Research

Publication List

Research Profile on Google Scholar

  • Li, F., and He, Z. (2019) Credit Risk Clustering in a Business Group: Which Matters More, Systematic or Idiosyncratic Risk? Cogent Economics and Finance, 7(1632528).
    [Journal version | 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 | Working Paper | R package | 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]

Research Grants

Recent Presentations and Talks

PDF slides are available for download.

  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.

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

My mathematics genealogy