Optimization
Large-scale optimization in finance, machine learning, and operations researchResearch · Hong Kong SAR, China
Optimization research, with photography kept close as a parallel visual notebook.
A quieter front page for Xiwen Wang: research stays unmistakably in front, notes remain one click away, and the gallery works as a curated second register rather than a competing homepage.
02 research notes
06 gallery regions
24 place entries
Numerical computation
Numerical computation: sparse linear systems, matrix reordering, parallel and distributed computingComputational imaging
Image processing: focusing, stabilization, and AI-assisted image editingNotes stay near the front.
A single lead entry gives the homepage a clear second beat, instead of spreading attention across equally weighted modules.
Finance
S&P 500 新纳入成分股公告后路径研究：短窗 alpha 可以交易，长窗 alpha 不宜预设
对 2010–2025 年 S&P 500 新纳入成分股的事件研究。样本显示超额收益主要集中在公告后第一周与生效日前，生效后平均表现更接近回吐，不宜预设长窗持续 alpha。
Research
Academic identity stays legible from the first scroll.
Enough signal for collaborators and curious visitors, without turning the homepage into a full publication index.
Large-scale optimization in finance, machine learning, and operations research
Representative threads include isotone optimization, high-order portfolio design, and graph-structured models.
Numerical computation: sparse linear systems, matrix reordering, parallel and distributed computing
The computational layer stays implementation-minded rather than purely abstract.
Image processing: focusing, stabilization, and AI-assisted image editing
Photography lives here as practice, not as a replacement for the research profile.
Algorithmic vocabulary
Recurring techniques kept visible without falling back into the old long-CV homepage pattern.
- Active Set Methods
- ADMM
- Block Coordinate Descent
- Fixed Point Acceleration
- Majorization-Minimization
- Projected Gradient Methods
- Quasi-Newton Methods
- Successive Convex Approximation
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