Wang Li

Assistant Professor Wang Li

Faculty of Information Technology

 

Office: A212

Tel.: +853-88973008

E-mail: liwang-fi@must.edu.mo

Academic Qualification:
  • Ph.D., 2014-2018, University of Macau, Statistics.
  • M.Sc., 2011-2014, University of Macau, Financial Mathematics.
  • B.Sc., 2007-2011, Jilin University, Mathematics and Applied Mathematics.
Teaching Area
  • Linear Algebra and Probability (Undergraduate,2019)
  • Times Sereis Analysis (MSc in Applied Math and Data Science, 2019)
Research Area

Statistics for Stochastic Processes, Financial Statistics, Economitric Mathematics

Working Experience
  • 09/2018-08/2019, Lecturer, School of Applied Mathematics, Beijing Normal University, Zhuhai.
  • 09/2019-Present, Assistant Professor, Faculty of Information Technology, Macau University of Science and Technology.

Academic Publication (Since 2009)

  1. 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.
  2. 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.
  3. 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.
  4. 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.

Faculty Staff