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Research Work

Research Interests:

  • Theory:

    • Data-Driven Distributionally Robust Optimization

    • Stochastic Programming and Chance-Constrained Programming

    • Integrated Learning-and-Optimizaiton Framework

    • Integer Programming

  • Application:

    • Financial Risk Modeling and Portfolio Optimization

    • Humanitarian Relief Operations and Management

    • Predictive Maintenance and Machine Scheduling

    • Supply Chain Analytics Optimization

    • Sustainable Waste Management

Funded Projects:

  • Artificial Intelligence and Advanced Analytics to Estimate Collision Risk during Departure and Arrival. Role: Co-PI. PI: Lance Sherry. Total amount: $1,446,374. FAA and University of Maryland Baltimore County. 2022-2027.

  • Explainable and Transparent Machine Learning for Autonomous Decision Making (EXTRA). Role: Co-PI. PI: KC Chang. Total amount: $280,000. U.S. Air Force. 2022-2023.

  • Decision Support Tools for Smart Municipal Solid Waste Collection. Role: Co-PI. PI: Kuo Tian. Total amount: $20,000. 4-VA. 2022-2023.

  • Illegal Drug Supply Network Disruption: Learning and Optimization Frameworks. Role: Co-PI. PI: Weijun Xie. Total amount: $30,000. 4-VA. 2022-2023.

  • Condition-Based Predictive Maintenance for Mission Critical Systems with Probabilistic Knowledge Graph and Deep Learning. Role: Co-PI. PI: KC Chang. Total amount: $480,000. The U.S. Department of the Navy. 2020-2021.

Journal Publications

  • Hashemi-Amiri, Omid, Fahimeh Ghorbani, and Ran Ji, “Integrated Supplier Selection, Scheduling, and Routing Problem for Perishable Product Supply Chain: A Distributionally Robust Approach”, Computers and Industrial Engineering 175 (2023): 108845. [Link]

  • Hashemi-Amiri, Omid, Ran Ji, and Kuo Tian, “Integrated Location-Scheduling-Routing Framework for Smart Municipal Solid Waste System”, Sustainability 15.10 (2023): 7774. [Link]

  • Jiang, Zhenlong, Ran Ji, and Zhijie Sasha Dong, “A Chance-Constrained Distributionally Robust Optimization Model for Humanitarian Relief Network Design”, OR Spectrum (2023): 1-43. [Link]

  • Fan, Zhengyang, KC Chang, Ran Ji, and Genshe Chen, “Data Fusion for Optimal Condition-Based Aircraft Fleet Maintenance with Predictive Analytics”, In Press, Journal of Advances in Information Fusion (2023).

  • Jiang, Zhenlong, Yudi Chen, Ting-Yeh Yang, Wenying Ji, and Ran Ji, “Leveraging Machine Learning and Simulation to Advance Disaster Preparedness Assessments through FEMA National Household Survey Data”, Sustainability 15.10 (2023): 8035. [Link]

  • Li, Dong, Zhenlong Jiang, Kuo Tian, and Ran Ji, “Prediction of Hydraulic Conductivity of Sodium Bentonite GCLs by Machine Learning Approaches”, Environmental Geotechnics (2023)1-17. [Link]

  • Ji, Ran, Miguel A. Lejeune, and Zhengyang Fan, “Distributionally Robust Portfolio Optimization with Linearized STARR Performance Measure”, Quantitative Finance 22.1 (2022): 113-127. [Link]

  • Zhang, Sainan, Mengyue Li, Juxuan Zhang, Yixin Liu, Wenbin Jiang, Xin Li, Haitao Qi, Lefan Tang, Ran Ji, Wenyuan Zhao, Yunyan Gu, and Lishuang Qi, “Identification of Nutational Signature for Lung Adenocarcinoma Prognosis and Immunotherapy Prediction”, Journal of Molecular Medicine 100.12 (2022): 1755-1769. [Link]

  • Ji, Ran, and Miguel A. Lejeune, “Data-Driven Distributionally Robust Chance-Constrained Programming with Wasserstein Metric”, Journal of Global Optimization 79.4 (2021): 779-811. [Link] [Data]

    • 2021 Best Paper Award in the Journal of Global Optimization

  • Ji, Ran, and Miguel A. Lejeune, “Data-Driven Optimization with Reward-Risk Ratio Measures”, INFORMS Journal on Computing 33.3 (2021): 1120-1137. [Link] [Codes]

  • Jiang, Zhenlong, Ran Ji, and Kuo-Chu Chang. “A Machine Learning Integrated Portfolio Rebalance Framework with Risk-Aversion Adjustment”, Journal of Risk and Financial Management 13.7 (2020): 155. [Link]

  • Ji, Ran, and Bardia Kamrad, “Newsvendor Model as an Exchange Option on Demand and Supply Uncertainty”, Production and Operations Management (2019):28(10), 2456-2470. [Link]

  • Ji, Ran, and Miguel A. Lejeune, “Risk-Budgeting Multi-Portfolio Optimization with Portfolio and Marginal Risk Constraints”, Annals of Operations Research 262.2 (2018): 547-578. [Link]

  • Ji, Ran, Miguel A. Lejeune, and Srinivas Y. Prasad, “Properties, Formulations and Algorithms for Portfolio Optimization Using Mean-Gini Criteria”, Annals of Operations Research 248 (2017): 305-343. [Link]

Papers Under Review or Revision

  • Ji, Ran, Bardia Kamrad, and Sandeep Dahiya, “Do Procurement Options Dream of Demand Shocks?”, Under Review.

  • Fan, Zhengyang, Ran Ji, Shi-Chuang Chang, and Kuo-Chu Chang, “Novel Integer L-shaped Method for Parallel Machine Scheduling Problem under Uncertain Sequence-Dependent Setups”, Under Review.

  • Fan, Zhengyang, Ran Ji, and Miguel A. Lejeune, “Distributionally Robust Portfolio Optimization under Marginal and Copula Ambiguity”, Under Review.

  • Li, Dong, Zhenlong Jiang, Kuo Tian, and Ran Ji, “Machine Learning Approaches to Predict the Hydraulic Conductivity of Geosynthetic Clay Liners”, Under Review.

  • Kamrad, Bardia, and Ran Ji, “Risk Mitigation in Fixed Price Supply Contracts: Sourcing as a Portfolio of Options”, Under Revision to Resubmit.

  • Jiang, Zhenlong, Ran Ji, “Enhancing Equity in Disaster Relief Resource Allocation via Preparedness-Based Modeling”, Under Revision to Resubmit.

  • Fan, Zhengyang, and Ran Ji, “Distributionally Robust Single Machine Scheduling under Wasserstein Ambiguity”, Under Review.

Conference Proceedings

  • Jiang, Zhenlong, Ran Ji, Yudi Chen, and Wenying Ji, “Machine Learning and Simulation-Based Framework for Disaster Preparedness Prediction”, 2021 Winter Simulation Conference, IEEE (2021): 1-10.

  • Ji, Ran, K.C. Chang, and Zhenlong Jiang, “Risk-Aversion Adjusted Portfolio Optimization with Predictive Modeling”, 22th International Conference on Information Fusion (FUSION), IEEE (2019): 1-8. [Link ]

  • Dong, Zhijie, Shaolong Hu, and Ran Ji, “A CVaR Based Facility Location Model for Uncertain Demand in Disaster Operation Management”, IISE Annual Conference Proceedings (2019): 1294-1299.

  • Ji, Ran, Miguel A. Lejeune, and Srinivas Y. Prasad,“Dynamic Portfolio Optimization with Risk-Aversion Adjustment Utilizing Technical Indicators”, 20th International Conference on Information Fusion (2017): 1787-1794. [Link]

Book Chapters

  • Ji, Ran, Miguel A. Lejeune, and Srinivas Y. Prasad,‘‘Interactive Portfolio Optimization Using Mean-Gini Criteria’’, Financial Decision Aid using Multiple Criteria Models (2018): 49-91. Springer Cham. [Link]

  • Kamrad, Bardia, Ran Ji and Glen M. Schmidt, ‘‘Managing Supply Risk in Fixed Price Contracts: A Contingent Claims Perspective’’, Foundations and Trends in Technology, Information, and Operations Management (2018):11(1-2), 65-88. [Link]