Dr. Feng Li

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🌟

• The 2014 Cramér Prize, for the best Ph.D. thesis in Statistics and Mathematical Statistics, awarded by the Swedish Statistical Society, Mar 2014, Sweden.
• International Society for Bayesian Analysis junior travel award, Jun 2012.
• Travel grant from the Swedish Knut and Alice Wallenberg Foundation, Aug 2011, Sweden.
• Outstanding graduate student, honored by Beijing Municipal Education Commission, Jul 2007, China.

1. Bayesian forecast combination using time-varying features. (with Li Li and Yanfei Kang)
   • [ Working Paper | R package ]
2. Forecasting reconciliation with a top-down alignment of independent level forecasts. (with Matthias Anderer)
   • [ Working Paper ]
3. Forecast with Forecasts: Diversity Matters. (with Yanfei Kang, Wei Cao, Fotios Petropoulos)
   • [ Working Paper ]
4. 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.) 
   • [ Working Paper ]
5. Distributed Forecasting for Ultra-long Time Series. (with Xiaoqian Wang, Yanfei Kang and Rob J Hyndman)
   • [ Working Paper | Spark Implementation ]

Selected Publications🗞️

1. Rui Pan, Tunan Ren, Baishan Guo, Feng Li, Guodong Li and Hansheng Wang (2021). A Note on Distributed Quantile Regression by Pilot Sampling and One-Step Updating. Journal of Business and Economic Statistics. (in press).
   • [ Spark Implementation ]
2. Thiyanga S. Talagala, Feng Li, Yanfei Kang (2021). FFORMPP: Feature-based forecast model performance prediction. International Journal of Forecasting. (in press)
   • [ arXiv | R package ]
3. Xuening Zhu, Feng Li*, & Hansheng Wang (2021). Least-square approximation for a distributed system. Journal of Computational and Graphical Statistics. (in press).
   • [ arXiv | Spark Implementation ]
4. 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).
   • [ arXiv | R package ]
5. 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. 132(2021):719-731.
   • [ arXiv | R package]
6. 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 injury, Journal of Affective Disorders 278(1):172-180.
7. Xixi Li, Yanfei Kang,  & Feng Li* (2020). Forecasting with time series imaging, Expert Systems with Applications 160: 113680.
   • [ arXiv | Explore citations | Software ]
8. 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.
   • [ arXiv | Explore citations | R package ]
9. 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.
10. 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 America, Journal of Surgical Research. 256, pp 96-102. Journal’s Cover Paper.
11. 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/
12. 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).
13. Feng Li  & Zhuojing He (2019). Credit risk clustering in a business group: which matters more, systematic or idiosyncratic risk? Cogent Economics & Finance, page 1632528.
14. Feng Li & Yanfei Kang (2018). Improving forecasting performance using covariate-dependent copula models. International Journal of Forecasting, 34(3):456–476.
    • [ arXiv | Explore citations | R package ]
15. 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.
16. 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. 
    • [ Online version ]
17. Feng Li (2013). Bayesian Modeling of Conditional Densities. Ph.D. thesis, Department of Statistics, Stockholm University. ISBN: 978-91-7447-665-1.
    • [ Fulltext | Library Link ]
18. Feng Li  & Mattias Villani (2013). Efficient Bayesian multivariate surface regression. Scandinavian Journal of Statistics, 40(4):706–723.
    • [ arXiv | Explore citations | R package ]
19. 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.
20. 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
    • [ Explore citations | R package ]