Yushu Li

Position

Associate Professor

Affiliation

Research groups

Research

Time series econometrics  

Sparse Bayesian Learning

Wavelet methods

Statistical machine learning 

Statistical Surveillance

Teaching

Lecturer and course responsible:

STAT250(V22 Cooperate with Pekka Parviainen):Monte Carlo Methods and Bayesian Statistics

STAT260(H20,H21,H23)/STATLEARN(H17,H18, H19): Statistical learning 

STAT240 (V17,V21,V23), UIB: Theory of Finance

STAT231 (H16,H20,H22,H24), UIB: Nonlife insurance mathematics

STAT111 (V16, V18), UIB: Statistiske metoder (Bachelor level. Given in Norwegian)

STAT250 (H15), UIB: Monte Carlo methods in statistics

ECO403 (V15,V14), NHH: Time series analysis and prediction

MAT013 (H14), NHH:Matematisk statistikk (Bachelor level. Given in Norwegian)

External grading sensor (2017-):

ENE473 Real Options Analysis of Electricity Markets, NHH 

BEA525 Financial Engineering in Energy Markets using Real Options, NHH

GRA 4136/41363 Predictive Analytics and Machine Learning/ Machine Learning for Business, BI OSLO

TMA4268 Statistisk læring, NTNU

TMA4900  Industriell matematikk /Datateknologi, masteroppgave, NTNU

IT3920/3903  Masteroppgave for MSIT/ Masteroppgave i informatikk: Kunstig intelligens, NTNU

Supervised Ph.D. project:

(June 2023, UIB)  Ingvild M. Helgøy,  Sparse Bayesian learning methods and statistical survival models

Supervised Master projects:

(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

(V23 UIB) Mathias E. Ostnes: Modern Variable Selection Methods with Empirical Analysis,Co-supervisor: Ingvild M. Helgøy

2017-2022: 6 bachelor thesis (STAT292 UIB Project in Statistics)

Publications
Academic article

See a complete overview of publications in Cristin.

Projects

Involved Research Projects

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      

 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