Publications and Preprints
Preprint and Under Review
Publications
Geometry-Calibrated DRO: Combating Over-Pessimism with Free Energy Implications
Jiashuo Liu, Jiayun Wu, Tianyu Wang, Hao Zou, Peng Cui
International Conference on Machine Learning (ICML), 2024.
Short version appeared in NeurIPS 2023 Workshop on Distribution Shifts.
On the Need for a Language Describing Distribution Shifts: Illustrations on Tabular Datasets [Code] [Python package]
Jiashuo Liu+, Tianyu Wang+, Peng Cui, Hongseok Namkoong
Advances in Neural Information Processing Systems (NeurIPS) 2023, Datasets and Benchmarks Track.
Data-Driven Distributionally Robust CVaR Portfolio Optimization Under A Regime-Switching Ambiguity Set [Code]
Chi Seng Pun, Tianyu Wang, Zhenzhen Yan*
Manufacturing and Service Operations Management, 25(5): 1779 - 1795, 2023.
Hedging against Complexity: Distributionally Robust Optimization with Parametric Approximation [Code]
Garud Iyengar, Henry Lam, Tianyu Wang*
International Conference on Artificial Intelligence and Statistics (AISTATS), 2023.
Oral presentation, 32/1689 = 1.9% of submissions
On Data-Driven Multi-Product Pricing [Code]
Tianyu Wang, Chenye Wu, and Wei Qi
IEEE Control Systems Letters (L-CSS), 5(5): 1687-1692, 2020.
Invited to present in Proc. of American Control Conference (ACC), May 2021.
* means that authors are listed in alphabetical order.
+ means that authors are equally contributed.
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