Feng Li, Ph.D.

Assistant Professor, Associate Dean 
School of Statistics and Mathematics 
Central University of Finance and Economics 
102206 Beijing, China
Email: feng.li@cufe.edu.cn 
Phone: +86-(0)10-6177-6189

Education 🎓

Curriculum Vitae

Research Interests👨‍🔬

  • Bayesian computation
  • Econometrics and forecasting
  • Multivariate statistics
  • Distributed statistical computing

Working Papers⏳

  1. Déjà vu: forecasting with similarity (with Yanfei Kang, Evangelos Spiliotis, Fotios Petropoulos, Nikolaos Athiniotis, and Vassilios Assimakopoulos)
  2. Least squares approximation for a distributed system (with Xuening Zhu and Hansheng Wang)
  3. FFORMPP: Feature-based forecast model performance prediction (with Thiyanga S. Talagala and Yanfei Kang)
  4. Que será será? The uncertainty estimation of feature-based time series forecasts (with Xiaoqian Wang, Yanfei Kang and Fotios Petropoulos)
  5. Forecasting with time series imaging (with Xixi Li and Yanfei Kang)

Research Grants

Selected Publications 🖺

  1. Chengcheng Hao, Feng Li, and Dietrich von Rosen. (2020). A Bilinear Reduced Rank Model, Book chapter in Contemporary Experimental Design, Multivariate Analysis and Data Mining (Jianqing Fan and Jianxin Pan eds.), Springer.
  2. Yanfei Kang, Rob Hyndman, and Feng Li. (2020). GRATIS: GeneRAting TIme Series with diverse and controllable characteristics, Statistical Analysis and Data Mining. (In Press)
  3. Hannah M Bailey, Yi Zuo, Feng Li, Jae Min, Krishna Vaddiparti, Mattia Prosperi, Jeffrey Fagan, Sandro Galea, and 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): e0225223.
  4. 康雁飞、李丰（译）(2019). 预测：方法与实践（第2版）（Hyndman & Athanasopoulos 著. Forecasting: Principles and Practice）
  5. Feng Li and Zhuojing He. (2019). Credit Risk Clustering in a Business Group: Which Matters More, Systematic or Idiosyncratic Risk? Cogent Economics and Finance, 7(1632528).
  6. Feng Li and Yanfei Kang (2018) Improving forecasting performance using covariate-dependent copula models, International Journal of Forecasting, 34(3), pp. 456-476.
  7. Elizabeth C Pino, Yi Zuo, Camila Maciel De Olivera, Shruthi Mahalingaiah, Olivia Keiser, Lynn L Moore, Feng Li, Ramachandran S Vasan, Barbara E Corkey, and Bindu Kalesan. (2018) Cohort Profile: The MULTI sTUdy Diabetes rEsearch (MULTITUDE) Consortium, BMJ Open, 8(5): e020640.
  8. Feng Li (2016). 大数据分布式计算与案例（Distributed Statistical Computing for Big Data and Case Studies）, ISBN：9787300230276
  9. Feng Li. (2013). Bayesian Modeling of Conditional Densities. Ph.D. thesis, Department of Statistics, Stockholm University. ISBN: 978-91-7447-665-1
  10. Feng Li and Mattias Villani. (2013). Efficient Bayesian Multivariate Surface Regression, Scandinavian Journal of Statistics, 40(4), pp. 706-723
  11. Feng Li, Mattias Villani, and Robert Kohn. (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.
  12. Feng Li, Mattias Villani, and Robert Kohn. (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

Awards 🌟