Daniel P. Palomar

Daniel P. Palomar

Professor of Optimization

The Hong Kong University of Science and Technology

Daniel P. Palomar is a Professor in the Department of Electronic and Computer Engineering and Department of Industrial Engineering & Decision Analytics at the Hong Kong University of Science and Technology (HKUST), which he joined in 2006. He received the Ph.D. degree from the Technical University of Catalonia (UPC), Barcelona, Spain, in 2003, and was a Fulbright Scholar at Princeton University during 2004–2006. He has held visiting research appointments at King’s College London, UK; Stanford University, CA; Technical University of Catalonia, Barcelona; Telecommunications Technological Center of Catalonia (CTTC), Barcelona; Royal Institute of Technology (KTH), Stockholm, Sweden; University of Rome “La Sapienza”, Italy; and Princeton University, NJ.

Prof. Palomar is a EURASIP Fellow (2024) and IEEE Fellow (2012), and has received the 2004, 2015, and 2020 Young Author Best Paper Awards from the IEEE Signal Processing Society.

He is author of the book Portfolio Optimization: Theory and Application (Cambridge University Press, 2025), editor of the book Convex Optimization in Signal Processing and Communications (Cambridge University Press, 2009), and was Lead Guest Editor of the IEEE JSTSP 2016 Special Issue on “Financial Signal Processing and Machine Learning for Electronic Trading” and the IEEE SPM 2010 Special Issue on “Convex Optimization for Signal Processing.” He has served as Associate Editor for the IEEE Transactions on Information Theory and the IEEE Transactions on Signal Processing.


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Interests
  • Deep Learning for High-Frequency Data
  • Optimization Theory and Algorithms
  • Portfolio Optimization
  • Financial Data Analytics and Modeling
  • Financial Graphs
Education
  • Fulbright Scholar, 2004-2006

    Princeton University (NJ, USA)

  • PhD in Electrical Engineering, 2003

    Technical University of Catalonia (Barcelona, Spain)

  • PhD Exchange in Electrical Engineering, 2001

    Stanford University (CA, USA)

  • FYP in Electrical Engineering, 1998

    King's College London (UK)

  • BSc in Electrical Engineering, 1998

    Technical University of Catalonia (Barcelona, Spain)