上海科技大学人力资源管理
ShanghaiTech University Human Resources
  赵子平 助理教授 研究员
所在学院信息科学与技术学院
研究方向数据分析,信号处理,金融工程,智能网络
联系方式zhaoziping@shanghaitech.edu.cn


 
 个人简介 

赵子平2019年在香港科技大学获得电子与计算机工程博士学位。在此之前,他于2014年在华中科技大学的电子信息与通信工程学院和启明学院获得了电子信息工程学士学位(荣誉)。他曾于美国明尼苏达大学双城分校和香港科技大学担任访问学者。201912月,他加入上海科技大学信息科学与技术学院担任助理教授、研究员、博导。


 主要研究内容 


  数据分析,信号处理,金融工程、智能网络

  

 代表性论文 


  • Ziping Zhao, Rui Zhou, Daniel P. Palomar, and Yiyong Feng, “Portfolio Optimization: Where Signal Processing Meets Financial Engineering”, IEEE Signal Processing Magazine (SPM), 2019.

  • Ziping Zhao and Daniel P. Palomar, “MIMO Transmit Beampattern Synthesis under Multiple Waveform Constraints: A Unified Approach”, IEEE Transactions on Signal Processing (TSP), 2019.

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

  • Ziping Zhao, Songtao Lu, Kejun Huang, and Mingyi Hong “Perturbed Projected Gradient Descent Converges To Approximate Second-Order Points For Bound Constrained Nonconvex Problems” in Proc. of the 44th IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), Brighton, UK, May 12-17, 2019.

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

  • Ziping Zhao, Rui Zhou, and Daniel P. Palomar “Optimal Mean-Reverting Portfolio With Leverage Constraint for Statistical Arbitrage in Finance” IEEE Transactions on Signal Processing (TSP), vol. 67, no. 7, pp. 1681-1695, April 2019.

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

  • Haoran Sun, Ziping Zhao, Xiao Fu, and Mingyi Hong “Limited Feedback Double Directional Massive MIMO Channel Estimation: From Low-Rank Modeling to Deep Learning” in Proc. of the 19th IEEE International Workshop on Signal Processing Advances in Wireless Communications (SPAWC), Kalamata, Greece, June 25-28, 2018. (invited)

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

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

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

  • Ziping Zhao and Daniel P. Palomar “Mean-Reverting Portfolio with Budget Constraint” IEEE Transactions on Signal Processing (TSP), vol. 66, no. 9, pp. 2342-2357, May 2018.

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

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