Spring 2021-22 - The Hong Kong University of Science and Technology (HKUST):

• MFIT5009 - Optimization in FinTech (MSc in FinTech - http://www.mscfintech.ust.hk/)
• IEDA/ELEC3180 - Data-Driven Portfolio Optimization (Undergraduate Program)

Fall 2021-22 - The Hong Kong University of Science and Technology (HKUST):

• ELEC5470/IEDA6100A - Convex Optimization (PhD Program)
• MAFS5310 - Portfolio Optimization with R (MSc in Financial Mathematics - MAFM)

Spring 2020-21 - The Hong Kong University of Science and Technology (HKUST):

• MFIT5009 - Optimization in FinTech (MSc in FinTech - http://www.mscfintech.ust.hk/) [syllabus]
• IEDA/ELEC3180 - Data-Driven Portfolio Optimization (Undergraduate Program) [syllabus]

Fall 2020-21 - The Hong Kong University of Science and Technology (HKUST):

• ELEC5470/IEDA6100A - Convex Optimization (PhD Program) [syllabus]
• MAFS5310 - Portfolio Optimization with R (MSc in Financial Mathematics - MAFM) [syllabus]

Spring 2019-20 - The Hong Kong University of Science and Technology (HKUST):

• MFIT5009 - Optimization in FinTech (MSc in FinTech - http://www.mscfintech.ust.hk/)
• IEDA/ELEC3180 - Data-Driven Portfolio Optimization (Undergraduate Program) [syllabus]

​Fall 2019-20 - The Hong Kong University of Science and Technology (HKUST):

• ELEC5470/IEDA6100A - Convex Optimization (PhD Program)
• MAFS6010R - Portfolio Optimization with R (​MSc in Financial Mathematics - MAFM)

Past courses:

• MAFS6010R – Portfolio Optimization with R​ (Fall 2018-19)
• ELEC5470 - Convex Optimization (Fall 2006-07 to 2018-19)​
• ELEC3100 - Signal Proc. and Communications (Spring 2013 to 2016)
• Convex Optimization at Tsinghua University (Spring 2011/12)
• ​ELEC214 - Communication Systems (Spring 2006/07 to 2010/11)
• ​Convex optimization with applications to communications at Univ. of New South Wales, Sydney, Australia (Winter 2008/09)
• ​Convex optimization for wireless communications and signal processing at National Chiao Tung University, Hsinchu, Taiwan (Winter 2008/09)
• ​ELE382 - Distributed algorithms and optim. methods for engineering applications (guest lectures) at Princeton University (2004/05)
• ​ELE539A - Optimization of comm. systems (guest lectures) at Princeton University (2004/05)
• ​Convex optimization with applications in comm. systems at Technical University of Catalonia (UPC), Barcelona, Spain (Spring 2004-05)