Prof. Yingying LiPhD, The University of Chicago
Areas of Expertise：
Statistical Decision Analysis
Relevant Teaching Experience with Universities:
Yingying Li is Professor at the Department of Information System, Business Statistics and Operations Management (ISOM) and the Department of Finance at Hong Kong University of Science and Technology (HKUST). Before joining HKUST, Dr. Li also held positions as lecturer and postdoctoral fellow at the Bendheim Center for Finance and the Operations Research and Financial Engineering department at Princeton University. Dr. Li received her Ph. D in Statistics from the University of Chicago. She has extensive teaching experience in MBA, MSc and UG programs.
MBA Program: HKUST (Hong Kong)
MSc Programs: HKUST (Hong Kong), Princeton University (US)
UG Programs: HKUST (Hong Kong), University of Chicago
Selected Teaching and Professional Awards：
Acting co-leader, FinTech Thrust, Society Hub, HKUST(GZ) (2020- present)
Council member, the Society for Financial Econometrics (2019- present)
NSFC Excellent Young Scientist (2019)
Elected Fellow, the Society for Financial Econometrics (SoFiE) (2017)
Associate Editor, Journal of Econometrics (2017- present)
Associate Editor, Journal of Business & Economic Statistics (2017- present)
Associate Editor, Journal of Financial Econometrics (2017- present)
Dean's Recognition for Teaching Excellence (2013-2020)
Research and Publications:
Professor Li's research focuses on financial big data, large portfolio optimization, individualized financial decision making, volatility estimation and prediction, market microstructure, etc. Dr. Li has published on top journals in statistics, finance and economics, such as Econometrica, Review of Financial Studies, Journal of Financial Economics, Annals of Statistics, Journal of American Statistical Association and Journal of Econometrics.
Professor Li leads a Financial Statistics Research lab: FinStaR@HKUST. The website http://finstar.ust.hk contains their latest research publications.