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mw. H. (Hao) Li MSc

Faculteit Economie en Bedrijfskunde
Sectie Quantitative Economics

Bezoekadres
  • Roetersstraat 11
  • Kamernummer: 3.29
Postadres
  • Postbus 15867
    1001 NJ Amsterdam
Contactgegevens
Social media
  • Profile

    Positions

    PhD candidate, Center for Nonlinear Dynamics in Economics and Finance, Department of Quantitative Economics

    Education

    MSc. in Economics, University of Groningen, 2015

    MSc. in Finance, University of Groningen, 2014

    B.A. in Finance (graduated with honor in recognition of thesis, top 2%), Nankai Univeristy, 2012

    Research interests ​

    Financial Econometrics, Empirical Asset Pricing, Big Data Analytics, Portfolio Theory, Machine Learning in Asset Pricing, Non-parametric Econometrics, Non-normal Distributions

    Memberships

    The Society for Computational Economics

    The Society for Financial Econometrics

    Skills

    Programming Languages: Python

    Software: Matlab, R, Octave, EViews, Stata, LaTeX

    Certificates: Machine Learning course certificate (offered by Stanford University though Coursera), English Fluency certificate (offered by UvA Talen), NT2 beginners certificate (offered by UvA Talen), SoFiE Summer School on Machine Learning and Finance (offered by The Univerisity of Chicago and The Society for Financial Econometrics)

    Languages: Chinese (native), English ( fluent), Dutch (basic)

    Publications

    Bao, T., Diks, C., & Li, H. (2017). A generalized CAPM model with asymmetric power distributed errors with an application to portfolio construction. Economic Modelling. DOI: 10.1016/j.econmod.2017.03.035

    Presentations

    CeNDEF Lunch Seminar, University of Amsterdam, June 2016

    International Conference on Applied Financial Economics, Shanghai University, July 2016

    11th International Conference on Computational and Financial Econometrics, University of London, December 2017

    CeNDEF Lunch Seminar, University of Amsterdam, April 2018

    UvA Simulation based Science community workshop, May 2018

    24th International Conference Computing in Economics and Finance, June 2018

  • Teaching

    Statistics

    1st year Bachelor course at University of Amsterdam, Lecturer: dr. W.C.M. van Beers , 2016

    Mathematics

    1st year Bachelor course at University of Amsterdam, Lecturers: dr. Joris Marée and drs. Arjen Valstar, 2016

  • Publicaties

    2018

    • Li, L., Lin, R-B., Krishna, R., Li, H., Xiang, S., Wu, H., ... Chen, B. (2018). Ethane/ethylene separation in a metal-organic framework with iron-peroxo sites. Science, 362(6413), 443-446. DOI: 10.1126/science.aat0586  [details] 
    • Bao, T., Diks, C., & Li, H. (2018). A generalized CAPM model with asymmetric power distributed errors with an application to portfolio construction. Economic Modelling, 68, 611-621. DOI: 10.1016/j.econmod.2017.03.035  [details] 
    This list of publications is extracted from the UvA-Current Research Information System. Questions? Ask the library  or the Pure staff  of your faculty / institute. Log in to Pure  to edit your publications. Log in to Personal Page Publication Selection tool  to manage the visibility of your publications on this list.
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