Publications

Machine Learning and Optimization

• “Robust MLE of Reduced Rank Regression Model With Simultaneous Factor and Feature Learning”
  Ziping Zhao and Daniel P. Palomar, 2019.
  

• “Sparse Reduced Rank Regression via Nonconvex Optimization”
  Ziping Zhao and Daniel P. Palomar, 2019.
  

• Large Covariance Matrix Estimation With Oracle Statistical Rate
  Quan Wei and Ziping Zhao
  in Proc. of 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
  in the Eighth International Workshop on Deep Learning on Graphs (DLG-KDD’22), 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
  in Proc. of the 55th Annual Asilomar Conference on Signals, Systems, and Computers (ACSSC/Asilomar), Pacific Grove, CA, USA, Oct. 31st - Nov. 3rd, 2021.
  

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

• “Online Robust Reduced-Rank Regression” (Best Student Paper Award Finalist)
  Fin Yang and Ziping Zhao
  in Proc. of 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
  in Proc. of the 45th IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), Barcelona, Spain, May 4-8, 2020.
  

• “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.)
  in Proc. of the 44th IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), Brighton, UK, May 12-17, 2019.
  

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

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

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

Computational Finance and Optimization

• “Portfolio Optimization”
  Ziping Zhao, Rui Zhou, Daniel P. Palomar, and Yiyong Feng, 2019.
  

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

• “Vast Portfolio Selection With Submodular Norm Regularization”
  Zepeng Zhang and Ziping Zhao
  in Proc. of 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
  in Proc. of 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
  in Proc. of the 54th Annual Asilomar Conference on Signals, Systems, and Computers (ACSSC/Asilomar), Pacific Grove, CA, USA, Nov. 1-4, 2020.
  

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

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

• “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.
  

• “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.
  

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

Signal Processing and Optimization

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

• “Waveform Design for Mutual Information Maximization via Minorization-Maximization”
  Huanyu Zhang, Linlong Wu, and Ziping Zhao
  in Proc. of the 55th Annual Asilomar Conference on Signals, Systems, and Computers (ACSSC/Asilomar), 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
  in Proc. of 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
  in Proc. of the 29th European Signal Processing Conference (EUSIPCO), Dublin, Ireland, Aug. 23-27, 2021.
  

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

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

• “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
  in Proc. of the 19th IEEE International Workshop on Signal Processing Advances in Wireless Communications (SPAWC), Kalamata, Greece, June 25-28, 2018.
  

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

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.