Publications

Books and Monographs


Portfolio Optimization
Portfolio Optimization: Theory and Application
Daniel P. Palomar
Cambridge University Press, 2024
📔 portfoliooptimizationbook.com

Index Tracking
Optimization Methods for Financial Index Tracking: From Theory to Practice
Konstantinos Benidis, Yiyong Feng, and Daniel P. Palomar
Foundations and Trends® in Optimization, Now Publishers, 2018
📄 pdf    📔 doi:10.1561/2400000021

Signal Processing Perspective on Financial Engineering
A Signal Processing Perspective on Financial Engineering
Yiyong Feng and Daniel P. Palomar
Foundations and Trends® in Signal Processing, Now Publishers, 2016
📄 pdf    📔 doi:10.1561/2000000072

Convex Optimization in Signal Processing and Communications
Convex Optimization in Signal Processing and Communications
Daniel P. Palomar and Yonina C. Eldar, Eds.
Cambridge University Press, 2009
📔 cambridge.org

Signal Processing Perspective on Financial Engineering
MIMO Transceiver Design via Majorization Theory
Daniel P. Palomar and Yi Jiang
Foundations and Trends® in Communications and Information Theory, Now Publishers, 2007
📄 pdf    📔 nowpublishers.com    ❗ typos

Book Chapters


Journal Papers 1


2024
2023
2022
2021
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2019
2018
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2016
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2012
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2003
Pre-2003

PhD Dissertation



  1. The list includes papers published at the conferences NeurIPS, AAAI, and AISTATS with low acceptance rate around 15%-30%. ↩︎