Research Group

Principal Investigator

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Daniel P. Palomar

Professor of Optimization

Grad Students

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Irtaza Khan

MPhil student
2018 –

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Jiaxi Ying

PhD student
2018 –

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Runhao Shi

PhD student
2021 –

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Shengjie Xiu

PhD student
2020 –

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Vinicius Cardoso

PhD student
2019 –

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Xiwen Wang

PhD student
2019 –

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Ziyuan Dong

MPhil student
2020 –

Undergrad Students

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Pau Cartanya Caro

Visiting BSc student
2021 – 2022

Alumni Exchange UPC-HKUST

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Alejandro Martínez Sánchez

Visiting BSc student
2018 – 2019

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Genís Floriach Pigem

Visiting MSc student
2018 – 2019

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Guillermo Creus Botella

Visiting BSc student
2020 – 2021

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Josep M. Gallegos

Visiting BSc student
2018 – 2019

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Miguel Cidra Senra

Visiting BSc student
2019 – 2020

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Roger Romero Morral

Visiting BSc student
2019 – 2020

Alumni

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Antonio Pascual Iserte

Visiting Professor
2015

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Arnaud Breloy

Visiting PhD student
2015

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Benjamín Béjar

Visiting PhD student
2011

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Francisco Rubio

Postdoc
2011 – 2012

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Gesualdo Scutari

Postdoc
2007 – 2008

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Italo Atzeni

Visiting PhD student
2013

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Jasin Machkour

Visiting PhD student
2019 – 2020

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Javier Vía

Visiting Professor
2009 – 2010

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Jiaheng Wang

PhD
2006 – 2010

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Junxiao Song

PhD
2010 – 2015

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Junyan Liu

PhD
2015 – 2020

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Konstantinos Benidis

PhD
2013 – 2018

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Licheng Zhao

PhD
2014 – 2018

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Linlong Wu

PhD
2014 – 2018

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Luis García Ordoñez

Postdoc 2009 – 2010

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Maria Gregori

Visiting PhD student
2013 – 2014

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Mengyi Zhang

PhD
2009 – 2013

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Miquel Payaró

Postdoc
2007 – 2008

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Prabhu Babu

Postdoc
2013 – 2016

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Rena Chen

Research Assitant
2016

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Rui Zhou

PhD
2017 – 2021

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Sandeep Kumar

Postdoc
2017 – 2020

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Sun Ying

PhD
2011 – 2016

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Svante Bergman

Visiting PhD student
2008

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Tian Wang

MPhil
2008 – 2010

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Tianyu Qiu

PhD
2014 – 2018

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Xiaoting Wu

MPhil
2006 – 2008

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Yang Yang

PhD
2009 – 2013

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Yiyong Feng

PhD
2011 – 2015

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Yongwei Huang

Postdoc
2009 – 2011

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Zhongju Wang

PhD
2013 – 2017

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Ziping Zhao

PhD
2014 – 2019

Alumni

Alumni in the Financial Industry

Rena Chen Quantitative Strategies Summer Associate Bank of America Merrill Lynch, New York, USA
Yiyong Feng Research Analyst Three Stones Capital Limited, Hong Kong
Mengyi Zhang Quantitative Research Analyst Smart Alpha Capital Management, Shenzhen, China
Francisco Rubio Quantitative Analyst LIM Advisors Ltd., Hong Kong
Tian Wang Quantitative Analyst Trivest Advisors Ltd., Shanghai, China

Full List of Alumni

Current position Degree in our group Degree period
Rui Zhou Shenzhen Research Institute of Big Data PhD student 9/2017 – 8/2021
Irtaza Khan MPhil student 9/2018 – 8/2021
Guillermo Creus Botella Visiting BSc student 9/2020 – 2/2021
Sandeep Kumar Assistant Professor IIT Delhi, India Postdoc 4/2017 – 8/2020
Roger Romero Morral Visiting BSc student 9/2019 – 2/2020
Miguel Cidra Senra Visiting BSc student 9/2019 – 2/2020
Jasin Machkour Darmstadt University, Germany Visiting PhD student 9/2019 – 2/2020
Junyan LIU Theory Lab of Huawei, Hong Kong PhD student 9/2015 – 2/2020
Ziping ZHAO Shanghai Tech PhD student 9/2014 – 11/2019
Yiwei WANG MPhil student 9/2017 – 8/2019
Alejandro Martínez Sánchez Visiting BSc student 9/2018 – 4/2019
Genís Floriach Pigem Visiting MSc student 9/2018 – 2/2019
Josep M. Gallegos Visiting BSc student 9/2018 – 2/2019
Linlong WU Univ. of Luxembourg PhD student 9/2014 – 9/2018
Tianyu QIU PhD student 9/2014 – 8/2018
Licheng ZHAO JD, China PhD student 9/2014 – 5/2018
Konstantinos Benidis Amazon, Germany PhD student 9/2013 – 2/2018
Zhongju Wang NEC, Japan PhD student 9/2013 – 8/2017
Rena Chen Bank of America Merrill Lynch, USA Research Assistant 1/2016 – 8/2016
Ying Sun The Pennsylvania State University, USA PhD student 9/2011 – 8/2016
Prabhu Babu CARE, IIT Delhi, India Postdoc 2/2013 – 1/2016
Junxiao Song NetEase, Inc., China PhD student 9/2010 – 8/2015
Yiyong Feng Credit Suisse, HK PhD student 9/2011 – 8/2015
Arnaud Breloy CentraleSupelec, Paris, France Visiting PhD student 6/2015 – 7/2015
Maria Gregori Visiting PhD student 9/2013 – 2/2014
Italo Atzeni Huawei, Paris, France Visiting PhD student 9/2013 – 12/2013
Yang Yang Univ. of Luxembourg PhD student 9/2009 – 8/2013
Mengyi Zhang Smart Alpha Capital Management, China PhD student 9/2009 – 8/2013
Francisco Rubio Sentient Tech. Holdings Ltd., HK Postdoc 1/2011 – 2/2012
Hui Zhou Visiting PhD student 2/2011 – 8/2011
Yongwei Huang Guangzhou Univ. of Tech., China Research Associate 4/2011 – 7/2011
Benjamín Béjar Swiss Data Science Center, Switzerland Visiting PhD student 1/2011 – 7/2011
Frankie Chan Postdoc 4/2010 – 3/2011
Sudhir Singh Visiting PhD student 9/2010 – 12/2010
Francisco Rubio Visiting Researcher 8/2010 – 9/2010
Jiaheng Wang Southeast University, China PhD student 9/2006 – 7/2010
Luxmiram Vijayandran Visiting PhD student 2/2010 – 6/2010
Tian Wang Tencent, China MPhil student 9/2008 – 7/2010
Luis García Ordóñez Huawei, Paris, France Postdoc 10/2009 – 4/2010
Yongwei Huang Research Associate 8/2009 – 3/2010
Javier Vía Univ. of Cantabria, Spain Visiting Professor 9/2009 – 1/2010
Gesualdo Scutari Purdue University, USA Research Associate 2/2009 – 12/2009
Francisco Rubio Visiting Researcher 7/2009 – 9/2009
Francisco Rubio Visiting Researcher 7/2008 – 8/2008
Gesualdo Scutari Postdoc 5/2008 – 8/2008
Yongwei Huang Postdoc 2/2008 – 4/2009
Svante Bergman Ericsson, Sweden Visiting PhD student 2/2008 – 5/2008
Gesualdo Scutari Postdoc 9/2007 – 1/2008
Luis García Ordoñez Visiting PhD student 3/2007 – 9/2007
Miquel Payaró CTTC, Barcelona Postdoc 2/2007 – 12/2008
Jonathan Duplicy Visiting PhD student 11/2006 – 4/2007
Xiaoting Wu Astri, HK MPhil student 9/2006 – 12/2008




How to get to HKUST from airport:

  1. Easiest and most expensive way: take a (red) taxi to HKUST, Clear Water Bay, Kowloon (make sure you print the address in Chinese to avoid misunderstandings and end up in another university). Price should be around HKD350 (USD45).
  2. Cheaper way: take the Airport Express train to Kowloon Station where you can take a (red) taxi to HKUST. The train fare is HKD90 (USD12) and the taxi fare is around HKD180 (USD23).
  3. Even cheaper: take the Airport bus A22 all the way to Lam Tin Bus Terminal where you can take a (red) taxi to HKUST. The bus fare for A22 is HKD39 (USD5) and the taxi is around HKD80 (USD10).
  4. Cheapest way: Take a bus E22A from the Airport (HKD24) that goes to Po Lam (through Choi Hung and Hang Hau). Then take any taxi (~HKD40) or bus 91M (HKD4.9) to HKUST.

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