Dan Ralescu

Dan Ralescu

Professor

French Hall

4506

A&S Mathematical Sciences - 0025

Professional Summary

PhD  in 1980 from Indiana University (Bloomington)
1976-77 Assistant Professor, Department of Economics and Management,University of Dijon, France
Joined University of Cincinnati in 1980
On the Editorial Board of 10 professional journals
Frequent lectures, and plenary talks at international conferences (France,Spain,Japan,China,Brazil,etc.).
Fellow of IFSA (International Fuzzy Systems Association)
President of ICUT (International Consortium of Uncertainty Theory)
Lifetime Achievement Award from Society for Uncertainty of China, August 2014

Education

PhD, Indiana University Bloomington, Indiana, 1980 ( Statistics)

M.A. (with Honors), University of Bucharest Romania, 1972 (Mathematics)

M.A., Indiana University Bloomington Indiana, 1979 (Mathematics and Statistics)

Positions and Work Experience

1985 -To Present Professor of Mathematics, University of Cincinnati,

1982 -1985 Associate Professor, University of Cincinnati,

1980 -1982 Assistant Professor, University of Cincinnati,

1976 -1977 Assistant Professor, University of Dijon, France

1972 -1976 Researcher, Central Institute for informatics, Bucharest, Romania

1976 -To Present Visiting Professor, Université d'Orsay/Paris,France; MEDIS Institute/München,Germany; University of California/Berkeley; University of Oviedo/Spain; Université de Paris VI/ France; Tokyo Institute of Technology/Japan; RIKEN/ Japan; Institute of Statistical Mathematics/ Tokyo, Japan; Tsinghua University/Beijing, China; University for International Business and Economics/Beijing, China.,

Research and Practice Interests

Probability Theory, Limit theorems for random sets; mixed models of uncertainty; fuzzy sets and their applications; statistical decision theory in the presence of fuzziness; testing of statistical hypotheses using set-valued data; Bayesian robustness;management of large data sets.           

Research Support

2013 -2014 Utah State University Statistical methods for analyzing set-valued data Role:co-principal investigator Active Type:Grant

1997 -2011 Spanish National Science Foundation Role:co-investigator Completed Type:Grant

1997 -2004 Invitational Senior Fellowships Role:PI Completed Type:Fellowship

1993 -1995 NSF-JSPS Role:Principal Investigator Completed Type:Fellowship

1985 -To Present Taft Foundation Taft Grants Completed Type:Grant

1984 -1986 NSF Decision-making under uncertainty Role:Principal Investigator Completed Type:Grant

Abbreviated Publications

Other Publication

“Valuation of Interest Rate Ceiling and Floor in Uncertain Financial Market”, Fuzzy Optimiz.and Decis.Making, July 9, 2015 –online, pp. 1-16, to be published soon, DOI 10.1007/s10700-015-9223-7 (with Z.Zhang,and W.Liu).

Peer Reviewed Publications

“ Adams method for solving uncertain differential equations”, Applied Math.and Computation 270 (1): 993-1003, 2015 (with X.Yang).

“Characterization of a class of possibility distributions”, Int.Journal of Uncertainty,Fuzziness,and Knowledge-based Systems 23 (Suppl.1): 91-94, 2015 (with A.Ralescu).

“A study on the optimal portfolio strategies under inflation”, Journal of Systems Science and Information, Vol.3, No.2, pp. 1-22, 2015. (with M.Yu et al.).

"A portfolio optimization model based on information entropy and fuzzy time series”, Fuzzy Optim.and Decision Making (2015), 14:381-397. (with R.Zhou, Z.Yang,and Y.Mei).

“Risk index in uncertain random risk analysis” (with Y.Liu) , Int.J.of Uncertainty,Fuzziness,and Knowledge-based Systems 22(4), pp. 491-504, 2014.

"A note on uncertain sequence", (with X.Chen and X.Li) , Int.J.of Uncertainty,Fuzziness, and Knowledgebased
Systems 22(2), pp. 305-314, 2014.

A Normal Hierarchical Model and Minimum Contrast Estimation for Random Intervals, accepted and to appear in Ann.Inst.Statist.Mathematics,  2014  (with Y.Sun).

A Portfolio Optimization Model Based on Information
Entropy and Fuzzy Time Series, under review at Fuzzy Optimiz. and Decision-Making, 2014 (with R.Zhou, Z.Yang, and M.Yu)

Order Statistics of Uncertain Random Variables with Application to k-out-of-n System, submitted to Int.J.of Uncertainty, Fuzziness,and Knowledge-Based Systems, 2014  (with R.Gao and Y.Sun).

A Linear Model for Interval-valued Data,  submitted 2014   (with Y.Sun)

Train rescheduling with stochastic recovery time: A new track-backup approach, IEEE Transactions on Systems, Man, and Cybernetics-Part A,  44 (2014) , No. 9, 1216-1233,  (with Li X, Shou B)

Reduction methods of type-2 uncertain variables
and their applications to solid transportation problem, Information Sciences 291 (2015) 204–237 ( with L.Yang, P.Liu, S.Li,and Y.Gao).

Uncertain Currency Model and Currency Option Pricing,  Int.Journal of Intelligent Systems 30 (2015), 1, 40-51 (with Y.Liu and X.Chen).

Asset-liability Management of Insurance Companies Based on
Stackelberg-Nash Equilibrium in Framework of Uncertainty
Theory, under review, 2014  (with Q.Liu and X.Chen).

Uncertain Stock Model with Periodic Dividends, Fuzzy Optimization and Decision Making, 12 (2013) , 1, 111-123  (with X.Chen and Y.Liu).

Age Replacement Policy in Uncertain Environment, Iranian Journal of Fuzzy Systems, 10 (2013) , 2,  29-39  (with K.Yao).

Age Replacement Policy in Uncertain Environment ,  Iranian J. Fuzzy Systems 10 (2013) , 2,  29-39  (with  K.Yao).

Study on the resampling technique for risk management in the international portfolio selection based on Chinese investors , Int.J. of Uncertainty, Fuzziness and Knowledge-based Systems  21, 35 (2013)  (with M.Yu et al.).


 

Strong law of large numbers with respect to a fuzzy probability measure, METRON 71 (2013) , 3, 201-206  .

Liu Process and Uncertain Calculus, Journal of Uncertainty Analysis and Applications,  1 (2013) , Article 3, (with X.Chen).

Cross-Entropy Measure of Uncertain Variables,  Information Sciences 201 (2012) , 53-60  (with X.Chen and  S.Kar) .

Study on the Resampling Technique for Risk Management in the International Portfolio Selection Based on Chinese Investors ,  accepted and to appear in Int. J. Uncertainty, Fuzziness, Knowledge-Based Systems,(2013) , (with M.Yu).

A Two-dimensional Hardy Type Inequality for Fuzzy Integrals , Int.J. Uncertainty,Fuzziness, and Knowledge-based Systems  21  (2013) , 2, 165-173. (with H.Roman-Flores ,A.Flores-Franulic,and Y.Chalco-Cano).

Uncertain Stock Model with Periodic Dividends , Fuzzy Optim. and Decision Making  12 (2013) ,1, 111-123    (with X.Chen and Y.Liu)  .

Train Rescheduling with Stochastic Recovery Time:
A New Track-Backup Approach , under review at IEEE Trans. Syst.,Man,Cybernetics, (2012)   (with  X.Li and B.Shou).

A Note on Truth Value in Uncertain Logic , Expert Systems With Applications  38  (2012), 12, 15582-15586   (with X.Chen) .

 Inference by optimal aggregation of distributed evidence. Information Sciences, 177 (2007) , 378-387 (with A.L.Ralescu and Y.Yamakata) .

 Tools for fuzzy random variables: embeddings and measurabilities. Computational Statistics and Data Analysis, 51 (2006) , 1, 109-114 (with M.Lopez-Diaz) .

Cross-cumulants measure for independence. Journal of Statistical Planning and Inference, 137 (2006) , 1085-1098  (with P.Georgiev and A.L.Ralescu) .

 A DE[0; 1]-representation of random upper semicontinuous functions  , Proceedings of the American Mathematical Society  130  (2002) , 3237-3242  (with A.Colubi, J.S. Dominguez-Menchero, and M.Lopez-Diaz)..

L-prime spectrum of modules, Proceedings of the Joint 2009 International Fuzzy Systems Association World Congress and 2009 European Society of Fuzzy Logic and Technology Conference, Lisbon, Portugal (Edited by J. P. Carvalho, D. Dubois, U. Kaymak and J.M. C. Sousa), July 20-24, (2009)  , 1893-1899 (with B.A.Ersoy).

A fuzzy control system with application to production planning problems,   InformationSciences,  181 (2011), 5, 1018-1027  (with Z. Qin and M.Bai)

Credibilistic Parameter Estimation and Its Application in Fuzzy Portfolio Selection,   Iranian Journal of Fuzzy Systems,  8 (2011) , 2,  57-65 (with X.Li and Z.Qin).

On Liu’s inference rule for uncertain systems, International Journal of Uncertainty, Fuzziness and Knowledge based Systems, 18 (2010) ,1, 1-11 (with X.Gao and Y.Gao ) .

 Fuzzy Train Energy Consumption Minimization Model and Algorithm ,   Iranian Journal of Fuzzy Systems,  8 (2011), 4, 77-91  (with X.Li and T.Tang) .

On Liu’s Inference Rules for Fuzzy Inference Systems, Proceedings of IPMU 2010 (E. Huellermeier, et al. Eds.), Part I, CCIS 80 (2010) ,  571-580, Springer  (with X.Gao and Y.Gao) .

Fuzzy Relations on Modules,  International Journal of Algebra   3 (2009) ,  20,  1007-1014   (with B.A.Ersoy) .

Credibility measure of fuzzy sets and applications, International Journal of Advanced Intelligence Paradigms, 1 (2009) , 3 , 241-250 (with X.Li).

Work in Progress

A Portfolio Optimization Model Based on Information
Entropy and Fuzzy Time Series, 2013 (with M.Yu et al.)

Order Convergence in Fuzzy Number Space and Applications to Fuzzy-valued Integral (  submitted), (2012)  , (with T.Fan).

Under Review

On exponential stability of fuzzy stochastic differential equations, 2013, submitted under review  (with W.Fei and H.Liu)

Uncertain Currency Model and Currency Option Pricing, International Journal of Intelligent Systems, to be published  (with X.Chen and Y.Liu).

Minimum contrast estimation of parameters for hierarchical  random intervals and applications ,  (2012) ,  under review  (with Y.Sun ).

In Press

Train Rescheduling with Stochastic Recovery Time: A New Track-Backup Approach, IEEE Transactions on Systems, Man, and Cybernetics-Part A, accepted and to appear   2013  (with X.Li and  B.Shou)

Peer Reviewed Conference/Workshop Proceedings

B-spline Method of Uncertain Statistics with Application to Estimate Travel Distance, Proceedings of the Second International Conference on Uncertainty Theory, Lhasa, China, August 6-11 (2011)  ,1- 5  (with X.Chen).

Fuzzy Credibility and Its Applications to Optimization  ,  Proceedings IPMU (2008) ,Malaga,Spain  (with X.Li) .

A Note on Truth Value in Uncertain Logic, Proceedings of the Eighth Conference on Information and Management Science, Kunming, China, July 20-28,  (2009) , 739-741  (with X.Chen) .

Book

C.Bertoluzza, M.A.Gil, D.A.Ralescu (2001). Statistical Modeling,Analysis, and Management of Fuzzy Data. New York: Springer.

C.V.Negoita, D.A.Ralescu (1987). Simulation, Knowledge-Based Computing and Fuzzy Statistics. New York: Van Nostrand.

K. Asai, T.Okuda, H.Tanaka, C.V.Negoita, D.A.Ralescu (1978). Introduction to Fuzzy Systems Theory (in Japanese). Tokyo, Japan: Ohm-Sha.

C.V.Negoita, D.A. Ralescu (1975). Applications of Fuzzy Sets to Systems Analysis. New York: Wiley.

C.V.Negoita, D.A.Ralescu (1974). Fuzzy Sets and Their Applications (in Romanian). Bucharest, Romania: Editura Technica.

Presentations

Invited Presentations

Dan Ralescu (10-2014. )Statistics with uncertain data .APIEMS 2014 Conference, Jeju, Korea. Level:International

Dan Ralescu (08-2014. )A normal hierarchical model based on interval data .IMS Conference (Inf.Management), Hunan, China. Level:International

Dan Ralescu (07-2014. )Risk management .Univ.for Int.Business and Economics, Beijing, China. Level:International

Dan Ralescu (07-2014. )Normal hierarchical models and their applications .Tsinghua University,Beijing,China. Level:International

Dan Ralescu (07-2014. )Mixed models of uncertainty .Beijing Univ. for Chemical Technology. Level:International

Dan Ralescu (12-2012. )Unified uncertainty theory .Int.Conf.uncert.Theory+ 13th Asia-Pacific Ind.Engineering&Managm.Syst.Conf., Thailand. Conference. .Level:International

Dan Ralescu (10-2012. )Statistics and uncertainty in e-business .12th Internat.Conf.on Electr.Business, Xi'an, China. Conference. .Level:International

Dan Ralescu (08-2012. )Mixed models .Gansu, China/IMS CONFERENCE, China. Conference. .Level:International

Dan Ralescu (08-2012. )Quantitative risk management under uncertainty .UIBE (Univ.Int.Business and Economics), Beijing, China. Other Institution. .Level:University

Dan Ralescu (04-2012. )Lectures on inference for big data sets .Utah State University, Other Institution. .Level:University

Dan Ralescu (03-2012. )What is uncertainty? .Dezhou University, Dezhou, China. Conference. .Level:University

Dan Ralescu (03-2012. )Credibility theory .Zhejiang Univ., Hangzhou, China. Other Institution. .Level:University

Dan Ralescu (01-2012. )Statistical and non-statistical uncertainty .Tokyo Institute of Technology, Tokyo, Japan. Other Institution. .Level:International

Honors and Awards

09-2004 -2012 Mixed Models of Uncertainty Spanish National Science Foundation Grant, University of Oviedo, Spain (co-invesitigator), 2008 and 2011. Status:Recipient Level:University Type:Grant

1997 -2004 Invitational Senior Fellowships • Spring 2004, NSF- JSPS Invitational Senior Fellowship, Tokyo Institute of Technology, Japan. • Spring 2002, NSF-JSPS Invitational Senior Fellowship, Tokyo Institute of Technology, Japan. • Spring 2000, NSF-JSPS Invitational Senior Fellowship, Tokyo Institute of Technology, Japan. • Spring 1999, Science and Technology Agency Senior Fellowship at BSI/RIKEN, Japan. • Spring 1997, NSF-JSPS Invitational Senior Fellowship, Tokyo Institute of Technology, Japan. Status:Recipient Level:International Type:Grant

1984 -1986 Decision-Making under Uncertainty D. A. Ralescu (PI), Decision Making under Uncertainty, National Science Foundation . Status:Recipient Level:National Type:Grant

08-2003 Fellow of IFSA Society Fellow of IFSA (International Fuzzy Systems Association). Status:Recipient Level:Professional Org. Type:Recognition

08-2010 -2015 President of ICUT (International Consortium of Uncertainty Theory) President of ICUT (International Consortium of Uncertainty Theory). Status:Recipient Level:International Type:Recognition

05-2013 -08-2013 Statistical methods for analyzing set-valued data This is a grant through Utah State University,where I am co-PI (PI is Yan Sun).It will provide travel expenses for me to collaborate with the Math+Statist Dept. at that University. Status:Recipient Level:National Type:Grant

2008 -2008 Statistics with set-valued data AOARD (Asian Office for Air Force Research and Development)(co-investigator) grant. Status:Recipient Level:National Type:Grant

1993 -1996 Models of Uncertainty D. A. Ralescu (PI), Models of Uncertainty, International Programs - Long Term Visit to Japan–National Science Foundation . Status:Recipient Level:International Type:Grant

2014 Lifetime achievement award Award given by Uncertainty Society of China Uncertainty Society of China Status:Recipient Level:International

Service

(Statistics Qualifying Exams Committee )Committee Member Type:Departmental Service Level:University 2014

(Statistics and Probability Prelim Exams )Committee Member Type:Departmental Service Level:Department 02-2013

(Reappointment,Promotion,and Tenure )Committee Member Type:Departmental Service Level:University 2013 -2015

(Graduate Affairs Committee )Committee Member Type:Departmental Service Level:University 2013 -2015

(Taft Committee on Publication Costs )Committee Member Type:University/College Service Level:University 08-2012

(Reappointment,Promotion,and Tenure )Committee Member Type:Departmental Service Level:Department 08-2012

(Differential Equations )Committee Chair Type:Departmental Service Level:Department 08-2012 -12-2012

(Taft Committee on Publication Costs )Committee Member Type:University/College Service Level:University 08-2012

Courses Taught

15-MATH-226 APPLIED CALC I Level:Undergraduate

15-MATH-409 INTRO ANALYSIS II Level:Undergraduate

15-MATH-522 MATH STATISTICS Level:Both

15-MATH-574 NONPARAMETRIC STAT Level:Both

15-MATH-226 APPLIED CALC I Level:Undergraduate

Introd.to Statistics Level:Undergraduate

15-MATH-361 PROB & STATS I Level:Undergraduate

15-MATH-357 INTRO:ABSTR MATH Level:Undergraduate

15-MATH-253 CALCULUS III Level:Undergraduate

15-STAT-521 MATH STATISTICS Level:Graduate

Nonparametric Statistics Level:Graduate

15-MATH-226 APPLIED CALC I Level:Undergraduate

15-MATH-148 ELEM PROB AND STAT Level:Undergraduate

15-MATH-361 PROB & STATS I

15-MATH-273 DIFFERENTIAL EQNS Level:Undergraduate

15-MATH-273 DIFFERENTIAL EQNS Level:Undergraduate

15-MATH-252 CALCULUS II Level:Undergraduate

Other Information

Cello (Principal) , University of Cincinnati Symphony Orchestra,

Cello, Kentucky Symphony Orchestra,