Wei Li
Contact
|
E-mail: |
|
|
|
Phone:
|
|
|
|
Office: Office hours: |
Dorotheenstraße 1, Room 004
|
|
| Postal address: |
School of Business and Economics |
Actual Position
2021 - Today: Guest Researcher, High Dimensional Nonstationary Time Series, Humboldt-Universität zu Berlin, Germany
Education
- Ph.D. in Computational Finance (Norwegian University of Science and Technology, Norway)
-
Master of Science in Financial Computing (Queen Mary University of London, UK)
- Master of Science in Financial Forecasting and Investment (Univerisity of Glasgow, UK)
Research Interests
- Times series analysis
- Machine learning application in Finance
- Energy Finance
- Computational Finance
- Fintech
- Explainable machine learning
Publications
- Li, W.*, Paraschiv, F. (2021). Modelling the Evolution of Wind and Solar Power Infeed Forecasts.
Journal of Commodity Market. - Li, W.*, Becker, M. D. (2021). Day-ahead Electricity Price Prediction Applying Hybrid Models
of LSTM-based Deep Learning Methods and Feature Selection Algorithms under Consideration of
Market Coupling. Energy.
Working Papers
- Li, W.*, Paraschiv, F., Sermpinis, G. (2021). A Data-driven Explainable Case-based Reasoning for Financial Risk Detection. Under review of Quantitative Finance.
- Wang, R.T., Peng, F.P.*, Li, W., Wang, C.L. (2021). Does Rigid Payment’s Breaking Down
Diminish Financing Cost? (Language: Chinese). Under review of Management World. - Li, W.*, Härdle, W. K. (2021). A Data-driven Case-based Reasoning in Bankruptcy Prediction.
Working paper. Submitted to Management Science soon. - Li, W.*, Shchekina, A, Härdle, W. K. (2022). Sentiment-driven Cryptocurrency Market Analysis.
Work in progress.
Teaching
- 2020-2021: Short courses on DEDA Digital Economy, BRC Blockchain Research Center, Humboldt-Universität zu Berlin, Germany
- 2021-2022: Short courses on DEDA Digital Economy, BRC Blockchain Research Center, Humboldt-Universität zu Berlin, Germany