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Feng Li

Not to be confused with: Feng Li

Personal Details

First Name:Feng
Middle Name:
Last Name:Li
Suffix:
RePEc Short-ID:pli521
https://feng.li/
Guanghua School of Management Peking University, Beijing 100871, China
+861062747602
Twitter: f3ngli
Mastodon: @fengli@sciences.social
Terminal Degree:2013 (from RePEc Genealogy)

Affiliation

Department of Business Statistics and Econometrics
Guanghua School of Management
Peking University

Beijing, China
http://www.gsm.pku.edu.cn/statistic/index.html
RePEc:edi:dbpkucn (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Bohan Zhang & Yanfei Kang & Anastasios Panagiotelis & Feng Li, 2022. "Optimal reconciliation with immutable forecasts," Papers 2204.09231, arXiv.org.
  2. Li Li & Yanfei Kang & Fotios Petropoulos & Feng Li, 2022. "Feature-based intermittent demand forecast combinations: bias, accuracy and inventory implications," Papers 2204.08283, arXiv.org, revised Aug 2022.
  3. Li Li & Yanfei Kang & Feng Li, 2021. "Bayesian forecast combination using time-varying features," Papers 2108.02082, arXiv.org, revised Jun 2022.
  4. Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
  5. Xiaoqian Wang & Yanfei Kang & Rob J Hyndman & Feng Li, 2020. "Distributed ARIMA Models for Ultra-long Time Series," Monash Econometrics and Business Statistics Working Papers 29/20, Monash University, Department of Econometrics and Business Statistics.
  6. Thiyanga S. Talagala & Feng Li & Yanfei Kang, 2019. "Feature-based Forecast-Model Performance Prediction," Monash Econometrics and Business Statistics Working Papers 21/19, Monash University, Department of Econometrics and Business Statistics.
  7. Yanfei Kang & Rob J Hyndman & Feng Li, 2018. "Efficient generation of time series with diverse and controllable characteristics," Monash Econometrics and Business Statistics Working Papers 15/18, Monash University, Department of Econometrics and Business Statistics.
  8. Li, Feng & Villani, Mattias & Kohn, Robert, 2010. "Modeling Conditional Densities Using Finite Smooth Mixtures," Working Paper Series 245, Sveriges Riksbank (Central Bank of Sweden).
  9. Li, Feng & Villani, Mattias & Kohn, Robert, 2009. "Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities," Working Paper Series 233, Sveriges Riksbank (Central Bank of Sweden).

Articles

  1. Zhang, Bohan & Kang, Yanfei & Panagiotelis, Anastasios & Li, Feng, 2023. "Optimal reconciliation with immutable forecasts," European Journal of Operational Research, Elsevier, vol. 308(2), pages 650-660.
  2. Wang, Xiaoqian & Kang, Yanfei & Hyndman, Rob J. & Li, Feng, 2023. "Distributed ARIMA models for ultra-long time series," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1163-1184.
  3. Li, Li & Kang, Yanfei & Li, Feng, 2023. "Bayesian forecast combination using time-varying features," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1287-1302.
  4. Li Li & Yanfei Kang & Fotios Petropoulos & Feng Li, 2023. "Feature-based intermittent demand forecast combinations: accuracy and inventory implications," International Journal of Production Research, Taylor & Francis Journals, vol. 61(22), pages 7557-7572, November.
  5. Wang, Xiaoqian & Hyndman, Rob J. & Li, Feng & Kang, Yanfei, 2023. "Forecast combinations: An over 50-year review," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1518-1547.
  6. Talagala, Thiyanga S. & Li, Feng & Kang, Yanfei, 2022. "FFORMPP: Feature-based forecast model performance prediction," International Journal of Forecasting, Elsevier, vol. 38(3), pages 920-943.
  7. Kang, Yanfei & Cao, Wei & Petropoulos, Fotios & Li, Feng, 2022. "Forecast with forecasts: Diversity matters," European Journal of Operational Research, Elsevier, vol. 301(1), pages 180-190.
  8. Xiaoqian Wang & Yanfei Kang & Fotios Petropoulos & Feng Li, 2022. "The uncertainty estimation of feature-based forecast combinations," Journal of the Operational Research Society, Taylor & Francis Journals, vol. 73(5), pages 979-993, May.
  9. Anderer, Matthias & Li, Feng, 2022. "Hierarchical forecasting with a top-down alignment of independent-level forecasts," International Journal of Forecasting, Elsevier, vol. 38(4), pages 1405-1414.
  10. Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022. "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
    • Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
  11. Rui Pan & Tunan Ren & Baishan Guo & Feng Li & Guodong Li & Hansheng Wang, 2022. "A Note on Distributed Quantile Regression by Pilot Sampling and One-Step Updating," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(4), pages 1691-1700, October.
  12. Kang, Yanfei & Spiliotis, Evangelos & Petropoulos, Fotios & Athiniotis, Nikolaos & Li, Feng & Assimakopoulos, Vassilios, 2021. "Déjà vu: A data-centric forecasting approach through time series cross-similarity," Journal of Business Research, Elsevier, vol. 132(C), pages 719-731.
  13. Hannah M Bailey & Yi Zuo & Feng Li & Jae Min & Krishna Vaddiparti & Mattia Prosperi & Jeffrey Fagan & Sandro Galea & Bindu Kalesan, 2019. "Changes in patterns of mortality rates and years of life lost due to firearms in the United States, 1999 to 2016: A joinpoint analysis," PLOS ONE, Public Library of Science, vol. 14(11), pages 1-18, November.
  14. Feng Li & Zhuojing He, 2019. "Credit risk clustering in a business group: Which matters more, systematic or idiosyncratic risk?," Cogent Economics & Finance, Taylor & Francis Journals, vol. 7(1), pages 1632528-163, January.
  15. Li, Feng & Kang, Yanfei, 2018. "Improving forecasting performance using covariate-dependent copula models," International Journal of Forecasting, Elsevier, vol. 34(3), pages 456-476.
  16. Feng Li & Mattias Villani, 2013. "Efficient Bayesian Multivariate Surface Regression," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(4), pages 706-723, December.

Chapters

  1. Li Li & Feng Li & Yanfei Kang, 2023. "Forecasting Large Collections of Time Series: Feature-Based Methods," Palgrave Advances in Economics of Innovation and Technology, in: Mohsen Hamoudia & Spyros Makridakis & Evangelos Spiliotis (ed.), Forecasting with Artificial Intelligence, chapter 0, pages 251-276, Palgrave Macmillan.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FOR: Forecasting (7) 2018-10-15 2019-10-28 2020-09-07 2021-08-16 2022-03-21 2022-05-09 2022-05-16. Author is listed
  2. NEP-ECM: Econometrics (6) 2009-12-11 2010-10-30 2018-10-15 2019-10-28 2020-09-07 2021-08-16. Author is listed
  3. NEP-ETS: Econometric Time Series (4) 2018-10-15 2019-10-28 2020-09-07 2021-08-16
  4. NEP-BAN: Banking (1) 2022-03-21
  5. NEP-CWA: Central and Western Asia (1) 2022-03-21
  6. NEP-ISF: Islamic Finance (1) 2021-08-16
  7. NEP-ORE: Operations Research (1) 2019-10-28
  8. NEP-UPT: Utility Models and Prospect Theory (1) 2022-03-21

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