Ziping Zhao, Assistant Professor

Ziping Zhao, Assistant Professor

Tel:  (021) 20685551
Email: zhaoziping@@shanghaitech.edu.cn
Office: Room 1C-503C, SIST Building
Major: IE
Website: https://zipingzhao.github.io/
Education: Ph.D., The Hong Kong University of Science and Technology, China

RESEARCH INTERESTS

  • Data Analytics, Signal Processing, Financial Engineering, Intelligent Networks.


BIOGRAPHY

Ziping Zhao received a B.Eng. degree with Honours in Electronic and Information Engineering (ranked 1st for 4 years in a row) from the School of Electronic Information and Communications and Qiming College, Huazhong University of Science and Technology (HUST), Wuhan, China in 2014. He got a Ph.D. degree (HK PhD Fellow) in Electronic and Computer Engineering from the Hong Kong University of Science and Technology (HKUST), Hong Kong in 2019. He held visiting positions in University of Minnesota, Twins City, MN, USA and the Hong Kong University of Science and Technology, Hong Kong. In December 2019, he joined the School of Information Science and Technology at ShanghaiTech University, where he is currently an Assistant Professor.


SELECTED PUBLICATIONS

  • 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.