人员简介

ZHOU, Rui

Biography

POSITION/TITLE

SRIBD Research Scientist

RESEARCH FIELD

Statistical Signal Processing, Optimization Algorithms

EMAIL

rui.zhou@sribd.cn

EDUCATION BACKGROUND

Doctor of Philosophy (Hong Kong University of Science and Technology)

Bachelor of Engineering (Southeast University)

BIOGRAPHY

Dr. Rui Zhou received the B.Eng. degree in information engineering from Southeast University, Nanjing, China, in 2017, and the Ph.D. degree from the Hong Kong University of Science and Technology, Hong Kong, in 2021. He is currently a Research Scientist with Shenzhen Research Institute of Big Data, Shenzhen, China. His research interests include optimization algorithms, statistical signal processing, machine learning, and financial engineering.

ACADEMIC PUBLICATIONS

1. Rui Zhou, Jiaxi Ying, and Daniel P. Palomar, “Covariance Matrix Estimation Under Low-Rank Factor Model with Nonnegative Correlations,” IEEE Trans. on Signal Processing, vol. 70, pp. 4020-4030, Aug. 2022.

2. Rui Zhou and Daniel P. Palomar, Solving High-order Portfolios via Successive Convex Approximation Algorithms, IEEE Trans. on Signal Processing, vol. 69, pp. 892-904, Feb. 2021.

3. Rui Zhou, Junyan Liu, Sandeep Kumar, and Daniel P. Palomar, Student’s t VAR Modeling with Missing Data via Stochastic EM and Gibbs Sampling, IEEE Trans. on Signal Processing, vol. 68, pp. 6198-6211, Oct. 2020.

4. Rui Zhou and Daniel P. Palomar, Understanding the Quintile Portfolio, IEEE Trans. on Signal Processing, vol. 68, pp. 4030-4040, July 2020.