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 Li 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.

Feng Li’s recent research output appeared in statistics journals as the Journal of Computational and Graphical Statistics, and Statistical Analysis and Data Mining, economics and forecasting journals as International Journal of Forecasting, and Journal of the Operational Research Society, AI journals as Expert Systems with Applications, and medical journals such as BMJ Open, and Journal of Affective Disorders. Feng Li has presented at the world meeting of the International Society for Bayesian Analysis (ISBA), and International Symposium on Forecasting. Slides of his recent talks are available here.

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



Education🎓

Research Interests👨‍🔬

Bayesian Statistics, Econometrics and Forecasting, Distributed Learning

Contact

Email: feng.li@cufe.edu.cn
Tel.: +86-(0)10-6177-6189
Curriculum Vitae 
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)

Selected Publications🗞️

  1. Xuening Zhu, Feng Li*, & Hansheng Wang (2021). Least-square 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-similarityJournal of Business Research. 132(2021):719-731.
  4. Megan GJaneway, Xiang Zhao, Max Rosenthaler, Yi Zuo, Kumar Balasubramaniyane, Michael Poulson, Miriam Neufeld, Jeffrey J. Siracuse, Courtney E. Takahashif, Lisa, Allee, Tracey Dechert, Peter A Burke, Feng Li, and Bindu Kalesan (2021). Clinical diagnostic phenotypes in hospitalizations due to self-inflicted firearm injuryJournal of Affective Disorders 278(1):172-180.
  5. Xixi Li, Yanfei Kang,  & Feng Li* (2020). Forecasting with time series imagingExpert Systems with Applications 160: 113680.
  6. Yanfei Kang, Rob J Hyndman,  & Feng Li* (2020). GRATIS: GeneRAting TIme Series with diverse and controllable characteristicsStatistical Analysis and Data Mining 13(4): 354-376.
  7. Chengcheng Hao, Feng Li,  & Dietrich von Rosen (2020). A Bilinear Reduced Rank ModelIn Jianqing Fan and Jianxin Pan (eds.), Contemporary Experimental Design, Multivariate Analysis and Data Mining, Springer.
  8. Bindu Kalesan, Siran Zhao, Michael Poulson, Miriam Neufeld, Tracey Dechert, Jeffrey J Siracuse, Yi Zuo, and Feng Li (2020). Intersections between firearm suicide, drug mortality and economic dependency in rural AmericaJournal of Surgical Research. 256, pp 96-102. Journal’s Cover Paper.
  9. 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/
  10. 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 analysisPLoS One, 14(11).
  11. Feng Li  & Zhuojing He (2019). Credit risk clustering in a business group: which matters more, systematic or idiosyncratic risk? Cogent Economics & Finance, page 1632528.
  12. Feng Li & Yanfei Kang (2018). Improving forecasting performance using covariate-dependent copula models. International Journal of Forecasting, 34(3):456–476.
  13. 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) consortiumBMJ Open, 8(5):e020640.
  14. 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. 
  15. Feng Li (2013). Bayesian Modeling of Conditional Densities. Ph.D. thesis, Department of Statistics, Stockholm University. ISBN: 978-91-7447-665-1.
  16. Feng Li  & Mattias Villani (2013). Efficient Bayesian multivariate surface regressionScandinavian Journal of Statistics, 40(4):706–723.
  17. 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.
  18. Feng Li, Mattias Villani  & Robert Kohn (2010). Flexible modeling of conditional distributions using smooth mixtures of asymmetric student t densitiesJournal of Statistical Planning and Inference,140(12):3638–3654