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
• Operations Research and Machine Learning

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., & 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.