Zhiping Chen

31 papers Journal 30Unranked 1
YearRankTypeTitle / Venue / Authors
2026 J jnl
Scenario tree reduction algorithms combining quantitative stability with k-medoids clustering for large-scale risk-averse multi-stage stochastics programming problems.
J. Comput. Appl. Math.
Bingbing Ji, Zhiping Chen, Wentao Ma
2025 J jnl
Data-driven approximation of distributionally robust chance constraints using Bayesian credible intervals.
OR Spectr.
Zhiping Chen, Wentao Ma, Bingbing Ji
2024 J jnl
A Bayesian approach to data-driven multi-stage stochastic optimization.
J. Glob. Optim.
Zhiping Chen, Wentao Ma
2024 J jnl
Multi-stage distributionally robust convex stochastic optimization with Bayesian-type ambiguity sets.
Math. Methods Oper. Res.
Wentao Ma, Zhiping Chen
2022 J jnl
A mental account-based portfolio selection model with an application for data with smaller dimensions.
Comput. Oper. Res.
Zongxin Li, Hong Jiang, Zhiping Chen, Wing-Keung Wong
2022 J jnl
Distributionally Robust Chance Constrained Geometric Optimization.
Math. Oper. Res.
Jia Liu, Abdel Lisser, Zhiping Chen
2022 J jnl
Distributionally Robust Second-Order Stochastic Dominance Constrained Optimization with Wasserstein Ball.
SIAM J. Optim.
Yu Mei, Jia Liu, Zhiping Chen
2022 J jnl
Multi-stage portfolio selection problem with dynamic stochastic dominance constraints.
J. Glob. Optim.
Yu Mei, Zhiping Chen, Jia Liu, Bingbing Ji
2021 J jnl
Interval-based stochastic dominance: theoretical framework and application to portfolio choices.
Ann. Oper. Res.
Jia Liu, Zhiping Chen, Giorgio Consigli
2020 J jnl
A DEA-based method of allocating the fixed cost as a complement to the original input.
Int. Trans. Oper. Res.
Ruiyue Lin, Zhiping Chen
2020 J jnl
A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems.
Ann. Oper. Res.
Zhe Yan, Zhiping Chen, Giorgio Consigli, Jia Liu, Ming Jin
2020 J jnl
A sparse chance constrained portfolio selection model with multiple constraints.
J. Glob. Optim.
Zhiping Chen, Shen Peng, Abdel Lisser
2020 J jnl
Time-consistent equilibrium reinsurance-investment strategy for n competitive insurers under a new interaction mechanism and a general investment framework.
J. Comput. Appl. Math.
Peng Yang, Zhiping Chen, Ying Xu
2018 J jnl
Data-Driven Robust Chance Constrained Problems: A Mixture Model Approach.
J. Optim. Theory Appl.
Zhiping Chen, Shen Peng, Jia Liu
2018 J jnl
Modified super-efficiency DEA models for solving infeasibility under non-negative data set.
INFOR Inf. Syst. Oper. Res.
Ruiyue Lin, Zhiping Chen
2018 J jnl
Scenario tree reduction methods through clustering nodes.
Comput. Chem. Eng.
Zhiping Chen, Zhe Yan
2018 J jnl
Time consistent multi-period robust risk measures and portfolio selection models with regime-switching.
Eur. J. Oper. Res.
Jia Liu, Zhiping Chen
2017 J jnl
A directional distance based super-efficiency DEA model handling negative data.
J. Oper. Res. Soc.
Ruiyue Lin, Zhiping Chen
2017 J jnl
Dynamic network DEA approach with diversification to multi-period performance evaluation of funds.
OR Spectr.
Ruiyue Lin, Zhiping Chen, Qianhui Hu, Zongxin Li
2016 J jnl
An equitable DEA-based approach for assigning fixed resources along with targets.
J. Oper. Res. Soc.
Ruiyue Lin, Zhiping Chen, Zongxin Li
2016 J jnl
An iterative method for determining weights in cross efficiency evaluation.
Comput. Ind. Eng.
Ruiyue Lin, Zhiping Chen, Wentao Xiong
2016 J jnl
Stochastic geometric optimization with joint probabilistic constraints.
Oper. Res. Lett.
Jia Liu, Abdel Lisser, Zhiping Chen
2016 J jnl
Stochastic geometric programming with joint probabilistic constraints.
Electron. Notes Discret. Math.
Jia Liu, Abdel Lisser, Zhiping Chen
2015 J jnl
Quantitative stability of full random two-stage stochastic programs with recourse.
Optim. Lett.
Youpan Han, Zhiping Chen
2015 J jnl
Super-efficiency measurement under variable return to scale: an approach based on a new directional distance function.
J. Oper. Res. Soc.
Ruiyue Lin, Zhiping Chen
2014 J jnl
Continuity and stability of fully random two-stage stochastic programs with mixed-integer recourse.
Optim. Lett.
Zhiping Chen, Feng Zhang
2014 — conf
Regime-dependent Robust Risk Measures with Application in Portfolio Selection.
ITQM
Jia Liu, Zhiping Chen
2012 J jnl
Quantitative stability of mixed-integer two-stage quadratic stochastic programs.
Math. Methods Oper. Res.
Zhiping Chen, Youpan Han
2011 J jnl
Postoptimality for mean-risk stochastic mixed-integer programs and its application.
Math. Methods Oper. Res.
Zhiping Chen, Feng Zhang, Li Yang
2008 J jnl
New DEA Performance Evaluation Indices and their Applications in the American Fund Market.
Asia Pac. J. Oper. Res.
Ruiyue Lin, Zhiping Chen
2006 J jnl
Mutual fund performance evaluation using data envelopment analysis with new risk measures.
OR Spectr.
Zhiping Chen, Ruiyue Lin