Daniel PEREZ PALOMAR (鋒西龍)
Daniel PEREZ PALOMAR (鋒西龍)
PhD, Technical University of Catalonia, 2003
Professor
Tel 2358 7060
Office Room 2398
Research Interests

Big data, financial econometrics, financial risk management, optimization, signal processing

Contact Info
Tel 2358 7060
Office Room 2398
Research Interests

Big data, financial econometrics, financial risk management, optimization, signal processing

Profile

Daniel P. Palomar received the Electrical Engineering and Ph.D. degrees from the Technical University of Catalonia (UPC), Barcelona, Spain, in 1998 and 2003, respectively, and was a Fulbright at Princeton University.

He is a Professor in the Department of Electronic and Computer Engineering, and a Professor in the Department of Industrial Engineering and Decision Analytics at the Hong Kong University of Science and Technology (HKUST), Hong Kong, which he joined in 2006. Since 2013 he is a Fellow of the Institute for Advance Study (IAS) at HKUST. He had previously held several research appointments, namely, at King's College London (KCL), London, UK; Stanford University, Stanford, CA; Telecommunications Technological Center of Catalonia (CTTC), Barcelona, Spain; Royal Institute of Technology (KTH), Stockholm, Sweden; University of Rome “La Sapienza”, Rome, Italy; and Princeton University, Princeton, NJ.

His current research interests include applications of convex optimization theory and signal processing to financial systems and big data analytics.

He has been a Guest Editor of the IEEE Journal of Selected Topics in Signal Processing 2016 Special Issue on “Financial Signal Processing and Machine Learning for Electronic Trading”, an Associate Editor of IEEE Transactions on Information Theory and of IEEE TRANSACTIONS ON SIGNAL PROCESSING, a Guest Editor of the IEEE SIGNAL PROCESSING MAGAZINE 2010 Special Issue on “Convex Optimization for Signal Processing,” the IEEE Journal on Selected Areas in Communications 2008 Special Issue on “Game Theory in Communication Systems,” and the IEEE Journal on Selected Areas in Communications 2007 Special Issue on “Optimization of MIMO Transceivers for Realistic Communication Networks.”

 

Honors and Awards
  • Tutorial Presenter at the 2019 European Signal Processing Conference (EUSIPCO), A Coruña, Spain.
  • Invited Tutorial Speaker at Eurocast 2019, Las Palmas de Gran Canaria, Spain.
  • Plenary Speaker at IEEE SSP 2018, Freiburg, Germany.
  • Plenary Speaker at IEEE CAMSAP 2017, Curaçao, Dutch Antilles, Dec. 11, 2017.
  • Invited Speaker at Global Quant Conference 2017, Deutsche Bank, Hong Kong, Nov. 15, 2017.
  • Tutorial Presenter at the 2017 IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), New Orleans, USA, March 5-9, 2017.
  • Tutorial Presenter at the 2016 IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), Shanghai, China, March 20-25, 2016.
  • 2016 Research Excellence Award by HKUST.
  • 2015 Young Author Best Paper Award (co-author) by the IEEE Signal Processing Society.
  • Fellow of the Institute for Advanced Study of HKUST since Jan 2013.
  • IEEE Fellow for “contributions to convex optimization-based signal processing for communications”, 2012.
  • Keynote Speech at the 2013 Workshop on Signal Proc. And Optimization for Wireless Communications: In Memory of Are Hjorungnes, NTNU, Trondheim, Norway. 
  • Seven Highly Cited Papers (ISI Web of Knowledge) in past 10 years.
  • Invited Speaker at the 2014 Workshop on Complex Systems Modeling and Estimation Challenges in Big Data (CSM-2014), ISM, Tokyo, Japan.
  • Invited Speaker at the 2012 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.)
  • Invited Speaker at the 2012 Workshop on Advances in Wireless Communications (WAWC'12), Southeast Univ., Nanjing, China. (Organized by Zhi Ding and Xiaohu You.)
  • Invited Speaker at the 2012 International Workshop on Mathematical Issues in Information Sciences (MIIS'12), Xi'an, China. (Organized by Tom Luo and Hong Wei Liu.)
  • Tutorial Presenter at the 2011 IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), Prague, Czech Republic.
  • Invited Instructor at the 2011 Winter School of Information Theory, Barcelona, Spain.
  • 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.
  • Invited Tutorial at the 2010 European Signal Processing Conference (EUSIPCO), Aalborg, Denmark.
  • Invited Speaker at the 2010 Workshop on Distributed Decision-Making and Control, LCCC, Lunds University, Sweden.
  • Keynote Speaker at the 2009 Australian Communication Theory Workshop (AusCTW2009), University of New South Wales, Sydney, Australia.
  • Plenary Speaker at the 2008 IEEE Workshop on Signal Proc. Advances in Wireless Comm. (SPAWC’08), Recife, Brazil.
  • Invited Speaker at the “Panel for Convex Optimization and Applications,” ICASSP 2008, Las Vegas, USA.
  • Invited Speaker at the 2007 Workshop on Optimization and Signal Processing (WOSP), Hong Kong.
  • Co-recipient of 2006 Best Student Paper Award at ICASSP’06, Toulouse, France.
  • 2004 Young Author Best Paper Award by the IEEE Signal Processing Society.
  • 2004 Prize for the best Doctoral Thesis in Advanced Mobile Communications by the Vodafone Foundation and COIT.
  • 3/2004 – 3/2006, Fulbright Scholarship at Princeton University, Princeton, NJ.
  • 2002/2003 Rosina Ribalta first prize for the best Doctoral Thesis project within areas of Information Technologies and Communications by the Epson Foundation.
  • 2002/2003 best Ph.D. prize within the area of Information Technologies and Communications by the Technical University of Catalonia (UPC).
Teaching Activities
  • MAFS6010R Portfolio Optimization with R
  • ELEC5470 / IEDA 6100A Convex Optimization
Professional Activities
Professional Service
  • Member of the IEEE Bell Graham Medal Committee (2013 – 2016).
Journal Editorship
  • Guest Editor of the 2016 Special Issue of IEEE Journal of Selected Topics in Signal Processing on “Financial Signal Processing and Machine Learning for Electronic Trading.”
  • Associate Editor of IEEE Trans. on Information Theory (2010 – 2014). 
  • Associate Editor of IEEE Trans. on Signal Processing (2007 – 2010).
  • Editor of the book Convex Optimization in Signal Processing and Communications, Cambridge Univ. Press, 2009. (Co-editor: Yonina C. Eldar.)
  • Guest Editor of the 2010 Special Issue of IEEE Signal Processing Magazine on “Convex Optimization for Signal Processing.” (Co-editors: T. Luo, Y. Eldar, K. Ma, and N. Sidiropoulos.) 
  • Guest Editor of the 2008 Special Issue of IEEE Journal on Selected Areas in Communications on “Game Theory in Communication Systems.” (Co-editors: J. Huang, N. Mandayan, S. Wicker, J Walrand, and T. Basar.)
  • Lead Guest Editor of the 2007 Special Issue of IEEE Journal on Selected Areas in Communications on “Optimization of MIMO Transceivers for Realistic Communication Network: Challenges and Opportunities.” (Co-editors: Tim Davidson, Sergio Barbarossa, Andrea Goldsmith, and Georgios Giannakis.)
Conference organization
  • Organizing Committee (Tutorial Chair) of the 2015 IEEE Workshop on Signal Proc. Advances in Wireless Comm. (SPAWC), Stockholm, Sweden.
  • Organizing Committee (Tutorial Chair) of the 2015 IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), Brisbane, Australia.
  • Organizing Committee (Keynote Speakers Chair) of the 2014 International Symposium on Wireless Communication Systems (ISWCS), Barcelona, Spain.
  • Organizer of Asilomar 2013 special session on “Financial Engineering and Signal Processing,” Pacific Grove, California, USA.
  • Organizer of CAMSAP 2011 special session on “Signal Processing Applications to Financial Engineering,” Puerto Rico.
  • Co-organizer of DSP 2011 special session on “Game Theory in Signal Processing for Communications,” Corfu, Greece.
  • Organizing Committee (Tutorial Chair) of the 2011 European Signal Processing Conference (EUSIPCO), Barcelona, Spain.
  • Co-organizer of CIP 2010 special session on “Game Theoretic Tools for Cognitive Radios,” Elba, Italy.
  • Chair of the IEEE Hong Kong Information Theory Society (2010).
  • General Co-Chair of the 2009 IEEE Workshop on Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP), Aruba.
  • Vice-Chair of the IEEE Hong Kong Information Theory Society (2009).
  • Organizing Committee of the 2009 IEEE Workshop on Signal Proc. Advances in Wireless Comm. (SPAWC), Perugia, Italy.
  • Organizing Committee of the 2009 IEEE Taiwan/Hong Kong/Macau Joint Workshop on Information Theory and Communications, Macau.
  • Organizer of CAMSAP’09 special session on “Game Theory in Multisensor Signal Processing,” Aruba.
  • Organizer of CIP2010 special session on “Game-theoretic tools for cognitive radios,” Elba, Italy. • Organizer of GameNets’09 special session on “Game Theory for Communication Systems,” Istanbul, Turkey.
  • Member of the IEEE SPCOM Technical Committee (2007 – 2010). 
  • Co-organizer of ICASSP-2007 special session on “Optimization of Communication Systems.” (Co-organizer: Mung Chiang.)
Review
  • Member of the following Technical Program Committees (TPCs): SAM (2014), ICASSP (2008-2013), ISIT (2009, 2011, 2013), SPAWC (2009-2013), ITW (2013), CAMSAP (2005, 2007, 2009, 2011, 2013), GlobalSIP (2013), ISWCS (2013), SSPW (2011), CROWN (2010), Gamecomm (2009), GameNets (2009), ICCS (2008), Necsys (2009), WiOpt (2008, 2009), ICC (2009-2010), PIMRC (2008), RAWNET (2007-2010), VTC (2007), WCNC (2007).
  • Reviewer for the following journals: o IEEE Trans. on Signal Processing o IEEE Trans. on Information Theory o IEEE Trans. on Communications 9 o IEEE Journal on Selected Areas in Communications o IEEE Trans. on Wireless Communications o IEEE Trans. on Automatic Control o IEEE Signal Processing Magazine o EURASIP Signal Processing
Selected Publications
  1. Seven Highly Cited Papers 1 (ISI Web of Knowledge) in past 10 years:

    Yongwei Huang and Daniel P. Palomar (2010), Rank-Constrained Separable Semidefinite Programming With Applications to Optimal Beamforming, IEEE Trans. on Signal Processing, 58 (2), pp. 664-678.


  2. Mung Chiang, Chee Wei Tan, Daniel P. Palomar, Daniel O’Neill, and David Julian (2007), Power Control by Geometric ProgrammingIEEE Trans. on Wireless Comm., 6(7), pp. 2640-2651.

  3. Daniel P. Palomar and Sergio Verdú (2006), Gradient of Mutual Information in Linear Vector Gaussian ChannelsIEEE Trans. on Information Theory, 52(1), pp. 141-154.

  4. Daniel P. Palomar and Mung Chiang (2006), A Tutorial on Decomposition Methods for Network Utility Maximization, IEEE Journal on Selected Areas in Communications: Special Issue on Nonlinear Optimization of Communication Systems, 24(8), pp. 1439-1451.

  5. Gesualdo Scutari, Daniel P. Palomar, and Sergio Barbarossa (2008), Optimal Linear Precoding Strategies for Wideband Noncooperative Systems Based on Game Theory – Part I: Nash Equilibria, IEEE Trans. on Signal Processing, 56 (3), pp. 1230-1249.

  6. Gesualdo Scutari, Daniel P. Palomar, and Sergio Barbarossa (2008), Optimal Linear Precoding Strategies for Wideband Noncooperative Systems Based on Game Theory – Part II: Algorithms, IEEE Trans. on Signal Processing, 56(3), pp. 1250-1267.

  7. Daniel P. Palomar, John M. Cioffi, and Miguel Angel Lagunas (2003), Joint Tx-Rx Beamforming Design for Multicarrier MIMO Channels: A Unified Framework for Convex Optimization, IEEE Trans. on Signal Processing, 51 (9), pp. 2381-2401.

BACK