Hi there! I'm PhD student at HKUST, in sunny Hong Kong, working with Prof. Daniel Palomar on interesting problems involving graphs and financial time series. I was previously a scientific software engineer intern at NASA and NIST. I was also a Google Summer of Code student (2016), mentor (2018), and organization administrator (2019).
PhD student @HKUST 09/2019 -- current
Scientific software engineering intern @NASA 03/2017 -- 03/2018
Google summer of code student 05/2016 -- 08/2016
Undergraduate guest researcher @NIST 05/2015 -- 08/2015
I spend most of my time doing research and coding that thing dppalomar asked about.
- August 2020 - Our paper Learning Undirected Graphs in Financial Markets has been accepted to the 54th Asilomar Conference on Signals, Systems, and Computers!
- June 2020 - Our paper Does the ℓ1-norm Learn a Sparse Graph under Laplacian Constrained Graphical Models? has hit the arXiv!
- May 2020 - Our paper Learning Undirected Graphs in Financial Markets has hit the arXiv!
- April 2020 - riskparityportfolio 0.2.0 has been released on PYPI!
- January 2020 - I've given a talk on Risk Parity Portfolios at Credit Suisse as part of the Hong Kong Machine Learning meetup!
- December 2019 - GitHub told the story of my first repo!
- October 2019 - spectralGraphTopology 0.2.0 has been released on CRAN!
- October 2019 - riskParityPortfolio 0.2.1 has been released on CRAN!
- September 2019 - I've started my PhD in Computer Engineering at The Hong Kong University of Science and Technology, under the supervision of Prof Daniel Palomar.
- September 2019 - Our paper on "Structured Graph Learning via Spectral Constraints" has been accepted to NeurIPS 2019!
- August 2019 - riskParityPortfolio 0.2.0 has been released on CRAN!
- August 2019 - riskparity.py 0.1.0 has been released on PYPI!