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Dr. Feng Li is an Associate Professor of Statistics in the School of Statistics and Mathematics at Central University of Finance and Economics in Beijing, China. Feng obtained his Ph.D. degree in Statistics from Stockholm University, Sweden in 2013. His research interests include Bayesian computation, econometrics and forecasting, and distributed learning. His recent research output appeared in statistics and forecasting journals such as the International Journal of Forecasting and Statistical Analysis and Data Mining, AI journals such as Expert Systems with Applications, and medical journals such as BMJ Open.

Slides of his recent talks are available here.

He also served as the Associate Dean for the School of Statistics and Mathematics at Central University of Finance and Economics since 2016.

0000-0002-4248-9778

Education🎓

Research Interests👨‍🔬

Bayesian Statistics, Econometrics and Forecasting, Distributed Learning

Contact

Email: feng.li@cufe.edu.cnTel.: +86-(0)10-6177-6189
CV 中文简历

Research Grants

  • Development of the Methodologies of Objective Performance Criteria Based Single-Armed Trials for The Clinical Evaluation of Traditional Chinese Medicine. funded by National Natural Science Foundation of China, (2020-). Major Investigator.
  • Efficient Bayesian Flexible Density Methods with High Dimensional Financial Data funded by National Natural Science Foundation of China, (2016-2019). Principal investigator.
  • Bayesian Multivariate Density Estimation Methods for Complex Data funded by Ministry of Education, China (2014-2016). Principal investigator

Awards🌟

Working Papers⏳

  1. Forecasting reconciliation with a top-down alignment of independent level forecasts. (with Matthias Anderer)
  2. Forecast with Forecasts: Diversity Matters. (with Yanfei Kang, Wei Cao, Fotios Petropoulos)
  3. Forecasting: theory and practice. (with Petropoulos, F., Apiletti, D., Assimakopoulos, V., Babai, M.Z., Barrow, D.K., Bergmeir, C., Bessa, R.J., Boylan, J.E., Browell, J., Carnevale, C., Castle, J.L., Cirillo, P., Clements, M.P., Cordeiro, C., Cyrino Oliveira, F.L., De Baets, S., Dokumentov, A., Fiszeder, P., Franses, P.H., Gilliland, M., Gönül, M.S., Goodwin, P., Grossi, L., Grushka-Cockayne, Y., Guidolin, M., Guidolin, M., Gunter, U., Guo, X., Guseo, R., Harvey, N., Hendry, D.F., Hollyman, R., Januschowski, T., Jeon, J., Jose, V.R.R., Kang, Y., Koehler, A.B., Kolassa, S., Kourentzes, N., Leva, S., Litsiou, K., Makridakis, S., Martinez, A.B., Meeran, S., Modis, T., Nikolopoulos, K., Önkal, D., Paccagnini, A., Panapakidis, I., Pavía, J.M., Pedio, M., Pedregal Tercero, D.J., Pinson, P., Ramos, P., Rapach, D., Reade, J.J., Rostami-Tabar, B., Rubaszek, M., Sermpinis, G., Shang, H.L., Spiliotis, E., Syntetos, A.A., Talagala, P.D., Talagala, T.S., Tashman, L., Thomakos, D., Thorarinsdottir, T., Todini, E., Trapero Arenas, J.R., Wang, X., Winkler, R.L., Yusupova, A., Ziel, Z.) 
  4. Distributed Forecasting for Ultra-long Time Series. (with Xiaoqian Wang, Yanfei Kang and Rob J Hyndman)
  5. FFORMPP: Feature-based forecast model performance prediction. (with Thiyanga S. Talagala and Yanfei Kang)

Select Publications🗞️

  1. Xuening Zhu, Feng Li*, & Hansheng Wang (2021). Least squares approximation for a distributed system. Journal of Computational and Graphical Statistics. (in press).
  2. Xiaoqian Wang, Yanfei Kang, Fotios Petropoulos, & Feng Li* (2021). The uncertainty estimation of feature-based forecast combinations, Journal of the Operational Research Society. (in press).
  3. Yanfei Kang, Evangelos Spiliotis, Fotios Petropoulos, Nikolaos Athiniotis, Feng Li*, & Vassilios Assimakopoulo (2021). Déjà vu: A data-centric forecasting approach through time series cross-similarity, Journal of Business Research. (in press).
  4. Xixi Li, Yanfei Kang,  & Feng Li* (2020). Forecasting with time series imaging, Expert Systems with Applications 160: 113680.
  5. Yanfei Kang, Rob J Hyndman,  & Feng Li* (2020). GRATIS: GeneRAting TIme Series with diverse and controllable characteristics, Statistical Analysis and Data Mining 13(4): 354-376.
  6. Chengcheng Hao, Feng Li,  & Dietrich von Rosen (2020). A Bilinear Reduced Rank Model, In Jianqing Fan and Jianxin Pan (eds.), Contemporary Experimental Design, Multivariate Analysis and Data Mining, Springer.
  7. Hyndman, R.J., & Athanasopoulos, G.著. 预测：方法与实践（第2版），康雁飞、李丰（译）https://otexts.com/fppcn/
  8. Hannah M Bailey, Yi Zuo, Feng Li, Jae Min, Krishna Vaddiparti, Mattia Prosperi, Jeffrey Fagan, Sandro Galea,  & Bindu Kalesan (2019). Changes in patterns of mortality rates and years of life lost due to firearms in the united states,1999 to 2016: A joinpoint analysis. PLoS One, 14(11).
  9. Feng Li  & Zhuojing He (2019). Credit risk clustering in a business group: which matters more, systematic or idiosyncratic risk? Cogent Economics & Finance, page 1632528.
  10. Feng Li & Yanfei Kang (2018). Improving forecasting performance using covariate-dependent copula models. International Journal of Forecasting, 34(3):456–476.
  11. Elizabeth C Pino, Yi Zuo, Camila Maciel DeOlivera, Shruthi Mahalingaiah, Olivia Keiser, Lynn L Moore, Feng Li, Ramachandran S Vasan, Barbara E Corkey  & Bindu Kalesan (2018). Cohort profile: The multistudy diabetes research (multitude) consortium. BMJ Open, 8(5):e020640.
  12. 李丰（2016）大数据分布式计算与案例。中国人民大学出版社。ISBN 9787300230276. 
  13. Feng Li (2013). Bayesian Modeling of Conditional Densities. Ph.D. thesis, Department of Statistics, Stockholm University. ISBN: 978-91-7447-665-1.
  14. Feng Li  & Mattias Villani (2013). Efficient Bayesian multivariate surface regression. Scandinavian Journal of Statistics, 40(4):706–723.
  15. Feng Li, Mattias Villani  & Robert Kohn (2011.). Modeling conditional densities using finite smooth mixtures. In Kerrie Mengersen, Christian Robert, Mike Titterington (eds.), Mixtures: estimation and applications, pages 123–144. John Wiley & Sons Inc, Chichester.
  16. Feng Li, Mattias Villani  & Robert Kohn (2010). Flexible modeling of conditional distributions using smooth mixtures of asymmetric student t densities. Journal of Statistical Planning and Inference,140(12):3638–3654