- 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 version | Working 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.
- 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]
- Efficient Bayesian Flexible Density Methods with High Dimensional Financial Data funded by National Natural Science Foundation of China, (2016-). Principal investigator.
- Bayesian Multivariate Density Estimation Methods for Complex Data funded by Ministry of Education, China (2014-). Principal investigator
Recent Presentations and Talks
PDF slides are available for download.
- ICSA Conference on Data Science, January 11-13, 2019, Xishuangbanna, China.
- School of Data Science, Fudan University, Oct 28-30, 2017, Shanghai, China
- IMS-China International Conference on Statistics and Probability, June 28 – July 1, 2017, Nanning, China.
- The 1st International Conference on Econometrics and Statistics, Hong Kong, 15-17 June 2017.
- The 2016 World Meeting of the International Society for Bayesian Analysis, Jun 13—17, 2016, Sardinia, Italy.
- IMS-China International Conference on Statistics and Probability, June 1-4, 2015, Kunming, China.
- International Symposium on Financial Engineering and Risk Management 2014, June 27, 2014, Beijing, China.
- Guanghua School of Management, Peking University, Oct 14, 2013, Beijing, China
- The Stockholm University Forskardagarna, 2-3 Oct, 2013, Stockholm, Sweden.
- The 59th World Statistics Congress, August 25-29, 2013, Hong Kong.
- The 2012 World Meeting of the International Society for Bayesian Analysis, Jun 25—29, 2012, Japan.
- The third Linnaeus University Workshop in Stochastic Analysis and Applications, May 24—25, 2012, Växjö, Sweden.
- Workshop on “Analysis of High-Dimensional Data”, Jönköping International Business School, Feb 16—17, 2012, Sweden.
- The LiU Seminar Series in Statistics and Mathematical Statistics, Linköping University, Oct 11, 2011, Sweden.
- The 42nd Winter Conference in Statistics — Incomplete data: semi-parametric and Bayesian methods, Mar 6—10, 2011, Sweden.
- The 2010 World Meeting of the International Society for Bayesian Analysis, Jun 3—8, 2010, Spain.
Recent academic visits
- 2014 Aug, Toronto University, Canada
- 2013 Oct, Stockholm University, Sweden
- 2011 Sep – 2012 March, Linköping University, Sweden
- 2011 June, University of Southampton, UK
- 2009 May, Erasmus University Rotterdam, The Netherlands
Other Academic Profiles
- ORCID: 0000-0002-4248-9778
- Web of Science ResearcherID: C-5468-2019
- Scopus: 36053391700
- MathSciNet: 918701