Wang Li

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


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
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)
Research Area
  • Statistics for Stochastic Processes, Financial Statistics, Economitric Mathematics
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

Academic Publication

  • 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.

Faculty Staff