Daniel P. Palomar
Daniel P. Palomar
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R package highOrderPortfolios published in CRAN
R package highOrderPortfolios for design of High-Order Portfolios published in CRAN.
Oct 20, 2022
Software
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
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
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
Yifan joins our research group
Yifan YU has joined our group to pursue her PhD.
Sep 2, 2022
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 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
Software
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
Papers
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
Papers
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