Feng Li

Peking University - Guanghua School of Management

Peking University

Beijing, Beijing 100871

China

SCHOLARLY PAPERS

5

DOWNLOADS

762

SSRN CITATIONS

11

CROSSREF CITATIONS

1

Ideas:
“  Dr. Feng Li’s research interests include Bayesian Statistics, Econometrics and Forecasting, and Distributed Learning. He develops highly scalable algorithms and software for solving real business problems. His recent research output appeared in top-tier journals like the Journal of Computational and Graphical Statistics, International Journal of Forecasting, Journal of Business and Economic Statistics, European Journal of Operational Research and Journal of the Operational Research Society. Feng Li has presented at the world meeting of the International Society for Bayesian Analysis (ISBA), and International Symposium on Forecasting.  ”

Scholarly Papers (5)

1.

Local Information Advantage and Stock Returns: Evidence from Social Media

Contemporary Accounting Research, Forthcoming
Number of pages: 55 Posted: 27 Sep 2014 Last Revised: 16 Jan 2024
Central University of Finance and Economics (CUFE), Peking University - Guanghua School of Management, Xiamen University - Wang Yanan Institute for Studies in Economics (WISE) and The University of Hong Kong - Faculty of Business and Economics
Downloads 356 (162,775)

Abstract:

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Local Information Advantage, Social Media, Topical Analysis, Sentiment Analysis, Return Predictability

2.

Credit Risk Clustering in a Business Group: Which Matters More, Systematic or Idiosyncratic Risk?

Number of pages: 24 Posted: 04 Jun 2018
Feng Li and Zhuojing He
Peking University - Guanghua School of Management and Central University of Finance and Economics (CUFE)
Downloads 229 (256,097)
Citation 1

Abstract:

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Business Groups, Credit Risk Clustering, Covariate-Dependent Copulas, MCMC

3.

Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities

Riksbank Research Paper Series No. 64, Sveriges Riksbank Working Paper Series No. 233
Number of pages: 24 Posted: 04 Mar 2010 Last Revised: 28 Nov 2023
Peking University - Guanghua School of Management, Sveriges Riksbank - Research Division and University of New South Wales - School of Economics and School of Banking and Finance
Downloads 107 (483,288)
Citation 15

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Bayesian Inference, Markov Chain Monte Carlo, Mixture of Experts, Variable Selection, Volatility Modeling

4.

Modeling Conditional Densities Using Finite Smooth Mixtures

Riksbank Research Paper Series No. 76, Sveriges Riksbank Working Paper Series No. 245
Number of pages: 22 Posted: 27 Jan 2011
University of New South Wales - School of Economics and School of Banking and Finance, Peking University - Guanghua School of Management and Sveriges Riksbank - Research Division
Downloads 68 (637,199)

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Bayesian inference, Markov chain Monte Carlo, Mixture of Experts, Variable selection

5.

Determining the Impact of Evolving Urban Rail Transit Infrastructure on Service Resilience: A Case Study of the Beijing Subway Network

Number of pages: 30 Posted: 11 May 2024
University of Science and Technology Beijing, affiliation not provided to SSRN, University of Science and Technology Beijing, Peking University - Guanghua School of Management, Bond University, Griffith University and Griffith University
Downloads 2 (1,176,659)
Citation 1

Abstract:

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Urban rail transit, transportation infrastructure planning, disruption, network evolution, resilience