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

Teaching Area

Calculus III (Undergraduate, 2020-2023)

Linear Algebra and Probability (Undergraduate, 2019)

Discrete Mathematics (Undergraduate, 2020, 2021, 2023, 2024)

Times Series Analysis (MSc in Applied Math and Data Science, 2019-2024)

Research Area

Statistics for Stochastic Processes

Financial Statistics

Economitric Mathematics

Working Experience

Sep 2019 ~ Present, Assistant Professor, Macau University of Science and Technology

Sep 2018 ~ Aug 2019, Lecturer, School of Applied Mathematics, Beijing Normal University, Zhuhai

Academic Publication

1.          L. Zhang and L. Wang, Generalized Method of Moments Estimation of Realized Stochastic Volatility Model. Journal of Risk and Financial Management, vol. 16(8), p377, 2023.

2.          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.

3.          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.

4.          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.

5.          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.

Research Grants

Efficient estimation of co-Laplace transform of volatility. Fund No. FRG-21-003-FI. Macau University of Science and Technology Faculty Research Grants. Found amount: MOP 100,000.