assistant professor wang li
school of computer science and engineering, faculty of innovation engineering
macau university of science and technology
office: a306a
tel.: 853-8897 3008
e-mail:
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| academic qualification: |
- ph.d. in statistics, university of macau, macau, china, 2018
- master in financial mathematics, university of macau, macau, china, 2014
- bachelor in mathematics and applied mathematics, jilin university, china, 2011
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| teaching area |
- linear algebra and probability (undergraduate,2019)
- discrete mathematics (undergraduate, 2020)
- calculus iii (2020-2021)
- times series analysis (msc in applied math and data science, 2019)
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| research area |
- statistics for stochastic processes, financial statistics, economitric mathematics
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| working experience |
- assistant professor, macau university of science and technology, sep 2019 ~ present
- lecturer, school of applied mathematics, beijing normal university, zhuhai, sep 2018 ~ aug 2019
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academic publication
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- li wang, zhi liu, xiaochao xia. rate efficient estimation of realized laplace transform of volatility with microstructure noise. scandinavian journal of statistics, vol. 46, no. 3, pp. 920-953, 2019.
- li wang, zhi liu, xiaochao xia. realized laplace transforms for pure jump semimartingales with presence with microstructure noise. soft computing, vol. 23, no.14, pp. 5739-5752, 2019.
- qiang liu, yiqi liu, zhi liu, li wang. estimation of spot volatility with superposed noisy data. north american journal of economics and finance, vol. 44, pp. 62-79, 2018.
- deng ding, wenfei wang, li wang. the least-squares monte carlo method for pricing options embedded in mortagages. journal of applied finance & banking, vol. 6, no. 2, pp. 1-20, 2016.
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