News

Past News

  • Nov. 6, 2019: Invited talk at Apple Inc.: “A Unified Framework for Structured Graph Learning via Spectral Constraints,” Silicon Valley, California, USA

  • Sep. 4, 2019: graph paper ‚ÄúStructured Graph Learning Via Laplacian Spectral Constraints‚Ä̬†accepted in NeurIPS¬†[2-min video] [slides] [arxiv] [R package].‚Äč

  • Sept. 2, 2019: Tutorial¬†‚ÄúPortfolio Optimization in Financial Markets,‚Ä̬†European Signal Processing Conference (EUSIPCO), A Coru√Īa, Spain.

  • May 17, 2019: Talk in ¬†R/Finance 2019 on the package¬†riskParityPortfolio.
  • May 8, 2019: R package for graph learning via spectral constraints published in CRAN:¬†spectralGraphTopology¬†(GitHub).
  • Dec. 25, 2018: R package for the design of risk parity portfolios¬†published in CRAN:¬†riskParityPortfolio (GitHub‚Äč). 600 downloads in 3 days!!
  • Dec. 21, 2018:¬†Invited Talk ‚ÄúImputation of Time Series with Missing Values under Heavy-Tailed AR Model via Stochastic EM,‚ÄĚ International Workshop on Mathematicl Issues on Information Sciences (MIIS), The Chinese University of Hong Kong, Shenzhen, China.
  • Nov. 28, 2018:¬†Invited Talk ‚ÄúImputation of Time Series with Missing Values under Heavy-Tailed AR Model via Stochastic EM,‚ÄĚ Big Data Challenges for Predictive Modeling of Complex Systems, Institute of Mathematical Research, University of Hong Kong, Hong Kong.
  • Fall 2018 semester: teaching the new course¬†MAFS6010R ‚Äď Portfolio Optimization with R‚Äč as part of the MSc in Financial Mathematics in the Math department at HKUST.
  • June 14, 2018, Invited Talk ‚ÄúFinancial Engineering Playground: Signal Processing, Robust Estimation, Kalman, HMM, Optimization, et Cetera,‚ÄĚ Aalto University, Finland.
  • June 11, 2018, Plenary Talk ‚ÄúFinancial Engineering Playground: Signal Processing, Robust Estimation, Kalman, HMM, Optimization, et Cetera,‚ÄĚ IEEE Statistical Signal Processing Workshop (SSP), Freiburg, Germany.
  • 2018¬†Monograph¬†on Financial Engineering:

‚ÄčKonstantinos Benidis, ‚ÄčYiyong Feng, and Daniel P. Palomar,¬†Optimization Methods for Financial Index Tracking: From Theory to Practice,¬†Foundations and Trends¬ģ in Optimization, Now Publishers, 2018.

  • Dec. 20, 2017: R package for computation of sparse eigenvectors published in CRAN:¬†sparseEigen¬†(GitHub).
  • Dec. 11, 2017: Plenary Talk ‚ÄúA Signal Processing and Optimization Perspective on Financial Engineering,‚ÄĚ IEEE Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP), Cura√ßao, Dutch Antilles.
  • Nov. 13-15, 2017: Invited Speaker at the db Global Quant Conference, Deutsche Bank, Hong Kong.
  • 2016¬†Monograph¬†on Financial Engineering:

‚ÄčYiyong Feng and Daniel P. Palomar,¬†¬†A Signal Processing Perspective on¬†Financial Engineering,¬†Foundations and Trends¬ģ in Signal Processing, Now Publishers, vol. 9, no. 1-2, 2016. [pdf]

  • 2015-16 Research Excellence Award at HKUST.
  • 2015¬†Young Author Best Paper Award (co-author) by the IEEE Signal Processing Society.
  • Oct. 2015: Guest Editor on the¬†Special Issue on Financial Signal Processing and Machine Learning for Electronic Trading in ¬†IEEE Journal of Selected Topics in Signal Processing.
  • Aug. 2015: Invited Talk at ICIAM 2015, Beijing, China.
  • June-July 2015: Organizing Committee for SPAWC 2015,Stockholm, Sweden.
  • April 2015: Organizing Committee for ICASSP 2015,¬†Brisbane, Australia.
  • June 2014: Promoted to Full Professor.
  • Jan. 2013: Became Fellow of the¬†Institute for Advanced Study (IAS)¬†at HKUST.
  • Nov. 2012: Elected IEEE Fellow for ‚Äúcontributions to convex optimization-based signal processing for communications‚ÄĚ.
  • July 18-24, 2012: Invited Speaker at the Workshop on Advances in Wireless Communications (WAWC'12), Univ. of Electronic Science and Technology of China (UESTC), Chengdu, China. (Organized by Geoffrey Li and Shaoqian Li.)
  • July 13-17, 2012: Invited Speaker at the Workshop on Advances in Wireless Communications (WAWC'12), Southeast Univ., Nanjing, China. (Organized by Zhi Ding and Xiaohu You.)
  • July 7-13, 2012: Invited Speaker at the¬†International Workshop on Mathematical Issues in Information Sciences¬†(MIIS'12), Xi’an, China. (Organized by Tom Luo and Hong Wei Liu.)
  • Jan. 2012: The research center¬†CTTC-HK¬†becomes operative in Hong Kong.
  • Aug-Sept. 2011:¬†Organizing¬†committee of EUSIPCO 2011, Barcelona, Spain.
  • March 2011: Invited Instructor at the 2011 Winter School of Information Theory, Barcelona, Spain.
  • Aug. 2010: Consultant of research center¬†CTTC-HK¬†in Hong Kong.
  • Dec. 2010: Invited Speaker at the 2010 Workshop on Applications of Optimization in Science and Engineering, Institute for Pure and Applied Mathematics (IPAM), UCLA campus, LA, USA.
  • Aug 2010: Presented tutorial ‚ÄúConvex Optimization, Game Theory, and Variational Inequality Theory in Multiuser Communication Systems‚ÄĚ in EUSIPCO 2010, Aalborg, Denmark.
  • July 2010: Promoted to Associate Professor.
  • Jan. 2010: Chair of the IEEE Hong Kong Information Theory Society.
  • May 2010: Guest editor of a special issue in the IEEE Signal Processing Magazine on ‚ÄúConvex Optimization for Signal Processing.‚ÄĚ
  • March 2010: Invited Speaker at the 2010 Workshop on Distributed Decision-Making and Control, LCCC, Lunds University, Sweden.
  • Dec. 2009: Publication of the edited the book ‚ÄúConvex Optimization in Signal Processing and Communications‚ÄĚ by Cambridge University Press together with Yonina Eldar.
  • Dec. 2009: General Co-Chair of the¬†2009 IEEE Workshop on Computational Advances in Multi-Sensor Adaptive Processing¬†(CAMSAP) in Aruba.
  • June 2009: Organizing Committee of¬†SPAWC 2009, Perugia, Italy.
  • Feb. 2009: Key Note Speaker at the Australian Communication Theory Workshop (AusCTW2009), University of New South Wales, Sydney, Australia.
  • Feb. 2009: Taught an intensive one-day seminar on ‚ÄúConvex Optimization with Applications to Communications‚ÄĚ at the University of New South Wales, Sydney, Australia.
  • Highly cited paper (ISI Web of Knowledge) status for my 2003 IEEE Trans. SP paper (coauthored by Lagunas and Cioffi) on majorization theory and convex optimization applied to MIMO transceiver design.
  • Dec. 2008: Taught an intensive 18-hour course on ‚ÄúConvex Optimization for Wireless Communications and Signal Processing‚ÄĚ at the National Chiao Tung Univ., Hsinchu, Taiwan. (Co-taught with Ken Ma.)
  • July 2008: Plenary Speaker at the 2008 IEEE Workshop on Signal Proc. Advances in Wireless Comm. (SPAWC), Recife, Brazil.
  • April 2008: Invited Speaker at the ‚ÄúPanel for Convex Optimization and Applications,‚ÄĚ ICASSP 2008, Las Vegas, USA.
  • Dec. 2007: Invited Speaker at the 2007 Workshop on Optimization and Signal Processing (WOSP), Hong Kong.