李丰

工作单位

中央财经大学统计与数学学院,副院长,硕士研究生导师

联系方式

网    页:http://feng.li/
电子邮箱:feng.li@cufe.edu.cn
办公电话:+86-(0)10-6228-8548 (学院南路校区)
          +86-(0)10-6177-6189 (沙河校区)

教育背景

简历(PDF)

研究兴趣

  • 大数据与复杂模型
  • 贝叶斯推断与统计计算
  • 计量经济与预测方法
  • 多元模型

科研项目

主持

  • 国家自然科学基金青年项目(11501587):贝叶斯柔性密度方法及其在高维金融数据中的应用。项目负责人,在研。
  • 教育部基金项目:贝叶斯弹性高维密度方法在复杂数据的研究。项目负责人,在研。

参与

  • 国家自然科学基金青年项目(11401603):复发事件的均值模型和纵向数据的分位数回归的统计与推断。2015/01-2017/12、在研、参加。
  • 国家自然科学基金青年项目(71401192):公司财务困境预警模型研究:基于财务波动信息的区间数据刻画方法、2015/01-2017/12、在研、参加。
  • 国家自然科学基金面上项目(71473279):货币总量转向信用总量:全球虚拟经济与实体经济背离机理与宏观政策应对、2015/01-2017/12、在研、参加。

发表论文

  • Li, F., and He, Z. (2019) Credit Risk Clustering in a Business Group: Which Matters More, Systematic or Idiosyncratic Risk? Cogent Economics and Finance, In press.
    [ Working Paper | Appendix ]
  • Li, F., and Kang, Y.(2018). Improving forecasting performance using covariate-dependent copula models, International Journal of Forecasting, 34(3), pp. 456-476.
    [Journal’s versionWorking Paper | Paper on arXiv]
  • Li, F., Kalesan, B., Zuo, Y.  et. al (2018) Cohort Profile: The MULTI sTUdy Diabetes rEsearch (MULTITUDE) Consortium, BMJ Open, 8(5), pp. e020640.
    [Journal’s version]
  • 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]

受邀学术报告

  1. ICSA Conference on Data Science, January 11-13, 2019, Xishuangbanna, China.
  2. School of Data Science, Fudan University, Oct 28-30, 2017, Shanghai, China
  3. IMS-China International Conference on Statistics and Probability, June 28 – July 1, 2017, Nanning, China.
  4. The 1st International Conference on Econometrics and Statistics, Hong Kong, 15-17 June 2017.
  5. The 2016 World Meeting of the International Society for Bayesian Analysis, Jun 13—17, 2016, Sardinia, Italy.
  6. IMS-China International Conference on Statistics and Probability, June 1-4, 2015, Kunming, China.
  7. International Symposium on Financial Engineering and Risk Management 2014, June 27, 2014, Beijing, China.
  8. Guanghua School of Management, Peking University, Oct 14, 2013, Beijing, China
  9. The Stockholm University Forskardagarna, 2-3 Oct, 2013, Stockholm, Sweden.
  10. The 59th World Statistics Congress, August 25-29, 2013, Hong Kong.
  11. The 2012 World Meeting of the International Society for Bayesian Analysis, Jun 25—29, 2012, Japan.
  12. The third Linnaeus University Workshop in Stochastic Analysis and Applications, May 24—25, 2012, Växjö, Sweden.
  13. Workshop on “Analysis of High-Dimensional Data”, Jönköping International Business School, Feb 16—17, 2012, Sweden.
  14. The LiU Seminar Series in Statistics and Mathematical Statistics, Linköping University, Oct 11, 2011, Sweden.
  15. The 42nd Winter Conference in Statistics — Incomplete data: semi-parametric and Bayesian methods, Mar 6—10, 2011, Sweden.
  16. The 2010 World Meeting of the International Society for Bayesian Analysis, Jun 3—8, 2010, Spain.

学术兼职

  • 2018—今    全国工业统计学教学研究会常务理事
  • 2014—今     中国统计教学学会高等教育分会副秘书长
  • 期刊审稿人 (Journal of Business and Economic Statistics, International Journal of Forecasting, Journal of Official Statistics, Quantitative Finance, Information Sciences)

组织学术会议

  • The 2017 Beijing Workshop on Forecasting
  • 中国数量经济学会2016年年会
  • 2014年金融工程与风险管理国际研讨会

学术奖励

  • 第二届全国高校经管类实验教学案例大赛二等奖,2017年12月
  • 瑞典皇家统计学会 Cramér 奖(最佳博士奖), 2014 年 3 月。
  • 国际贝叶斯学会青年奖励基金, 2012 年 6 月。
  • 瑞典 Knut & Alice Wallenberg 基金奖励, 2011 年 8 月。
  • 北京市级优秀毕业生,2007 年 7 月。

访谈