Assistant Professor Wang Li
School of Computer Science and Engineering, Faculty of Innovation Engineering
Macau University of Science and Technology
Office: A306a
Tel.: +853-8897 3008
E-mail: liwang-fi@must.edu.mo
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Academic Qualification: |
- Ph.D. in Statistics, University of Macau, Macau, China, 2018
- Master in Financial Mathematics, University of Macau, Macau, China, 2014
- Bachelor in Mathematics and Applied Mathematics, Jilin University, China, 2011
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Teaching Area |
- Linear Algebra and Probability (Undergraduate,2019)
- Discrete Mathematics (Undergraduate, 2020)
- Calculus III (2020-2021)
- Times Series Analysis (MSc in Applied Math and Data Science, 2019)
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Research Area |
- Statistics for Stochastic Processes, Financial Statistics, Economitric Mathematics
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Working Experience |
- Assistant Professor, Macau University of Science and Technology, Sep 2019 ~ Present
- Lecturer, School of Applied Mathematics, Beijing Normal University, Zhuhai, Sep 2018 ~ Aug 2019
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Academic Publication
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- Li Wang, Zhi Liu, Xiaochao Xia. Rate efficient estimation of realized Laplace transform of volatility with microstructure noise. Scandinavian Journal of Statistics, vol. 46, no. 3, pp. 920-953, 2019.
- Li Wang, Zhi Liu, Xiaochao Xia. Realized Laplace transforms for pure jump semimartingales with presence with microstructure noise. Soft Computing, vol. 23, no.14, pp. 5739-5752, 2019.
- Qiang Liu, Yiqi Liu, Zhi Liu, Li Wang. Estimation of spot volatility with superposed noisy data. North American Journal of Economics and Finance, vol. 44, pp. 62-79, 2018.
- Deng Ding, Wenfei Wang, Li Wang. The Least-squares Monte Carlo method for pricing options embedded in mortagages. Journal of Applied Finance & Banking, vol. 6, no. 2, pp. 1-20, 2016.
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