- E-mailYushu.Li@uib.no
- Phone+47 55 58 48 83
- Visitor AddressAllégaten 41Realfagbygget5007 Bergen
- Postal AddressPostboks 78035020 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)/STATLEARN (H17,H18, H19), UIB: Statistical learning
STAT240 (V17,V21), 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
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.
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, pages 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
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 Statistic,, 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
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- (2022). Investigating the Asymmetric Behavior of Oil Price Volatility Using Support Vector Regression. Computational Economics.
- (2020). A simple wavelet-based test for serial correlation in panel data models. Empirical Economics.
- (2019). Are Central Bankers Inflation Nutters? An MCMC Estimator of the Long-Memory Parameter in a State Space Model. Computational Economics. 1-21.
- (2019). A likelihood ratio and Markov chain‐based method to evaluate density forecasting. Journal of Forecasting. 1-9.
- (2018). The Causal Nexus between Oil Prices, Interest Rates, and Unemployment in Norway Using Wavelet Methods . Sustainability. 1-15.
- (2017). An Analysis of Past World Market Prices of Feed and Milk and Predictions for the Future. Agribusiness. 175-193.
- (2015). Testing for structural breaks in the presence of data perturbations: impacts and wavelet-based improvements. Journal of Statistical Computation and Simulation. 3468-3479.
- (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.
- (2014). Estimating and forecasting APARCH-Skew-t model by wavelet support vector machines. Journal of Forecasting. 259-269.
- (2014). Estimate Long Memory Causality Relationship by Wavelet Method. Computational Economics. 531-544.
- (2013). Wavelet Based Outlier Correction for Power Controlled Turning Point Detection in Surveillance Systems. Economic Modelling. 317-321.
- (2011). inear and Nonlinear Causality Test in LSTAR Models: Wavelet Decomposition in Nonlinear Environment . Journal of Statistical Computation and Simulation. 1913-1925.
- (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.
- (2011). Testing for unit roots in panel data using wavelet ratio method . Computational Economics. 1-11.
- (2010). Testing for Unit Root Against LSTAR Models: Wavelet Improvement under GARCH Distortion . Communications in Statistics - Simulation and Computation. 277-286.
- (2022). Forecasting Milk Delivery to Dairy- How Modern Statistical and Machine Learning Methods Can Contribute. .
- (2015). Future world market prices of milk and feed looking into the crystal ball. 17. 17. .
- (2014). Wavelet improvement in turning point detection using a Hidden Markov Model. 10. 10. .
- (2014). Are Central Bankers Inflation Nutters? - A Bayesian MCMC Estimator of the Long Memory Parameter in a State Space Model. 38. 38. .
- (2014). A simple wavelet-based test for serial correlation in panel data models. 11. 11. .
- (2014). A Likelihood Ratio and Markov Chain Based Method to Evaluate Density Forecasting. 12. 12. .
- (2022). Investigating the Asymmetric Behavior of Oil Price Volatility Using Support Vector Regression,.
- (2021). A Noise-Robust Fast Sparse Bayesian Learning Model.
- (2019). A Likelihood Ratio and Markov Chain Based Method to Evaluate Density Forecasting.
- (2018). Introduction to SVM and RVM.
- (2019). The Value of Turning-Point Detection for Optimal Investment .
- (2019). Estimating APGARCH-Skew-t model by Wavelet Support Vector Machines.
- (2019). A noise-robust Fast Sparse Bayesian Learning Model.
- (2016). Testing for Structural Breaks in the Presence of Data Perturbations.
- (2015). A Likelihood Ratio and Markov Chain Based Method to Evaluate Density Forecasting.
- (2014). Some aspect in wavelet analysis, statistical surveillance and support vector machine.
- (2014). A simple wavelet-based test for serial correlation in panel data models.
- (2013). Use Wavelet Methods to Deal with Irregular and Large Time Series Data.
More information in national current research information system (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