个人简历

赵子平于2014年在华中科技大学电子信息工程系和启明学院获得了电子信息工程学士学位（荣誉），于2019年在香港科技大学获得电子与计算机工程博士学位。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。2019年12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。

研究领域

""最优化，机器学习，信号处理，及其在大数据分析，人工智能中的应用""""

近期论文

“Robust MLE of Reduced Rank Regression Model With Simultaneous Factor and Feature Learning”Ziping Zhao and Daniel P. Palomar, 2019.\r
\r
“Sparse Reduced Rank Regression via Nonconvex Optimization”Ziping Zhao and Daniel P. Palomar, 2019.\r
\r
“Sparse Reduced-Rank Regression With Adaptive Selection of Groups of Predictors”Quan Wei, Yujia Zhang, and Ziping Zhao in Proc. of the 55th Annual Asilomar Conference on Signals, Systems, and Computers (ACSSC/Asilomar), Pacific Grove, CA, USA, Oct. 31st - Nov. 3rd, 2021.\r
\r
“Globally Convergent Algorithms For Learning Multivariate Generalized Gaussian Distributions”Bin Wang, Huanyu Zhang, Ziping Zhao, and Ying Sun in Proc. of the 21st IEEE Statistical Signal Processing Workshop (SSP), Rio de Janeiro, Brazil, July 11-14, 2021.\r
\r
“Online Robust Reduced-Rank Regression” [video] (Best Student Paper Award Finalist) Fin Yang and Ziping Zhao in Proc. of the 11th IEEE Sensor Array and Multichannel Signal Processing Workshop (SAM), Hangzhou, China, June 8-11, 2020.\r
\r
“FUSIONNDVI: A Novel Fusion Method for NDVI in Remote Sensing”Mengliang Zhang, Ziping Zhao, Yuerong Chen, Zhongyuan Wang, and Xin Tian in Proc. of the 45th IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), Barcelona, Spain, May 4-8, 2020.\r
\r
“Perturbed Projected Gradient Descent Converges To Approximate Second-Order Points For Bound Constrained Nonconvex Problems”Ziping Zhao*, Songtao Lu*, Kejun Huang, and Mingyi Hong (* = eq. contr.) in Proc. of the 44th IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), Brighton, UK, May 12-17, 2019.\r
\r
“Distributed Optimization for Generalized Phase Retrieval over Networks”Ziping Zhao, Songtao Lu, Mingyi Hong, and Daniel P. Palomar in Proc. of the 52nd Asilomar Conference on Signals, Systems, and Computers (ACSSC/Asilomar), Pacific Grove, CA, USA, Oct. 28-31, 2018.\r
\r
“Sparse Reduced Rank Regression with Nonconvex Regularization”Ziping Zhao and Daniel P. Palomar in Proc. of the 20th IEEE Statistical Signal Processing Workshop (SSP), Freiburg, Germany, June 10-13, 2018.\r
\r
“Robust Maximum Likelihood Estimation of Sparse Vector Error Correction Model”Ziping Zhao and Daniel P. Palomar in Proc. of the 5th IEEE Global Conference on Signal and Information Processing (GlobalSIP), Montreal, QC, Canada, Nov. 14-16, 2017.\r
\r
“Portfolio Optimization”Ziping Zhao, Rui Zhou, Daniel P. Palomar, and Yiyong Feng, 2019.\r
\r
“Multi-Period Portfolio Optimization for Index Tracking in Finance”Xiuyuan Huang, Zepeng Zhang, and Ziping Zhao in Proc. of the 55th Annual Asilomar Conference on Signals, Systems, and Computers (ACSSC/Asilomar), Pacific Grove, CA, USA, Oct. 31st - Nov. 3rd, 2021.\r
\r
“Vast Portfolio Selection With Submodular Norm Regularization”Zepeng Zhang and Ziping Zhao in Proc. of the 29th European Signal Processing Conference (EUSIPCO), Dublin, Ireland, Aug. 23-27, 2021.\r
\r
“Scalable Financial Index Tracking With Graph Neural Networks”Zepeng Zhang and Ziping Zhao in Proc. of the 21st IEEE Statistical Signal Processing Workshop (SSP), Rio de Janeiro, Brazil, July 11-14, 2021.\r
\r
“A Deep Learning-Aided Approach to Portfolio Design for Financial Index Tracking”Zepeng Zhang and Ziping Zhao in Proc. of the 54th Annual Asilomar Conference on Signals, Systems, and Computers (ACSSC/Asilomar), Pacific Grove, CA, USA, Nov. 1-4, 2020.\r
\r
“Large-Scale Regularized Portfolio Selection via Convex Optimization”Ziping Zhao and Daniel P. Palomar in Proc. of the 7th IEEE Global Conference on Signal and Information Processing (GlobalSIP), Ottawa, ON, Canada, Nov. 11-14, 2019. (invited)\r
\r
“Optimal Portfolio Design for Statistical Arbitrage in Finance”Ziping Zhao, Rui Zhou, Zhongju Wang, and Daniel P. Palomar in Proc. of the 20th IEEE Statistical Signal Processing Workshop (SSP), Freiburg, Germany, June 10-13, 2018.\r
\r
“Optimal Mean-Reverting Portfolio With Leverage Constraint for Statistical Arbitrage in Finance”Ziping Zhao, Rui Zhou, and Daniel P. Palomar IEEE Transactions on Signal Processing (TSP), vol. 67, no. 7, pp. 1681-1695, April 2019.\r
\r
“Mean-Reverting Portfolio with Budget Constraint”Ziping Zhao and Daniel P. Palomar IEEE Transactions on Signal Processing (TSP), vol. 66, no. 9, pp. 2342-2357, May 2018.\r
\r
“Mean-Reverting Portfolio Design via Majorization-Minimization Method”Ziping Zhao and Daniel P. Palomar in Proc. of the 50th Asilomar Conference on Signals, Systems, and Computers (ACSSC/Asilomar), Pacific Grove, CA, USA, Nov. 6-9, 2016.