Jia Liu

According to our database, Jia Liu authored at least 13 papers between 2014 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

Distributionally robust chance constrained games under Wasserstein ball.

Tian Xia, Jia Liu, Abdel Lisser

Oper. Res. Lett., May, 2023

2022

Online Portfolio Selection with Long-Short Term Forecasting.

Roujia Li, Jia Liu

Oper. Res. Forum, November, 2022

Distributionally Robust Chance Constrained Geometric Optimization.

Jia Liu, Abdel Lisser, Zhiping Chen

Math. Oper. Res., November, 2022

Distributionally Robust Second-Order Stochastic Dominance Constrained Optimization with Wasserstein Ball.

Yu Mei, Jia Liu, Zhiping Chen

SIAM J. Optim., 2022

Multi-stage portfolio selection problem with dynamic stochastic dominance constraints.

Yu Mei, Zhiping Chen, Jia Liu, Bingbing Ji

J. Glob. Optim., 2022

2021

Interval-based stochastic dominance: theoretical framework and application to portfolio choices.

Jia Liu, Zhiping Chen, Giorgio Consigli

Ann. Oper. Res., 2021

2020

A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems.

Zhe Yan, Zhiping Chen, Giorgio Consigli, Jia Liu, Ming Jin

Ann. Oper. Res., 2020

2019

Notoriously hard (mixed-)binary QPs: empirical evidence on new completely positive approaches.

Immanuel M. Bomze, Jianqiang Cheng, Peter J. C. Dickinson, Abdel Lisser, Jia Liu

Comput. Manag. Sci., 2019

2018

Data-Driven Robust Chance Constrained Problems: A Mixture Model Approach.

Zhiping Chen, Shen Peng, Jia Liu

J. Optim. Theory Appl., 2018

Time consistent multi-period robust risk measures and portfolio selection models with regime-switching.

Jia Liu, Zhiping Chen

Eur. J. Oper. Res., 2018

2016

Stochastic geometric optimization with joint probabilistic constraints.

Jia Liu, Abdel Lisser, Zhiping Chen

Oper. Res. Lett., 2016

Stochastic geometric programming with joint probabilistic constraints.

Jia Liu, Abdel Lisser, Zhiping Chen

Electron. Notes Discret. Math., 2016

2014

Regime-dependent Robust Risk Measures with Application in Portfolio Selection.

Jia Liu, Zhiping Chen

Proceedings of the Second International Conference on Information Technology and Quantitative Management, 2014