prof. dr. Juan Vera Lizcano
Hoogleraar
TiSEM: Tilburg School of Economics and Management
TiSEM: Department of Econometrics and Operations Research
J.C.VeraLizcano@tilburguniversity.edu
Kamer
K 441
Vakken
Recente publicaties
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Contingent capital with stock price triggers in interbank networks
Balter, A., Schweizer, N., & Vera, J. C. (2023). Contingent capital with stock price triggers in interbank networks. Mathematics of Operations Research, 48(1), 520-543. -
Real Options Models without Single-Investment Threshold Behavior
Faninam, F., Huisman, K., Kort, P. M., & Vera, J. C. (2023). Real Options Models without Single-Investment Threshold Behavior. (CentER Discussion Paper; Vol. 2023-029). CentER, Center for Economic Research. -
Sparsifying the least-squares approach to PCA - Comparison of lasso a…
Guerra-Urzola, R., Schipper, N. C. D., Tonne, A., Sijtsma, K., Vera, J. C., & Deun, K. V. (2023). Sparsifying the least-squares approach to PCA: Comparison of lasso and cardinality constraint. Advances in Data Analysis and Classification, 17(1), 269-286. -
The maximum $k$-colorable subgraph problem and related problems
Kuryatnikova, O., Sotirov, R., & Vera, J. C. (2022). The maximum $k$-colorable subgraph problem and related problems. INFORMS Journal on Computing, 34(1), 656-669. -
Correction to - Static hedging of weather and price risks in electric…
Pantoja Robayo, J., & Vera, J. C. (2022). Correction to: Static hedging of weather and price risks in electricity markets (Optimization and Engineering, (2020), 10.1007/s11081-020-09581-0). Optimization and Engineering, 23, 451-452.
