News-lists

Portfolio Optimization book available online
Daniel P. Palomar. Portfolio Optimization. Cambridge University Press, 2024.
Aug 15, 2024 Papers
Portfolio Optimization book available online
Paper published in Nature Communications
Syed Awais W. Shah, Daniel P. Palomar, Ian Barr, Leo L. M. Poon, Ahmed Abdul Quadeer, and Matthew R. McKay, “Seasonal antigenic prediction of influenza A H3N2 using machine learning,” Nature Communications, vol.
May 7, 2024 Papers
Paper published in Nature Communications
Paper on graph learning accepted in IEEE Trans. on Signal Processing
Amirhossein Javaheri, Arash Amini, Farokh Marvasti, and Daniel P. Palomar, “Learning Spatio-Temporal Graphical Models From Incomplete Observations,” IEEE Trans. on Signal Processing, vol. 72, pp. 1361-1374, 2024.
Jan 23, 2024 Papers
Paper on graph learning accepted in IEEE Trans. on Signal Processing
Paper published in NeurIPS
Jian-Feng Cai, José Vinícius de M. Cardoso, Daniel P. Palomar, and Jiaxi Ying, “Fast Projected Newton-like Method for Precision Matrix Estimation under Total Positivity,” Advances in Neural Information Processing Systems (NeurIPS), New Orleans, LA, USA, Dec.
Dec 10, 2023 Papers
Paper published in NeurIPS
Paper published in NeurIPS
Xiwen Wang, Jiaxi Ying, and Daniel P. Palomar, “Learning Large-Scale MTP2 Gaussian Graphical Models via Bridge-Block Decomposition,” Advances in Neural Information Processing Systems (NeurIPS), New Orleans, LA, USA, Dec. 2023.
Dec 10, 2023 Papers
Paper published in NeurIPS
Paper on high-order portfolios accepted in IEEE Trans. on Signal Processing
Xiwen Wang, Rui Zhou, Jiaxi Ying, and Daniel P. Palomar, “Efficient and Scalable Parametric High-Order Portfolios Design via the Skew-t Distribution,” IEEE Trans. on Signal Processing, vol. 71, pp. 3726-3740, 2023.
Aug 4, 2023 Papers
Paper on high-order portfolios accepted in IEEE Trans. on Signal Processing
Paper published in IEEE Trans. on Signal Processing
Shengjie Xiu, Xiwen Wang, and Daniel P. Palomar, “A Fast Successive QP Algorithm for General Mean-Variance Portfolio Optimization,” IEEE Trans. on Signal Processing, vol. 71, pp. 2713-2727, July 2023.
Jul 1, 2023 Papers
Paper published in IEEE Trans. on Signal Processing
R package intradayModel published in CRAN
R package intradayModel for design of High-Order Portfolios published in CRAN.
May 19, 2023 Software
R package intradayModel published in CRAN
Keynote talk at the ICAIF'22 Workshop
Keynote Talk entitled “Learning Financial Graphs” at the ICAIF'22 Workshop on NLP and Network Analysis in Financial Applications, ACM Conference on AI in Finance, New York, USA.
Nov 2, 2022 Talk
Keynote talk at the ICAIF'22 Workshop
R package highOrderPortfolios published in CRAN
R package highOrderPortfolios for design of High-Order Portfolios published in CRAN.
Oct 20, 2022 Software
R package highOrderPortfolios published in CRAN