姓名： 李渊博

系别：数量金融系

职称： 副教授

电子邮件： liyuanbo@uibe.edu.cn

教育背景:

中山大学数学与计算科学学院 统计学学士

香港中文大学 统计学博士

工作经历：

对外经济贸易大学mjm世界杯官网

博士生导师，国际特许金融分析师（CFA）

研究领域:

时间序列数据分析，变点检测，高维数据分析，机器学习

科研文章：

Leung, S. H. I., Li, Y.(Corresponding author) and Yau, C. Y. (2026) Forecasting under structural breaks in non-parametric time series regression. (Submitted).

Ng, C. T., Yau, C. Y., Li, Y.(Corresponding author) and Qin, L. (2026) Threshold models for high-dimensional nonlinear time series with network structure. Journal of Multivariate Analysis, 212, 105560

Li. Y., Ng, C. T., Wu, G., Yau, C. Y. and Zhang, C. (2025) Change point estimation for high-dimensional time series with network structure. Electronic Journal of Statistics, 19(2), 3233-3272.

Li, Y., Chen, K., Zheng, X and Yau, C. Y. (2024). Functional Threshold Autoregressive Model. Statistica Sinica, 34(2)

Li. Y., Chan, C. K., Yau, C. Y., Ng, W. L. and Lam, H. (2024). Burn-in selection in simulating time series. Computational Statistics & Data Analysis, 192, 107886

Li, Y., Ng, C. T and Yau, C. Y. (2022) GARCH-type factor model. Journal of Multivariate Analysis, 190,105001

Li, Y., Chan, N. H., Yau, C. Y and Zhang R. (2021) Group orthogonal greedy algorithm for change-point estimation of multivariate time series. Journal of Statistical Planning and Inference, 212, 14-33

Li, Y., Zheng, X and Yau, C. Y. (2019) Generalized threshold latent variable model. Electronic Journal of Statistics, 3, 2043-2092

Chan, N.H., Ing, C. K., Li, Y (co-first author) and Yau, C.Y. (2017). Threshold Estimation via Group Orthogonal Greedy Algorithm. Journal of Business and Economic Statistics, 35, 334- 345

基金项目:

主持国家自科基金青年项目

参与国家自科基金面上项目（成员排名第二）、国家社科重大项目