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

Recent publications

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.

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