Dr Juan Vera Lizcano

Bio

• Department of Econometrics and Operations Research, Tilburg University, Netherlands: Associate Professor (2016 - present), Assistant Professor (2010 – 2016).
• Department of Management Sciences, University of Waterloo, Canada:  Visiting Assistant Professor (2007 – 2010).
• College of Computing, Georgia Institute of Technology, USA: Post Doctoral Fellow (2006 – 2007).

Expertise

• Polynomial and Copositive Optimization, and their applications to combinatorial optimization.
• Relation between error bounds,  condition numbers, and convergence  of optimization algorithms.
• Sparse methods for machine learning.

Courses

• Decision Making with Business Analytics
• Optimization
• Orientation Research Topics in Operations Research (CentER)
• Operations Research and Machine Learning

Recent publications

1. Contingent capital with stock price triggers in interbank networks

   Balter, A., Schweizer, N., & Vera, J. C. (Accepted/In press). Contingent capital with stock price triggers in interbank networks. Mathematics of Operations Research.

2. 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. (2022). Sparsifying the least-squares approach to PCA: Comparison of lasso and cardinality constraint. Advances in Data Analysis and Classification.

3. 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.

4. On the p3-hull number of kneser graphs

   Grippo, L. N., Pastine, A., Torres, P., Valencia-Pabon, M., & Vera, J. C. (2021). On the p3-hull number of kneser graphs. Electronic Journal of Combinatorics, 28(3), [P3.32].

5. A guide for sparse PCA - Model comparison and applications

   Guerra Urzola, R., Van Deun, K., Vera, J. C., & Sijtsma, K. (2021). A guide for sparse PCA: Model comparison and applications. Psychometrika, 86, 893–919.