Department of Electronic and Computer Engineering
The Hong Kong University of Science and Technology, Hong Kong
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.