dppalomar
Professor of Optimization, Hong Kong University of Science and Technology (HKUST)
Funding Links: https://github.com/sponsors/dppalomar
- Name: Daniel P. Palomar
- Location: Clear Water Bay, Hong Kong
- Company: Hong Kong Univ. of Sci&Tech (HKUST)
- Kind: user
- Followers: 444
- Following: 13
- Total stars: 335
- Repositories count: 11
- Created at: 2022-11-16T20:00:27.486Z
- Updated at: 2025-03-28T06:17:34.178Z
- Last synced at: 2025-03-28T06:17:34.178Z
GitHub Sponsors Profile
I am a Professor at HKUST focusing on practical optimization methods. I am an author, co-author, and maintainer of several R packages related to financial data modeling (e.g., fitHeavyTail, imputeFin) and portfolio design/backtesting (e.g., riskParityPortfolio, sparseIndexTracking, portfolioBacktest).
Check my book A Signal Processing Perspective of Financial Engineering and my monograph Optimization Methods for Financial Index Tracking.
For details on my research check my personal website.
- Current Sponsors: 0
- Past Sponsors: 0
- Total Sponsors: 0
- Minimum Sponsorship: $2.00
Featured Works
dppalomar/sparseIndexTracking
Design of Portfolio of Stocks to Track an Index
Language: HTML - Stars: 52dppalomar/riskParityPortfolio
Design of Risk Parity Portfolios
Language: R - Stars: 108dppalomar/portfolioBacktest
Automated Backtesting of Portfolios over Multiple Datasets
Language: R - Stars: 60dppalomar/imputeFin
Imputation of Financial Time Series with Missing Values and/or Outliers
Language: R - Stars: 25Active Sponsors
mirca
Past Sponsors
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yihui
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- User: 2