Runhao Shi

I completed my Ph.D. in the Department of Electronic and Computer Engineering at The Hong Kong University of Science and Technology under the supervision of Prof. Daniel Palomar, and I am currently working as a quantitative researcher. I received my B.Eng. degree from the School of Computer Science and Engineering at Sun Yat-sen University, where I was a member of the elite class.

My research focuses on optimization algorithms, online learning, and their applications in financial engineering, with particular interest in developing adaptive algorithms for portfolio optimization and financial data analysis.

Email / CV / Github

Education

Ph.D. in Electronic and Computer Engineering, HKUST, 2025
B.Eng. in Computer Science and Engineering, Sun Yat-sen University, 2021

Teaching

TA for MFIT5009 Optimization in FinTech, 2024 spring, HKUST
TA for ELEC/IEDA5470 Convex Optimization, 2022 fall, HKUST
TA for ELEC3180 Data-Driven Portfolio Optimization, 2022 spring, HKUST

Selected Publications

	Adaptive Passive-Aggressive Framework for Online Regression with Side Information Runhao Shi, Jiaxi Ying, Daniel P. Palomar Neurips, 2024
	SAOFTRL: A Novel Adaptive Algorithmic Framework for Enhancing Online Portfolio Selection Runhao Shi, Daniel P. Palomar IEEE Transations on Signal Processing, 2024

Awards

HKUST RedBird Ph.D. Scholarship, 2021
AEON Scholarship, 2019
Meritorious Mention in 2019 Mathematical Contest In Modeling (MCM/ICM), 2019
The first-grade scholarship at Sun Yat-sen University, 2018, 2019, 2020
National Scholarship, 2018

Source code from Jon Barron's website.