About Me

Education

• September, 2014 ~ August, 2019
  Hong Kong University of Science and Technology (HKUST)
  Department of Electronic and Computer Engineering
  Convex Optimization Group in DSAI Direction by Daniel P. Palomar, Professor of Optimization
  Degree: Doctor of Philosophy (Ph.D.)
  Thesis: Signal Processing and Machine Learning for Statistical Arbitrage in Finance: Models, Algorithms, and Analysis
  

• September, 2010 ~ June, 2014
  Huazhong University of Science and Technology (HUST)
  Qiming Honors College & Department of Electronic and Information Engineering
  Degree: Bachelor of Engineering (B.Eng.) (graduated with the highest honor)
  Thesis: Efficient Multi-View Video Coding and Depth Generation in Interactive 3D Video
  

Research Projects

• “Study on Financial Statistical Arbitrage Strategies Based on Signal Processing Techniques” (NFSC Youth Program) | Grant No.: 62001295 | PI: Ziping Zhao

• “Data-Driven Large-Scale Portfolio Design” (Shanghai Sailing Program) | Grant No.: 20YF1430800 | PI: Ziping Zhao

• “Optimization, Learning, and Inference in Big Data Analytics” (ShanghaiTech Start-up Research Fund) | PI: Ziping Zhao

Professional Activities and Service

• Technical Reviewer for Journals

  • Journal of Machine Learning Research (JMLR)

  • IEEE Journal of Selected Topics in Signal Processing (JSTSP)

  • IEEE Transactions on Signal Processing (TSP)

  • IEEE Transactions on Image Processing (TIP)

  • IFAC Automatica

  • IMA Journal of Management Mathematics (MAN)

• Technical Reviewer for Conferences

  • NeurIPS, ICML, ICLR, AISTATS, UAI

  • IEEE ICASSP, IEEE GlobalSIP, IEEE ICIP

  • IEEE SSP, IEEE SAM/CAMSAP, IEEE SPAWC

  • Asilomar/ACSSC, EURASIP EUSIPCO, APSIPA ASC