Publications

• Two-way Sparse Reduced-Rank Regression via Scaled Gradient Descent with Hard Thresholding
  Cheng Cheng and Ziping Zhao
  The 13th IEEE Sensor Array and Multichannel Signal Processing Workshop (SAM), Corvallis, OR, USA, July 8-11, 2024.
  

• Distributed Sparse Covariance Matrix Estimation
  Wenfu Xia, Ziping Zhao, and Ying Sun
  The 13th IEEE Sensor Array and Multichannel Signal Processing Workshop (SAM), Corvallis, OR, USA, July 8-11, 2024.
  

• High-Dimensional Constrained Huber Regression
  Quan Wei and Ziping Zhao
  The 13th IEEE Sensor Array and Multichannel Signal Processing Workshop (SAM), Corvallis, OR, USA, July 8-11, 2024.
  

• Guaranteed Robust Large Precision Matrix Estimation Under t-distribution
  Fengpei Li and Ziping Zhao
  The IEEE International Symposium on Information Theory (ISIT), Athens, Greece, July 7-12, 2024.
  

• Efficient Nonconvex Optimization for Two-way Sparse Reduced-Rank Regression
  Cheng Cheng and Ziping Zhao
  The IEEE International Symposium on Information Theory (ISIT), Athens, Greece, July 7-12, 2024.
  

• Accelerating Quadratic Transform and WMMSE
  Kaiming Shen, Ziping Zhao, Yannan Chen, Zepeng Zhang, and Hei Victor Cheng
  The IEEE International Symposium on Information Theory (ISIT), Athens, Greece, July 7-12, 2024.
  

• On Stability of GCNN Under Graph Perturbations
  Jun Zhang and Ziping Zhao
  The Graph Signal Processing Workshop (GSP), Delft, Netherlands, June 24-26, 2024.
  

• Graph Neural Networks With Adaptive Structure
  Zepeng Zhang, Songtao Lu, Zengfeng Huang, and Ziping Zhao
  The Graph Signal Processing Workshop (GSP), Delft, Netherlands, June 24-26, 2024.
  

• Large Covariance Matrix Estimation Based on Factor Models via Nonconvex Optimization
  Shanshan Zou and Ziping Zhao
  The 49th IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), Seoul, Korea, April 14-19, 2024.
  

• Accelerating Gradient Descent for Over-parameterized Asymmetric Low-rank Matrix Sensing via Preconditioning
  Cheng Cheng and Ziping Zhao
  The 49th IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), Seoul, Korea, April 14-19, 2024.
  

• Joint Blind Deconvolution and Demixing of Sparse Signals via Factorization and Nonconvex Optimization
  Mengting Chen and Ziping Zhao
  The 49th IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), Seoul, Korea, April 14-19, 2024.
  

• Large Covariance Matrix Estimation With Oracle Statistical Rate via Majorization-Minimization
  Quan Wei and Ziping Zhao
  IEEE Transactions on Signal Processing (TSP), vol. 71, pp. 3328-3342, September 2023.
  

• Efficient Sparse Reduced-Rank Regression With Covariance Estimation
  Fengpei Li and Ziping Zhao
  The 22nd IEEE Statistical Signal Processing Workshop (SSP), Hanoi, Vietnam, July 2-5, 2023.
  

• C-ISTA: Iterative Shrinkage-Thresholding Algorithm for Sparse Covariance Matrix Estimation
  Wenfu Xia, Ziping Zhao, and Ying Sun
  The 22nd IEEE Statistical Signal Processing Workshop (SSP), Hanoi, Vietnam, July 2-5, 2023.
  

• A Novel Algorithm for GARCH Model Estimation
  Chenyu Gao, Ziping Zhao, and Daniel P. Palomar
  The 22nd IEEE Statistical Signal Processing Workshop (SSP), Hanoi, Vietnam, July 2-5, 2023.
  

• Large Covariance Matrix Estimation With Oracle Statistical Rate (Best Student Paper Award)
  Quan Wei and Ziping Zhao
  The 48th IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), Rhodes Island, Greece, June 4-10, 2023.
  

• Enhancing the Efficiency of WMMSE and FP for Beamforming by Minorization-Maximization
  Zepeng Zhang, Ziping Zhao, and Kaiming Shen
  The 48th IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), Rhodes Island, Greece, June 4-10, 2023.
  

• “Designing Graph Neural Networks via Algorithm Unrolling”
  Zepeng Zhang and Ziping Zhao
  The 8th International Workshop on Deep Learning on Graphs: Methods and Applications (DLG), Washington DC Convention Center, USA, August 14-18, 2022.
  

• “Sparse Reduced-Rank Regression With Adaptive Selection of Groups of Predictors”
  Quan Wei, Yujia Zhang, and Ziping Zhao
  The 55th Annual Asilomar Conference on Signals, Systems, and Computers (ACSSC), Pacific Grove, CA, USA, Oct. 31st - Nov. 3rd, 2021.
  

• “Multi-Period Portfolio Optimization for Index Tracking in Finance”
  Xiuyuan Huang, Zepeng Zhang, and Ziping Zhao
  The 55th Annual Asilomar Conference on Signals, Systems, and Computers (ACSSC), Pacific Grove, CA, USA, Oct. 31st - Nov. 3rd, 2021.
  

• “Waveform Design for Mutual Information Maximization via Minorization-Maximization”
  Huanyu Zhang, Linlong Wu, and Ziping Zhao
  The 55th Annual Asilomar Conference on Signals, Systems, and Computers (ACSSC), Pacific Grove, CA, USA, Oct. 31st - Nov. 3rd, 2021.
  

• “Weighted Sum-Rate Maximization for Multi-Hop RIS-Aided Multi-User Communications: A Minorization-Maximization Approach” (Best Student Paper Award Finalist)
  Zepeng Zhang and Ziping Zhao
  The 22nd IEEE International Workshop on Signal Processing Advances in Wireless Communications (SPAWC), Lucca, Italy, Sep. 27‐30, 2021.
  

• “Joint Design of Transmit Waveforms and Reveive Filters for MIMO Radar via Manifold Optimization”
  Huanyu Zhang and Ziping Zhao
  The 29th European Signal Processing Conference (EUSIPCO), Dublin, Ireland, Aug. 23-27, 2021.
  

• “Vast Portfolio Selection With Submodular Norm Regularization”
  Zepeng Zhang and Ziping Zhao
  The 29th European Signal Processing Conference (EUSIPCO), Dublin, Ireland, Aug. 23-27, 2021.
  

• “Scalable Financial Index Tracking With Graph Neural Networks”
  Zepeng Zhang and Ziping Zhao
  The 21st IEEE Statistical Signal Processing Workshop (SSP), Rio de Janeiro, Brazil, July 11-14, 2021.
  

• “Globally Convergent Algorithms For Learning Multivariate Generalized Gaussian Distributions”
  Bin Wang, Huanyu Zhang, Ziping Zhao, and Ying Sun
  The 21st IEEE Statistical Signal Processing Workshop (SSP), Rio de Janeiro, Brazil, July 11-14, 2021.
  

• “A Deep Learning-Aided Approach to Portfolio Design for Financial Index Tracking”
  Zepeng Zhang and Ziping Zhao
  The 54th Annual Asilomar Conference on Signals, Systems, and Computers (ACSSC), Pacific Grove, CA, USA, Nov. 1-4, 2020.
  

• “Online Robust Reduced-Rank Regression” (Best Student Paper Award Finalist)
  Fin Yang and Ziping Zhao
  The 11th IEEE Sensor Array and Multichannel Signal Processing Workshop (SAM), Hangzhou, China, June 8-11, 2020.
  

• “Joint Transmit Waveforms and Receive Filters Design for Large-Scale MIMO Beampattern Synthesis”
  Ziping Zhao
  The 11th IEEE Sensor Array and Multichannel Signal Processing Workshop (SAM), Hangzhou, China, June 8-11, 2020.
  

• “FUSIONNDVI: A Novel Fusion Method for NDVI in Remote Sensing”
  Mengliang Zhang, Ziping Zhao, Yuerong Chen, Zhongyuan Wang, and Xin Tian
  The 45th IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), Barcelona, Spain, May 4-8, 2020.
  

• “Large-Scale Regularized Portfolio Selection via Convex Optimization" (Invited Paper)
  Ziping Zhao and Daniel P. Palomar
  The 7th IEEE Global Conference on Signal and Information Processing (GlobalSIP), Ottawa, ON, Canada, Nov. 11-14, 2019.
  

• “Perturbed Projected Gradient Descent Converges To Approximate Second-Order Points For Bound Constrained Nonconvex Problems”
  Ziping Zhao*, Songtao Lu*, Kejun Huang, and Mingyi Hong (* = eq. contr.)
  The 44th IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), Brighton, UK, May 12-17, 2019.
  

• “Unified Framework For Minimax MIMO Transmit Beampattern Matching Under Waveform Constraints”
  Ziping Zhao*, Rui Zhou*, and Daniel P. Palomar (* = eq. contr.)
  The 44th IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), Brighton, UK, May 12-17, 2019.
  

• “Optimal Mean-Reverting Portfolio With Leverage Constraint for Statistical Arbitrage in Finance”
  Ziping Zhao, Rui Zhou, and Daniel P. Palomar
  IEEE Transactions on Signal Processing (TSP), vol. 67, no. 7, pp. 1681-1695, April 2019.
  

• “Distributed Optimization for Generalized Phase Retrieval over Networks”
  Ziping Zhao, Songtao Lu, Mingyi Hong, and Daniel P. Palomar
  The 52nd Asilomar Conference on Signals, Systems, and Computers (ACSSC), Pacific Grove, CA, USA, Oct. 28-31, 2018.
  

• “Limited Feedback Double Directional Massive MIMO Channel Estimation: From Low-Rank Modeling to Deep Learning” (Invited Paper)
  Haoran Sun, Ziping Zhao, Xiao Fu, and Mingyi Hong
  The 19th IEEE International Workshop on Signal Processing Advances in Wireless Communications (SPAWC), Kalamata, Greece, June 25-28, 2018.
  

• “Optimal Portfolio Design for Statistical Arbitrage in Finance”
  Ziping Zhao, Rui Zhou, Zhongju Wang, and Daniel P. Palomar
  The 20th IEEE Statistical Signal Processing Workshop (SSP), Freiburg, Germany, June 10-13, 2018.
  

• “Sparse Reduced Rank Regression with Nonconvex Regularization”
  Ziping Zhao and Daniel P. Palomar
  The 20th IEEE Statistical Signal Processing Workshop (SSP), Freiburg, Germany, June 10-13, 2018.
  

• “Mean-Reverting Portfolio with Budget Constraint”
  Ziping Zhao and Daniel P. Palomar
  IEEE Transactions on Signal Processing (TSP), vol. 66, no. 9, pp. 2342-2357, May 2018.
  

• “MIMO Transmit Beampattern Matching under Waveform Constraints”
  Ziping Zhao and Daniel P. Palomar
  The 43rd IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), Calgary, AB, Canada, April 15-20, 2018.
  

• “Robust Maximum Likelihood Estimation of Sparse Vector Error Correction Model”
  Ziping Zhao and Daniel P. Palomar
  The 5th IEEE Global Conference on Signal and Information Processing (GlobalSIP), Montreal, QC, Canada, Nov. 14-16, 2017.
  

• “Mean-Reverting Portfolio Design via Majorization-Minimization Method”
  Ziping Zhao and Daniel P. Palomar
  The 50th Asilomar Conference on Signals, Systems, and Computers (ACSSC), Pacific Grove, CA, USA, Nov. 6-9, 2016.
  

Technical Reports

• Ziping Zhao, “Pairs Trading,” June 2015.

Ph.D. Thesis

• Ziping Zhao, “Signal Processing and Machine Learning for Statistical Arbitrage in Finance: Models, Algorithms, and Analysis,” Ph.D. dissertation, the Hong Kong University of Science and Technology (HKUST), Hong Kong, Aug. 2019.