学术信息网 西电导航 关于 使用说明 搜索 系统首页 登录 控制面板 收藏 赵志华的留言板
基本信息

     Zhihua Allen-Zhao

联系方式

Address: South Campus: 266 Xinglong Section of Xifeng Road, Xi’an, Shaanxi 710126

Email: allenzhaozh@gmail.com

 

个人简介

Zhihua Allen-Zhao

 

Lecturer
School of Mathematics and Statistics
XiDian University.


Email: allenzhaozh@gmail.com

 

I am currently a Lecturer in the School of Mathematics and Statistics at Xidian University. I received my PhD from the School of Economics and Finance (Financial Optimization) at Xi’an Jiaotong University, advised by Fengmin Xu. Before that, I obtained my master of science from the School of Mathematics and Statistics (Operations Research) at Xi’an Jiaotong University, advised by Fengmin Xu.

 

Homepage: https://sites.google.com/view/allen-zhao/homepage

Google Scholar: https://scholar.google.com/citations?user=i-YP7WUAAAAJ

 

Research Interests

  • Theory and algorithms for continuous optimization including sparse optimization, stochastic optimization, and robust optimization
  • Applications in quantitative finance, data science, and machine learning

 

Academic Experience

  • The Hong Kong Polytechnic University, Hong Kong, Research Associate

2024.03–2024.08

Supervisor: Prof. Xiaojun Chen

  • Chines Academy of Sciences, Beijing, Visiting Scholar

2015.05–2015.08, 2013.09–2013.12

Supervisor: Prof. Yu-Hong Dai

 

Teaching

  • Advanced Mathematics A-I, Fall 2022, 2023.
  • Advanced Mathematics A-II, Spring 2023.
  • Engineering Optimization, Fall 2023.

 

Research Papers

 

Technical Reports

  • Cardinality-constrained Low-Rank Least Squares Regression for Multi-view Subspace Clustering, ASA2023, Tianjin.
  • Sparse Robust Enhanced Indexation Optimization, Nanjing University of Information Science and Technology, 2023.
  • Green Portfolio Optimization under Uncertainty and Randomness, ORSC-FERM2023, Fuzhou.
  • Robust Enhanced Indexation Optimization with Sparse Industry Layout Constraint, CSIAM2023, Kunming.
  • Models and Algorithms for Constrained Sparse Finance Optimization, Henan University, 2022.
  • Worst-case CVaR Portfolio Rebalancing with Cardinality and Diversification Constraints, Northwestern Polytechnical University, 2021.

 

Research Group

  • Shen Peng (Lecturer): June 2022 - present
  • Mengxue Jia (PhD student): September 2021 – present
  • Kewei Jie (PhD student): September 2021 – present
  • Jiayi Lu (Graduate student): September 2021 – June 2024
  • Xinyi Zhang (Graduate student): September 2021 – June 2024
  • Zeyu Li (Graduate student): September 2022 – present
  • Ze Gao (Undergraduate student): September 2021 – present