Assistant Professor, Associate Dean
School of Statistics and Mathematics
Central University of Finance and Economics
100081 Beijing, China

Email: feng.li@cufe.edu.cn
Phone: +86-(0)10-6228-8548
       +86-(0)10-6177-6189

Education

Ph.D., 2013, Statistics, Stockholm University, Sweden. Thesis: Bayesian Modeling of Conditional Densities. Supervisor: Prof. Mattias Villani.
M.S., 2008, Statistics, Dalarna University, Sweden.
B.S., 2007, Statistics, Renmin University of China.

Research interests

Credit Risk Clustering with Covariate-dependent Copula Models (with Zhuojing He)
Modeling covariate-contingent correlation and tail-dependence with copulas
Paper on arXiv

Li, F. (2016). Distributed Statistical Computing for Big Data and Case Studies, ISBN：9787300230276 (available on JD.com and Amazon.cn)

Li, F. (2013). Bayesian Modeling of Conditional Densities. Ph.D. thesis, Department of Statistics, Stockholm University. ISBN: 978-91-7447-665-1
Link to DiVA | Fulltext
Li, F, and Villani, M. (2013). Efficient Bayesian Multivariate Surface Regression, Scandinavian Journal of Statistics, 40(4), pp. 706-723.
Journal’s version | Paper on arXiv | Talk | Poster
Li, F, Villani, M. and Kohn, R. (2011). Modeling Conditional Densities using Finite Smooth Mixtures, Book chapter in Mixture Estimation and Applications (Mengersen, K.L., Robert, C. P. and Titterington, D.M. eds), Wiley.
Publisher’s version | Working Paper
Li, F, Villani, M. and Kohn, R. (2010). Flexible Modeling of Conditional Distributions using Smooth Mixtures of Asymmetric Student T Densities, Journal of Statistical Planning and Inference, 140(12), pp. 3638-3654.
Journal’s version | Working Paper | Talk | Poster

The 2014 Cramér Prize, Mar 2014.
International Society for Bayesian Analysis junior travel award, Jun, 2012.
Travel grant from The Swedish Knut and Alice Wallenberg Foundation, Aug, 2011.
Outstanding graduate student, honored by Beijing Municipal Education Commission, Jul, 2007, China.