معرفی
Dr Yufei Li is a Lecturer in Data Analytics for Finance at King's Business School, King's College London, where she joined in September 2023. Her research is centered on quantitative methods in finance, with strong affiliations to the Qatar Centre for Global Banking and Finance.
Education:
- MSc in Econometrics and Finance, Queen Mary University of London
- PhD in Economics, Queen Mary University of London
Her research interests lie at the intersection of econometric theory and financial applications. She specializes in Financial Econometrics, Time Series Analysis, and Machine Learning, with a focus on developing robust statistical models for high-frequency financial data and structural change detection. Her methodological work supports macro-finance applications, particularly in modeling volatility and correlation under non-stationarity.
The recent publication and working papers indicate a strong trend toward advancing regression modeling under heterogeneity and time-varying parameters, using dynamic and periodic augmented frameworks. Her work bridges theoretical econometrics with practical financial data challenges.
Scientific Awards:
- No awards listed in the provided text.
Dr Li has been involved in postdoctoral research at the Qatar Centre for Global Banking and Finance, contributing to projects in global banking and financial econometrics. While no active grants are listed, her research output suggests ongoing work in foundational econometric methods. She is currently not accepting PhD students, focusing on her independent research agenda.
She is affiliated with the Banking & Finance research group at King’s Business School and contributes to the broader research ecosystem through the Qatar Centre for Global Banking and Finance, a collaborative initiative focused on global financial systems and policy-relevant research.
