News-lists

Paper 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,” accepted in IEEE Trans. on Signal Processing, Aug. 2023.
Aug 4, 2023 Papers
Paper 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
Plenary talk at the SLSIP Workshop 2022
Plenary Talk entitled “High-Order Portfolios: The Role of Heavy Tails and Skewness” at the Statistical Learning for Signal and Image Processing (SLSIP) Workshop 2022, Cadaques, Catalunya, Spain.
Oct 12, 2022 Talk
Plenary talk at the SLSIP Workshop 2022
Paper accepted in NeurIPS!
José Vinícius de M. Cardoso, Jiaxi Ying, and Daniel P. Palomar, “Learning Bipartite Graphs: Heavy Tails and Multiple Components,” Advances in Neural Information Processing Systems (NeurIPS), New Orleans, LA, USA, Dec.
Sep 15, 2022 Papers
Paper accepted in NeurIPS!
Jiaxi's belated graduation dinner
Jiaxi YING defended his PhD thesis on 8-March-2022, but only today, 9-Sep-2022, we were able to celebrate it properly!
Sep 9, 2022
Jiaxi's belated graduation dinner
Yifan joins our research group
Yifan YU has joined our group to pursue her PhD.
Sep 2, 2022
Yifan joins our research group
R package portfolioBacktest updated in CRAN
R package portfolioBacktest for portfolio backtesting. As usual, it has been regularly updated with new features.
Apr 22, 2022 Software
R package portfolioBacktest updated in CRAN