Daniel P. Palomar
Daniel P. Palomar
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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
Videos
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
Papers
Paper accepted in NeurIPS!
Jiaxi Ying, José Vinícius de M. Cardoso, and Daniel P. Palomar, “Nonconvex Sparse Graph Learning under Laplacian Constrained Graphical Model,” Advances in Neural Information Processing Systems (NeurIPS), Dec. 2020. [2-min video] [slides] [poster] [R package]
Sep 26, 2020
Papers
R package imputeFin updated in CRAN
R package imputeFin for imputation of financial time series updated with outlier detection.
Jul 11, 2020
Software
Check out my new YouTube channel!
Check out my YouTube channel in the making. Subscribe to be notified of my upcoming posted talks.
May 13, 2020
Videos
Plenary Talk - "Learning graphs of stocks: From iid to time-varying models"
Plenary Talk by Prof. Daniel P Palomar on “Learning graphs of stocks: From iid to time-varying models,” Graph Signal Processing (GSP) Workshop, Madrid, Spain. Plenary Talk (virtually) delivered at the Graph Signal Processing (GSP) Workshop 2020, Madrid, Spain, May 2020.
May 1, 2020
Videos
R package imputeFin published in CRAN
R package imputeFin for imputation of financial time series with missing values published in CRAN.
Dec 12, 2019
Software
R package fitHeavyTail published in CRAN
R package fitHeavyTail for covariance matrix estimation under heavy tails published in CRAN.
Nov 22, 2019
Software
R package portfolioBacktest published in CRAN
R package portfolioBacktest for portfolio backtesting published in CRAN.
Jun 19, 2019
Software
R package sparseIndexTracking published in CRAN
R package sparseIndexTracking for computation of sparse portfolio to track an index published in CRAN.
May 17, 2018
Software
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