Runhao Shi

I'm a forth-year Ph.D. student in the Department of Electronic and Computer Engineering at HKUST, supervised by Prof. Daniel Palomar. I received my B.Eng. degree in Computer Science and Engineering from the Sun Yat-sen University in 2021. My research interests lie in the intersection of optimization, machine learning, and signal processing.

Email  /  CV  /  Github

profile photo

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.