Chen, Zhi（陳植）
BE (Tsinghua); PhD (NUS)
Assistant Professor
Contact Room 952, 9/FCheng Yu Tung Building
12 Chak Cheung Street
Shatin, N.T., Hong Kong
+852 3943 9322
zhi.chen@cuhk.edu.hk
Biography
Prof. Zhi Chen is an Assistant Professor in the Department of Decisions, Operations and Technology, CUHK Business School, The Chinese University of Hong Kong. He obtained his PhD from NUS Business School, National University of Singapore and his BE from Tsinghua University, China.
His primary research involves developing models and designing algorithms for analytics under uncertainty with different levels of data availability as well as applications in business, economics, finance, and operations. He is also interested in how to compete or cooperate in joint activities such as resource allocation and risk management. His works appear in journals such as INFORMS Journal on Computing, Management Science, Operations Research, Production and Operations Management, Mathematical Finance, Transportation Science, and TRB.
Teaching Areas
Business Analytics
Data Mining & Machine Learning
Operations & Supply Chain Management
Risk Management
Research Interests
Analytics under Uncertainty
Data-Driven Analytics
Risk Management
Robust Optimisation
- Publications & Working Papers
- Jie Hu, Zhi Chen, and Shuming Wang (2024), “Budget-Driven Multi-Period Hub Location: A Time Series Approach,” Operations Research, forthcoming.
- Zhi Chen, Zhenyu Hu, and Ruiqin Wang (2024), “Screening with Limited Information: A Dual Perspective,” Operations Research, 72(4), 1487–1504.
- Yue Zhao, Zhi Chen, and Zhenzhen Zhang (2023), “Distributionally Robust Chance Constrained p-Hub Center Problem,” INFORMS Journal on Computing, 35(6), 1361-1382.
- Feng Liu, Zhi Chen, and Shuming Wang (2023), “Globalized Distributionally Robust Counterpart,” INFORMS Journal on Computing, 35(5), 1120-1142.
- Zhi Chen, Daniel Kuhn, and Wolfram Wiesemann (2023), “On Approximations of Data-Driven Chance Constrained Programs over Wasserstein Balls,” Operations Research Letters, 51(3), 226-233.
- Haolin Ruan, Zhi Chen, and Chin Pang Ho (2022), “Adjustable Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets,” INFORMS Journal on Computing, 35(5), 1002-1023.
- Zhi Chen and Peng Xiong (2022), “RSOME in Python: An Open-Source Package for Robust Stochastic Optimization Made Easy,” INFORMS Journal on Computing, 35(4), 717-724.
- Guomin Xing, Zhi Chen, Yuanguang Zhong, and Yong-Wu Zhou (2022), “Mitigating Supply Risk with Limited Information: Emergency Supply and Responsive Pricing,” Production and Operations Management, forthcoming.
- Zhi Chen, Daniel Kuhn, and Wolfram Wiesemann (2022), “Data-Driven Chance Constrained Programs over Wasserstein Balls,” Operations Research, 72(1): 410–424.
- Yue Zhao, Zhi Chen, Andrew Lim, and Zhenzhen Zhang (2022), “Vessel Deployment with Limited Information: Distributionally Robust Chance Constrained Models,” Transportation Research Part B: Methodological, 161, 197-217.
- Zhi Chen and Weijun Xie (2021), “Regret in the Newsvendor Model with Demand and Yield Randomness,” Production and Operations Management, 30(11), 4176-4197.
- Zhi Chen and Weijun Xie (2021), “Sharing the Value-at-Risk under Distributional Ambiguity,” Mathematical Finance, 31(1), 531-559.
- Zhi Chen, Zhenyu Hu, and Qinshen Tang (2020), “Allocation Inequality in Cost Sharing Problem,” Journal of Mathematical Economics, 91, 111-120.
- Zhi Chen, Melvyn Sim, and Peng Xiong (2020), “Robust Stochastic Optimization Made Easy with RSOME,” Management Science, 66(8), 3329-3339.
- Shuming Wang, Zhi Chen, and Tianqi Liu (2020), “Distributionally Robust Hub Location,” Transportation Science, 54(5), 1189-1210.
- Zhi Chen, Melvyn Sim, and Huan Xu (2019), “Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets,” Operations Research, 67(5), 1328-1344.