Zhiping Chen

According to our database, Zhiping Chen authored at least 29 papers between 2006 and 2024.

Collaborative distances:

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

2024

Multi-stage distributionally robust convex stochastic optimization with Bayesian-type ambiguity sets.

Wentao Ma, Zhiping Chen

Math. Methods Oper. Res., October, 2024

A Bayesian approach to data-driven multi-stage stochastic optimization.

Zhiping Chen, Wentao Ma

J. Glob. Optim., October, 2024

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

A mental account-based portfolio selection model with an application for data with smaller dimensions.

Zongxin Li, Hong Jiang, Zhiping Chen, Wing-Keung Wong

Comput. Oper. Res., 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 sparse chance constrained portfolio selection model with multiple constraints.

Zhiping Chen, Shen Peng, Abdel Lisser

J. Glob. Optim., 2020

Time-consistent equilibrium reinsurance-investment strategy for n competitive insurers under a new interaction mechanism and a general investment framework.

Peng Yang, Zhiping Chen, Ying Xu

J. Comput. Appl. Math., 2020

A DEA-based method of allocating the fixed cost as a complement to the original input.

Ruiyue Lin, Zhiping Chen

Int. Trans. Oper. Res., 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

2018

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

Zhiping Chen, Shen Peng, Jia Liu

J. Optim. Theory Appl., 2018

Modified super-efficiency DEA models for solving infeasibility under non-negative data set.

Ruiyue Lin, Zhiping Chen

INFOR Inf. Syst. Oper. Res., 2018

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

Jia Liu, Zhiping Chen

Eur. J. Oper. Res., 2018

Scenario tree reduction methods through clustering nodes.

Zhiping Chen, Zhe Yan

Comput. Chem. Eng., 2018

2017

Dynamic network DEA approach with diversification to multi-period performance evaluation of funds.

Ruiyue Lin, Zhiping Chen, Qianhui Hu, Zongxin Li

OR Spectr., 2017

A directional distance based super-efficiency DEA model handling negative data.

Ruiyue Lin, Zhiping Chen

J. Oper. Res. Soc., 2017

2016

Stochastic geometric optimization with joint probabilistic constraints.

Jia Liu, Abdel Lisser, Zhiping Chen

Oper. Res. Lett., 2016

An equitable DEA-based approach for assigning fixed resources along with targets.

Ruiyue Lin, Zhiping Chen, Zongxin Li

J. Oper. Res. Soc., 2016

Stochastic geometric programming with joint probabilistic constraints.

Jia Liu, Abdel Lisser, Zhiping Chen

Electron. Notes Discret. Math., 2016

An iterative method for determining weights in cross efficiency evaluation.

Ruiyue Lin, Zhiping Chen, Wentao Xiong

Comput. Ind. Eng., 2016

2015

Quantitative stability of full random two-stage stochastic programs with recourse.

Youpan Han, Zhiping Chen

Optim. Lett., 2015

Super-efficiency measurement under variable return to scale: an approach based on a new directional distance function.

Ruiyue Lin, Zhiping Chen

J. Oper. Res. Soc., 2015

2014

Continuity and stability of fully random two-stage stochastic programs with mixed-integer recourse.

Zhiping Chen, Feng Zhang

Optim. Lett., 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

2012

Quantitative stability of mixed-integer two-stage quadratic stochastic programs.

Zhiping Chen, Youpan Han

Math. Methods Oper. Res., 2012

2011

Postoptimality for mean-risk stochastic mixed-integer programs and its application.

Zhiping Chen, Feng Zhang, Li Yang

Math. Methods Oper. Res., 2011

2008

New DEA Performance Evaluation Indices and their Applications in the American Fund Market.

Ruiyue Lin, Zhiping Chen

Asia Pac. J. Oper. Res., 2008

2006

Mutual fund performance evaluation using data envelopment analysis with new risk measures.

Zhiping Chen, Ruiyue Lin

OR Spectr., 2006