Daniel P. Palomar
Daniel P. Palomar
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
R package fitHeavyTail updated in CRAN
R package fitHeavyTail for mean and covariance matrix estimation under heavy tails. Now it can fit skewed distributions as well! Xiwen has now become a co-author of the package.
Apr 16, 2022
Paper accepted in AAAI!
Xiwen Wang, Jiaxi Ying, José Vinícius de M. Cardoso, and Daniel P. Palomar, “Efficient Algorithms for General Isotone Optimization,” in The Thirty-Sixth AAAI Conference on Artificial Intelligence (AAAI), Feb. 2022.
Nov 1, 2021
Awais and Pau join our research group
Syed Awais Wahab Shah has joined our group as a co-advised PhD student. His main PhD advisor is Prof. Matthew McKay. Pau Cartanya Caro is working toward his final year degree thesis at HKUST.
Oct 15, 2021
Paper accepted in NeurIPS!
José Vinícius de M. Cardoso, Jiaxi Ying, and Daniel P. Palomar, “Graphical Models for Heavy-Tailed Markets,” Advances in Neural Information Processing Systems (NeurIPS), Virtual, Dec. 2021. [26% acceptance rate] [video] [supplemental material] [slides] [poster]
Sep 29, 2021
Runhao joins our research group
Runhao SHI has joined our research group to pursue her PhD.
Sep 1, 2021
New webpage for the convex group!
I spent the last week 😫 migrating the group webpage to one ☝️ based on the free open source website builder Wowchemy. I hope you like it!
Aug 8, 2021
Rui Zhou has graduated!
Rui Zhou has obtained his PhD degree with his thesis “Optimization in Time Series Modeling and Portfolio Design.” He is now with the Shenzhen Research Institute of Big Data.
Jun 28, 2021
Talk by Vini on "Learning Graphs in Financial Markets"
“Learning Graphs in Financial Markets” presented by PhD student Jose Vinicius de M. Cardoso. Talk (virtually) delivered at the Hong Kong Machine Learning Meetup, Hong Kong, Jan. 2021. https://www.meetup.com/Hong-Kong-Mach... Related papers: José Vinícius de M.
Jan 27, 2021
Our paper has received the 2020 Young Author Best Paper Award by the IEEE Signal Processing Society!!
🏆 Ying Sun, Prabhu Babu, and Daniel P. Palomar, “Majorization-Minimization Algorithms in Signal Processing, Communications, and Machine Learning,” IEEE Trans. on Signal Processing, vol. 65, no. 3, pp. 794-816, Feb. 2017.
Dec 12, 2020