】F. Yang, Desheng Wu*, L. Liang and L. O’Neill. Competition Strategy and Efficiency Evaluation for Decision Making Units with Fixed-sum OutputsEuropean Journal of Operational Research. 2011. Accepted and in press
2010
【3】Desheng Wu*. Bilevel Programming Data Envelopment Analysis with Constrained Resource.European Journal of Operational Research. 2010, 207(2), pp. 856-864
【4】Desheng Wu*, Xie K., G. Chen and Gui P. A Risk Analysis Model in Concurrent Engineering Product Development.Risk Analysis. 2010, 30(9), pp. 1440-1453
【5】Desheng Wu*and D. L. Olson. Enterprise Risk Management: Coping with Model Risk in a Large Bank.Journal of the Operational Research Society. 2010, 61(2), pp. 179-190(12)Selected 10 big impact articles from the journal 2010 and 2011 volumes, ranked first
【6】Desheng Wu*and D. L. Olson. Enterprise risk management a DEA VaR Approach in Vendor Selection.International Journal of Production Research. 2010,48(16),pp. 4919-4932
【7】D. Wu*and David L. Olson. Fuzzy Multiattribute Grey Related Analysis Using DEA,Computers and Mathematics with Applications. 2010, 60(1), pp. 166-174
【8】D. Wu*and D. L. Olson. Introduction to special section on “Risk and Technology”.Technology Forecasting and Social Change. 2010, 77(6), pp. 837-839
【9】Desheng Dash Wu*, K. Xie, G. Chen etc. Modeling Technological Innovation Risks of an Entrepreneurial Team Using System Dynamics: an Agent-based Perspective.Technology Forecasting and Social Change. 2010, 77(6), pp. 857-869
【10】D. Wu*, Y. Zhang, D. Wu, D. L. Olson. Fuzzy multi-objective programming for supplier selection and risk modeling: A possibility approach.European Journal of Operational Research. 2010, 200(3), pp. 774-787
【11】D. Wu*and Y. Zhou. Catastrophe Bond and Risk Modeling: a Review and Calibration Using Chinese Earthquake Loss Data,Human and Ecological Risk Assessment. 2010, 16(3), pp. 510-523
【12】D. L. Olson and D. Wu*. A Review of Enterprise Risk Management in Supply Chain,Kybernets. 2010, 39(5), pp. 694-706
【13】D. L. Olson and Desheng Wu*. Earthquakes and Risk Management in China.Human and Ecological Risk Assessment. 2010, 16(3), pp. 478 – 493
【14】N. Li, and D. Wu*. Using Text Mining and Sentiment Analysis for Online Forums Hotspot Detection and Forecast.Decision Support Systems. 2010, 48(2), pp. 354-368.
【15】Z. Tao,D. Wu*,Z. Zheng,X. Tao. Earthquake Insurance and Earthquake Risk Management,Human and Ecological Risk Assessment. 2010, 16(3), pp. 524-535
【16】B. Sun, J. Li, D. Wu, X. Zhang, W. Li. Kernel Discriminant Learning for Ordinal Regression,IEEE Transactions on Knowledge and Data Engineering. 2010, 22(6), pp. 906-910
【17】D. L. Olson and Desheng Wu*. Risk Management Models for Supply Chain: a Scenario Analysis of Outsourcing to China.Supply Chain Management: an International Journal. Accepted on Nov. 03, 2009.
【18】D. Niu, D. Liu, Desheng Dash Wu*. A Soft Computing System for Day-ahead Electricity Price Forecasting.Applied soft computing. 2010, 10(3), pp. 868-875
【19】X. Chen, X. Wang and Desheng Wu*. Credit Risk Measurement and Early Warning of SMEs: an Empirical Study of Listed SMEs in China.Decision Support Systems. 2010,49(3), pp. 301-310
【20】S. She, C. Ma, and Desheng Wu*. General Probability-Time Tradeoff and Inter-temporal Risk-value Model.Risk Analysis. 2010 , 30(3), pp. 421-431
【21】C. Luo, Luis A. Seco, H. Wang, Desheng Wu*. Risk Modeling in Crude Oil Market: a Comparison of Markov switching and GARCH Models.Kybernets.2010, 39(5), pp. 750-769
【22】D. L. Olson, Desheng Dash Wu*. Review of Innovative CSR: From Risk Management to Value Creation.Journal of Cleaner Production, 2010, 18(16), pp. 1767-1768
【23】J. Xu, Desheng WU*, and R. Dong. Sustainable Development and Planning of Coal Industry under Uncertainty Using System Dynamic and Stochastic Programming.International Journal of Environment and Pollution. 2010, 42(4) , pp. 371-387.
【24】D. Wu*, David L. Olson. Introduction to Innovation Management. Annals of Operations Research. In Press, DOI: 10.1007/s10479-010-0822-y
【25】D. Wu*, David L. Olson, John Birge.Preface: Operations Research in Risk management.Computers & Operations Research, In Press, Accepted Manuscript, Available online 13 December 2010.
【26】S. Yau, R. H. Kwon, J. S. Rogers, Desheng Wu.Financial and operational decisions in the electricity sector: Contract portfolio optimization with the conditional value-at-risk criterion.International Journal of Production Economics, In Press, Available online 20 October 2010
2009
【27】D. Wu*. Performance Evaluation: an Integrated Method Using Data Envelopment Analysis and Fuzzy Preference Relations.European Journal of Operational Research. 2009, 194(1), pp. 227-235
【28】D. Wu*, and D. L. Olson. Enterprise risk management: small business scorecard analysis.Production Planning & Control. 2009,20(4), pp. 362-369
Books
D.L. Olson & Desheng WU, Enterprise Risk Management Models. Berlin: Springer Press, 2010.
Desheng WU, eds., Computational Risk Management Models in Sustainable Construction. Berlin: Springer Press, 2010.
Y. Zhou and D. WU, eds., Modeling Risk Management for Resources and Environment in China. Berlin: Springer Press, 2011.
Desheng WU, eds., Quantitative Financial Risk Management. Berlin: Springer Press, 2011.
D.L. Olson & Desheng WU, Enterprise Risk Management. New York: World Scientific Press, 2007.
D.L. Olson & Desheng WU, eds., New Frontiers in Enterprise Risk Management. Berlin: Springer Press, 2008.