About Me
I graduated from Nanjing University with a Bachelor’s degree of Science in 2019 and completed my Ph.D. at the Hong Kong University of Science and Technology in 2023. My research primarily focuses on the application of large-scale optimization techniques, including specific applications in areas such as finance, machine learning, and operations research.
In addition, I have a strong interest in numerical computation and image processing. In the field of numerical computation, my interests include parallel computing, distributed computing, solving sparse linear systems, matrix reordering, etc. In the field of image processing, my interests span focusing techniques, optical stabilization techniques, AI-based image editing technologies, and more.
I am particularly interested in the following techniques:
- Active Set Methods
- ADMM
- Block Coordinate Descent
- Fixed Point Acceleration
- Majorization-Minimization
- Projected Gradient Methods
- Quasi-Newton Methods
- Successive Convex Approximation
Publications
- X. Wang, J. Ying, J. V. M. D., and D. P. Palomar, “Efficient Algorithms for General Isotone Optimization,” in Proc. AAAI Conf. Artif. Intell., virtual, Feb. 2022.
- X. Wang, R. Zhou, J. Ying and D. P. Palomar, “Efficient and Scalable Parametric High-Order Portfolios Design via the Skew-t Distribution,” in IEEE Trans. Signal Process., vol. 71, pp. 3726-3740, 2023.
- X. Wang, J. Ying, and D. P. Palomar, ”Learning Large-Scale MTP2 Gaussian Graphical Models via Bridge-Block Decomposition,” in Proc. Neural Inf. Process. Syst. (NeurIPS), New Orleans, LA, USA, Dec. 2023.
- S. Xiu, X. Wang and D. P. Palomar, “A Fast Successive QP Algorithm for General Mean-Variance Portfolio Optimization,” IEEE Trans. Signal Process., vol. 71, pp. 2713-2727, 2023.
- J. Ying, X. Han, R. Zhou, X. Wang, & H. C. So. Network topology inference with sparsity and Laplacian constraints. In 2023 IEEE 11th International Conference on Information, Communication and Networks (ICICN). IEEE.
Honors
- China National Scholarship, November, 2017
- Huawei Scholarship, November, 2018
- Outstanding graduates award by Nanjing University. June, 2019
Internships
- 2023.06 — 2023.09: Algorithmic Engineer (intern) in Alibaba Group — Alimama — Ad Product.
- 2023.10 — 2023.11: Researcher (intern) in Theory Lab of Huawei in Hong Kong Research Institute.
Research on Convex Optimization
Welcome to my personal website! I am Xiwen Wang, a Ph.D. student who graduated from the Hong Kong University of Science and Technology. Prior to that, I obtained a Bachelor’s degree in Science from Nanjing University. My research interests include large-scale optimization, with applications in machine learning, financial engineering, and operations research.
Isotone Optimization
A mathematical technique that aims to find the non-decreasing solution to a given optimization problem, ensuring that the variables being optimized maintain a monotonic relationship throughout the process.
High-Order Portfolio Optimization
It refers to the application of advanced mathematical models and algorithms to optimize investment portfolios by considering higher moments of asset returns, such as skewness and kurtosis, in addition to mean and variance, aiming to achieve improved risk-return trade-offs.
Graph Learning
A statistical approach that involves estimating the precision matrix, also known as the inverse covariance matrix, to infer the conditional dependence structure among variables, enabling the construction of a graphical representation that captures the relationships and interactions within a dataset.
Photography Portfolio and Travel Blog
Capture your vision with Xiwen’s expertise and artistic eye. Professional headshots, portraits, and event coverage that exceed expectations.
Hong Kong SAR
A captivating blend of stunning skyscrapers, vibrant city life, picturesque harbors, and lush mountains, showcasing the unique fusion of Eastern and Western cultures in this dynamic metropolis.
Mainland China
Rich tapestry of cultural, historical, and natural wonders, ranging from iconic landmarks such as the Great Wall and the Forbidden City to picturesque landscapes like the karst mountains in Guilin and the bustling cityscapes of Shanghai and Beijing.
West Europe
A tapestry of enchanting landscapes, from breathtaking alpine peaks and charming coastal villages to historic castles, picturesque vineyards, and art-filled cities, all infused with a rich cultural heritage and diverse culinary delights.
The United States
Vast and varied landscapes, and expansive plains to iconic landmarks like the Grand Canyon, Statue of Liberty, and bustling metropolises, showcasing the country’s diverse natural beauty and cultural vibrancy.
Southeast Asia
A captivating blend of tropical paradises with pristine white-sand beaches, lush rainforests teeming with exotic wildlife, ancient temples steeped in rich history and spirituality, and bustling cities where traditional and modern cultures intertwine.
Japan
A harmonious blend of ancient traditions and modern innovations, offering a mesmerizing tapestry of stunning cherry blossoms, majestic temples and shrines, and breathtaking natural landscapes such as Mount Fuji and vibrant autumn foliage.
North Europe
A captivating blend of breathtaking fjords, enchanting forests, picturesque coastal landscapes, charming historic towns, and modern design, showcasing the region’s natural beauty, cultural heritage, and progressive mindset.
Nanjing, China
A fascinating mix of historical landmarks like the majestic Ming City Wall and Confucius Temple, scenic landscapes surrounding Xuanwu Lake and Purple Mountain, and modern skyscrapers that showcase the city’s vibrant present and rich past.
Hangzhou, China
The views in Hangzhou, China are characterized by the iconic West Lake, with its serene waters, picturesque gardens, and historic pagodas, creating a tranquil and enchanting atmosphere that has inspired poets and artists for centuries.
When the going gets tough, the tough get going.
Xiwen Wang
My Hometown
Longyan, located in Fujian province, China, is a city renowned for its rich cultural heritage and beautiful natural landscapes. The city is famous for the Yongding Tulou Cluster, a collection of traditional circular Hakka earthen buildings that offer a glimpse into the unique architecture and lifestyle of the Hakka people. Longyan is also surrounded by picturesque mountains, including the scenic Wuyi Mountains, where visitors can explore tea plantations, enjoy hiking trails, and discover stunning waterfalls. With its rich history, cultural attractions, and natural beauty, Longyan is a captivating destination for travelers seeking an authentic experience in southern China.
Contact Xiwen Wang
8/F, 2 Science and Technology W Ave, Science Park,
Hong Kong SAR, China
xwangew@connect.ust.hk
wangxiwen@smail.nju.edu.cn