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Universitetet i Bergen
Yushu Lis bilde

Yushu Li

Førsteamanuensis
Matematisk institutt
Vis CV
  • E-postyushu.li@uib.no
  • Telefon+47 55 58 48 83
  • Besøksadresse
    Allégaten 41
    Realfagbygget
    5007 Bergen
  • Postadresse
    Postboks 7803
    5020 Bergen

Time series econometrics  

Sparse Bayesian Learning

Wavelet methods

Statistical machine learning 

Statistical Surveillance

STAT250(V22 Cooperate with Pekka Parviainen):Monte Carlo Methods and Bayesian Statistics

STAT260(H20,H21,H23)/STATLEARN(H17,H18, H19): Statistical learning 

STAT240 (V17,V21,V23), UIB: Theory of Finance

STAT231 (H16,H20), UIB: Nonlife insurance mathematics

STAT111 (V16, V18), UIB: Statistiske metoder

STAT250 (H15), UIB: Monte Carlo methods in statistics

ECO403 (V15,V14), NHH: Time series analysis and prediction

MAT013 (H14), NHH:Matematisk statistikk

 

17. Bjørn Gunnar Hansen, Yushu Li, Ruohao Sun, Ingunn Schei (2024)

Forecasting milk delivery to dairy – How modern statistical and machine learning methods can contribute, (on line 15.Feb.2024), Expert Systems with Applications 

16. Ingvild M. Helgøy and Yushu Li (2023)

A Bayesian Lasso based sparse learning model, (online 26 Oct. 2023), Communications in Statistics - Simulation and Computation

15. Yushu Li and Hyunjoo Kim Karlsson (2022) 

 Investigating the Asymmetric Behavior of Oil Price Volatility Using Support Vector Regression,  (Online 06 May 2022), Computational Economics, 61, pp. 1765–1790, (2023)

14. Yushu Li and Fredrik N.G. Andersson (2021) 

A simple wavelet-based test for serial correlation in panel data models,  Empirical Economics, 60, pp. 2351–2363

13. Fredrik N.G. Andersson and Yushu Li (2020)

Are Central Bankers Inflation Nutters? An MCMC Estimator of the Long-Memory Parameter in a State Space Model, Computational economics, 55, pp. 529–549.

12. Yushu Li and  Jonas Andersson (2019)

A Likelihood Ratio and Markov Chain Based Method to Evaluate Density Forecasting, (Online 17 May 2019), Journal of forecasting, 39, Issue 1, pp 47-55, 2020

11. Hyunjoo Kim Karlsson, Yushu Li and Ghazi Shukur (2018)

The Causal Nexus between Oil Prices, Interest Rates, and Unemployment in Norway Using Wavelet Methods, Sustainability 2018, 10(8), 2792

10.  Bjørn Gunnar Hansen and Yushu Li (2017)

An Analysis of Past World Market Prices of Feed and Milk and Predictions for the Future, Agribusiness, 33 (2), pp. 175-193

9.    Simon Reese and Yushu Li (2015)

Testing for structural breaks in the presence of data perturbations---Impacts and wavelet based improvements, Journal of Statistical Computation and Simulation, 2015, 85(17), pp. 3468-3479

8.       Yushu Li (2015)

Estimate long memory causality relationship by wavelet method, Computational Economics, 2015, 45(4), pp. 531-544

7.       Yushu Li (2014)

Estimating and Forecasting APARCH-Skew-t Model by Wavelet Support Vector Machines, Journal of Forecasting, 2014, 33(4), pp. 259-269

6.       Yushu Li and Simon Reese (2014)

Wavelet improvement in turning point detection using a HMM model - from the aspects of cyclical identification and outlier correction, Computational Statistics, 2014, 29(6), pp.1481-1496

5.      Yushu Li (2013)

 Wavelet Based Outlier Correction for Power Controlled Turning Point Detection in Surveillance Systems”, Economic modeling, 30, pp. 317-321

4.       Yushu Li and Shukur Ghazi (2013)

Testing for unit roots in panel data using wavelet ratio method, Computational Economics, 41, pp. 59–69

3.       Yushu Li and Shukur Ghazi (2011)

Linear and Nonlinear Causality Test in LSTAR Models: Wavelet Decomposition in Nonlinear Environment, Journal of Statistical Computation and Simulation,81:12, pp.1913-1925

2.       Yushu Li and Shukur Ghazi (2011)

Wavelet Improvement of the Over-rejection of Unit root test under GARCH errors: An Application to Swedish Immigration Data, Communications in Statistics, Theory and Methods. 40, Issue 13, pp. 2385-2396

1.      Yushu Li and Shukur Ghazi (2010)

 “Testing for Unit Root Against LSTAR Models: Wavelet Improvement under GARCH Distortion”, Communications in Statistics, Simulation and Computation, 39, Issue 2, pp. 277 – 286

Vitenskapelig artikkel
  • Vis forfatter(e) (2024). Forecasting milk delivery to dairy – How modern statistical and machine learning methods can contribute. Expert Systems With Applications.
  • Vis forfatter(e) (2023). A Bayesian Lasso based sparse learning model. Communications in Statistics - Simulation and Computation.
  • Vis forfatter(e) (2022). Investigating the Asymmetric Behavior of Oil Price Volatility Using Support Vector Regression. Computational Economics.
  • Vis forfatter(e) (2020). A simple wavelet-based test for serial correlation in panel data models. Empirical Economics.
  • Vis forfatter(e) (2019). Are Central Bankers Inflation Nutters? An MCMC Estimator of the Long-Memory Parameter in a State Space Model. Computational Economics. 1-21.
  • Vis forfatter(e) (2019). A likelihood ratio and Markov chain‐based method to evaluate density forecasting. Journal of Forecasting. 1-9.
  • Vis forfatter(e) (2018). The Causal Nexus between Oil Prices, Interest Rates, and Unemployment in Norway Using Wavelet Methods . Sustainability. 1-15.
  • Vis forfatter(e) (2017). An Analysis of Past World Market Prices of Feed and Milk and Predictions for the Future. Agribusiness. 175-193.
  • Vis forfatter(e) (2015). Testing for structural breaks in the presence of data perturbations: impacts and wavelet-based improvements. Journal of Statistical Computation and Simulation. 3468-3479.
  • Vis forfatter(e) (2014). Wavelet improvement in turning point detection using a hidden Markov model: from the aspects of cyclical identification and outlier correction. Computational statistics (Zeitschrift). 1481-1496.
  • Vis forfatter(e) (2014). Estimating and forecasting APARCH-Skew-t model by wavelet support vector machines. Journal of Forecasting. 259-269.
  • Vis forfatter(e) (2014). Estimate Long Memory Causality Relationship by Wavelet Method. Computational Economics. 531-544.
  • Vis forfatter(e) (2013). Wavelet Based Outlier Correction for Power Controlled Turning Point Detection in Surveillance Systems. Economic Modelling. 317-321.
  • Vis forfatter(e) (2011). inear and Nonlinear Causality Test in LSTAR Models: Wavelet Decomposition in Nonlinear Environment . Journal of Statistical Computation and Simulation. 1913-1925.
  • Vis forfatter(e) (2011). Wavelet Improvement of the Over-rejection of Unit root test under GARCH errors: An Application to Swedish Immigration Data” . Communications in Statistics - Theory and Methods. 2385-2396.
  • Vis forfatter(e) (2011). Testing for unit roots in panel data using wavelet ratio method . Computational Economics. 1-11.
  • Vis forfatter(e) (2010). Testing for Unit Root Against LSTAR Models: Wavelet Improvement under GARCH Distortion . Communications in Statistics - Simulation and Computation. 277-286.
Rapport
  • Vis forfatter(e) (2022). Forecasting Milk Delivery to Dairy- How Modern Statistical and Machine Learning Methods Can Contribute. .
  • Vis forfatter(e) (2015). Future world market prices of milk and feed looking into the crystal ball. 17. 17. .
  • Vis forfatter(e) (2014). Wavelet improvement in turning point detection using a Hidden Markov Model. 10. 10. .
  • Vis forfatter(e) (2014). Are Central Bankers Inflation Nutters? - A Bayesian MCMC Estimator of the Long Memory Parameter in a State Space Model. 38. 38. .
  • Vis forfatter(e) (2014). A simple wavelet-based test for serial correlation in panel data models. 11. 11. .
  • Vis forfatter(e) (2014). A Likelihood Ratio and Markov Chain Based Method to Evaluate Density Forecasting. 12. 12. .
Faglig foredrag
  • Vis forfatter(e) (2023). Investigating the Asymmetric Behavior of Oil Price Volatility Using Support Vector Regression.
  • Vis forfatter(e) (2023). Identify the mean reverting properties and prediction of milk prices in EU countries.
  • Vis forfatter(e) (2022). Investigating the Asymmetric Behavior of Oil Price Volatility Using Support Vector Regression,.
  • Vis forfatter(e) (2021). A Noise-Robust Fast Sparse Bayesian Learning Model.
  • Vis forfatter(e) (2019). A Likelihood Ratio and Markov Chain Based Method to Evaluate Density Forecasting.
  • Vis forfatter(e) (2018). Introduction to SVM and RVM.
Vitenskapelig foredrag
  • Vis forfatter(e) (2019). The Value of Turning-Point Detection for Optimal Investment .
  • Vis forfatter(e) (2019). Estimating APGARCH-Skew-t model by Wavelet Support Vector Machines.
  • Vis forfatter(e) (2019). A noise-robust Fast Sparse Bayesian Learning Model.
  • Vis forfatter(e) (2016). Testing for Structural Breaks in the Presence of Data Perturbations.
  • Vis forfatter(e) (2015). A Likelihood Ratio and Markov Chain Based Method to Evaluate Density Forecasting.
  • Vis forfatter(e) (2014). Some aspect in wavelet analysis, statistical surveillance and support vector machine.
  • Vis forfatter(e) (2014). A simple wavelet-based test for serial correlation in panel data models.
  • Vis forfatter(e) (2013). Use Wavelet Methods to Deal with Irregular and Large Time Series Data.

Se fullstendig oversikt over publikasjoner i CRIStin.

INVOLVED FUNDED Research PROJECT

2018-2021 “Strategic Risk Adoption in Real Options under Multi-Horizon Regime Switching and Uncertainty” (project number 274569). Funded by Finance Market Fund, Norwegian research council, project leader Yushu Li.

2020- 2023 “Assimilating 4D Seismic Data: Big Data into Big Models”. Funded by Research Council of Norway Petromaks-2, project leader Dean Oliver, NORCE.

2021- “Digital technology for personalised management and therapy of hypertensive nephropathy”. Funded by Helse Vest, project leader Hans-Peter Marti, Department of Medicine, UIB

2021- 2022 “Predicting Milk Production with Automated Milking System Data”. Funded by Forskningsmidlene for jordbruk og matindustri, project leader Ruohao Sun, Tine SA      

FUNDED Educational PROJECT

2022-2023 Utvikling av felleskurs og deling og utvikling av undervisning og læring i statistikk/ datascience/ maskinlæring, funded by UHR-MNT. Reference no. of commitment letter: 21/135-9, project responsible person Yushu Li

                                                                       

                                                                                                             

(V12 Lund University) Simon Reese: “Are tests for smooth structural change affected by data inaccuracies?”, Co-supervisor: Fredrik N G Andersson

(V15 NHH) Midtdal S. Tollefsen &  Hans Thomas: "En analyse av regionale prisforskjeller i det norske boligmarkedet : en tidsserieanalyse 1993-2013" , Co-supervisor: Ola Honningdal Grytten

(V18 UIB) Therese Grindheim: "Time Series: Forecasting and Evaluation Methods With Concentration On Evaluation Methods for Density Forecasting"

(H18 UIB) Victoria Foster: Empirical time series analysis with focus on wavelet methods and economic data from Norway

(V19 UIB) Francine D. D. Rogowski: A Comprehensive Study of Kernels and Feature Selection in Support Vector Regression, Co-supervisor: Bjørn Gunnar Hansen

(H19 UIB) Fredrik H. Bentsen: Model Construction with Support Vector Machines and Gaussian Processes through Kernel Search

(V20 UIB) Elise F.F. Isaksen:  Generative and Discriminative Classifiers: from Theory to Implementation

(V21 UIB) Sandra Heimsæter: A Dimensionality Reducing Extension of Bayesian Relevance Learning, Co-supervisor: Ingvild M. Helgøy

(V21 UIB) Arne L. Waagbø: APARCH Models Estimated by Support Vector Regression

(V23 UIB) Mathias E. Ostnes: Modern Variable Selection Methods with Empirical Analysis,Co-supervisor: Ingvild M. Helgøy