Feng Li, Ph.D.

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 (Haidian Campus)
       +86-(0)10-6177-6189 (Shahe Campus)


Research interests

  • Bayesian statistics
  • Econometrics and forecasting
  • Multivariate statistics
  • Complex models and big data

Recent work

  • Li, F., and Kang, Y.(2018). Improving forecasting performance using covariate-dependent copula models, International Journal of Forecasting, In Press.
  • Li, F., Kalesan, B., Zuo, Y.  et. al (2018) Cohort Profile: The MULTI sTUdy Diabetes rEsearch (MULTITUDE) Consortium, BMJ Open, In Press.
  • 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.