About
Dr. Yuning Li is a Lecturer in Accounting and Finance at the School for Business and Society, University of York, since September 2023. He holds a BSc in Mathematics and a PhD in Statistics from Zhejiang University, as well as a PhD in Economics from the University of York. His research focuses on financial econometrics and statistical modelling, emphasizing high-dimensional data analysis and financial data applications.
Dr. Li's education includes:
- Bachelor of Science in Mathematics, Zhejiang University
- Doctor of Philosophy in Statistics, Zhejiang University
- Doctor of Philosophy in Economics, University of York
His research interests encompass financial econometrics, particularly time series analysis, market microstructure, and high-frequency data, alongside statistical methodologies such as nonparametric estimation, change point detection, and high-dimensional data analysis. His work often involves developing innovative statistical models and applying them to real-world financial datasets, with a current emphasis on latent factor models for dimension reduction and portfolio management.
His publications span topics including structural break detection in large covariance matrices, efficient price estimation in high-frequency models, and methodological advancements in expectile regression and nonparametric analysis. These contributions reflect his expertise in both theoretical statistics and applied financial econometrics.
Dr. Li has taught courses such as Mathematics 2, Financial Economics and Capital Markets, and Quantitative Methods in Finance at the University of York. He currently oversees courses in financial modelling and individual research projects for finance students.
No scientific awards or grants are explicitly listed in the provided information. His academic contributions are primarily through his research output and teaching engagements.
