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Yushu Lis bilde

Yushu Li

Førsteamanuensis
  • E-postYushu.Li@uib.no
  • Telefon+47 55 58 48 83
  • Besøksadresse
    Realfagbygget, Allégt. 41
  • Postadresse
    Postboks 7803
    5020 Bergen

Time series econometrics  

Sparse Bayesian Learning

Wavelet methods

Statistical machine learning 

Statistical Surveillance

STATLEARN(H17,H18), UIB: Statistical Learning

STAT240 (V17), UIB: Theory of Finance

STAT231 (H16), 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

 

12. Yushu Li and  Jonas Andersson (2019)

A Likelihood Ratio and Markov Chain Based Method to Evaluate Density Forecasting, (published on line 17 May 2019), Jounnal of forecasting

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

  " The Causal Nexus between Oil Prices, Interest Rates, and Unemployment in Norway Using Wavelet Methods", Sustainability 201810(8), 2792; https://doi.org/10.3390/su10082792

10  Bjørn Gunna Hansan 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 APGARCH-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 (2011)

“Testing for unit roots in panel data using wavelet ratio method”, Computational Economics, Nov., 2011, pp 1-11

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

Tidsskriftartikler
  • Li, Yushu; Andersson, Lars Jonas. 2019. A Likelihood Ratio and Markov Chain Based Method to Evaluate Density Forecasting. Journal of Forecasting.
  • Karlsoon, Hyunjoo Kim; Li, Yushu; Shukur, Ghazi. 2018. The Causal Nexus between Oil Prices, Interest Rates, and Unemployment in Norway Using Wavelet Methods. Sustainability. 10: 1-15. doi: 10.3390/su10082792
  • Hansen, Bjørn Gunnar; Li, Yushu. 2017. An Analysis of Past World Market Prices of Feed and Milk and Predictions for the Future. Agribusiness. 33: 175-193. doi: 10.1002/agr.21474
  • Reese, Simon; Li, Yushu. 2015. Testing for structural breaks in the presence of data perturbations: impacts and wavelet-based improvements. Journal of Statistical Computation and Simulation. 85: 3468-3479. doi: 10.1080/00949655.2014.979824
  • Li, Yushu. 2014. Estimating and forecasting APARCH-Skew-t model by wavelet support vector machines. Journal of Forecasting. 33: 259-269. doi: 10.1002/for.2275
  • Li, Yushu. 2014. Estimate Long Memory Causality Relationship by Wavelet Method. Computational Economics. 45: 531-544. doi: 10.1007/s10614-014-9434-y
  • Li, Yushu; Reese, Simon. 2014. Wavelet improvement in turning point detection using a hidden Markov model: from the aspects of cyclical identification and outlier correction. Computational statistics (Zeitschrift). 29: 1481-1496. doi: 10.1007/s00180-014-0502-5
  • Li, Yushu; Shukur, Ghazi. 2011. Testing for unit roots in panel data using wavelet ratio method. Computational Economics. Nov: 1-11.
  • Li, Yushu; Shukur, Ghazi. 2011. inear and Nonlinear Causality Test in LSTAR Models: Wavelet Decomposition in Nonlinear Environment. Journal of Statistical Computation and Simulation. 81: 1913-1925.
  • Li, Yushu; 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: 2385-2396.
  • Li, Yushu; Shukur, Ghazi. 2010. Testing for Unit Root Against LSTAR Models: Wavelet Improvement under GARCH Distortion. Communications in statistics. Simulation and computation. 39: 277-286.
Rapporter/avhandlinger
  • Hansen, Bjørn Gunnar; Li, Yushu. 2015. Future world market prices of milk and feed looking into the crystal ball. Norges Handelshoeyskole. Institutt for Foretaksoekonomi. Discussion Paper. 17. Norges Handelshøyskole. Institutt for Foretaksøkonomi, Bergen. 30 sider.
  • Andersson, Fredrik N. G.; Li, Yushu. 2014. Are Central Bankers Inflation Nutters? - A Bayesian MCMC Estimator of the Long Memory Parameter in a State Space Model. Norges Handelshoeyskole. Institutt for Foretaksoekonomi. Discussion Paper. 38. Norges Handelshøyskole. Institutt for Foretaksøkonomi, Bergen. 17 sider.
  • Li, Yushu; Andersson, Fredrik N. G. 2014. A simple wavelet-based test for serial correlation in panel data models. Norges Handelshoeyskole. Institutt for Foretaksoekonomi. Discussion Paper. 11. Norges Handelshøyskole. Institutt for Foretaksøkonomi, Bergen. 12 sider.
  • Li, Yushu; Andersson, Jonas. 2014. A Likelihood Ratio and Markov Chain Based Method to Evaluate Density Forecasting. Norges Handelshoeyskole. Institutt for Foretaksoekonomi. Discussion Paper. 12. Norges Handelshøyskole. Institutt for Foretaksøkonomi, Bergen. 12 sider.
  • Li, Yushu; Reese, Simon. 2014. Wavelet improvement in turning point detection using a Hidden Markov Model. Norges Handelshoeyskole. Institutt for Foretaksoekonomi. Discussion Paper. 10. Norges Handelshøyskole. Institutt for Foretaksøkonomi, Bergen. 22 sider.

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Project leader for two years research project (2018-2019):  Strategic  Risk Adoption  in  Real  Options  under  Multi - Horizon  Regime  Switching and Uncertainty.

Project number 274569, Granted with 580000 nok from  Finance Market Fund, Norwegian Research Council