My current research focuses on random matrix theory with application to portfolio optimization and adaptive array processing.
- 2012 - Present: Ph.D. in Electronic and Computer Engineering, The Hong Kong University of Science & Technology, Hong Kong
- 2008 - 2012: B.S. in Communication Engineering, Beijing University of Posts and Telecommunications, Beijing, China.
- Feb. 2015 - Jul. 2015: Research assistant, Large Networks and Systems Group, Centrale-Supelec, France
- L. Yang, M. McKay, R. Couillet, "High-dimensional MVDR beamforming: Optimized solutions based on spiked random matrix models", IEEE Transaction on Signal Processing, Apr. 2018.
- L. Yang, R. Couillet, M. McKay, "A robust approach to minimum variance portfolio optimization", IEEE Transaction on Signal Processing, Aug. 2015.
- L. Yang, M. McKay, R. Couillet, "Random matrix-optimized high-dimensional MVDR beamforming", IEEE Workshop on Statistic Signal Processing, Jun. Freiburg, Germany, 2018.
- L. Yang, R. Couillet, M. McKay, "Minimum variance portfolio optimization in the spiked covariance model", The Sixth IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, Cancun, Mexico, 2015.
- L. Yang, R. Couillet, M. McKay, "Minimum variance portfolio optimization with robust shrinkage covariance estimation", Asilomar Conference on Signals, Systems, and Computers, Pacific Grove, CA, USA, 2014.
Honors and awards
- Feb. 2015 - Jul. 2015: HKUST Oversears Research Awards for PhD Students, Hong Kong
- Sep. 2011: First Prize in BUPT Innovation Cup, Beijing, China
- 2009&2010: National Scholarship, China.