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Degui Li

Profile

Biography

I joined the Department of Mathematics at University of York in March 2013 and was promoted to professor in January 2018.

Prior to that I worked as a Research Fellow and Senior Research Fellow at Monash University in Australia (2011-2013) and a Research Associate at University of Adelaide in Australia (2008-2010). More details can be found in my personal website here.

Departmental roles

Admission Tutor for MSc in Statistics and Computational Finance

Research

Overview

My main research areas include:

  • Functional Data Analysis
  • High-Dimensional Variable/Feature Selection
  • High-Frequency Financial Econometrics
  • Longitudinal Data Modeling
  • Network Modeling
  • Nonparametric and Semiparametric Statistics
  • Robust Statistics
  • Time Series Econometrics

In particular, I am interested in the development of general econometric and statistical models, design of flexible inferential methods, and justification of the models and methods via large sample analysis and numerical studies.

My research works have been supported by Leverhulme Research Fellowship, British Academy/Leverhulme Small Grant, Australian Research Council Discovery Project and Discovery Early Career Researcher Award and Heilbronn Institute Small Grant.

I am the Associate Editor of Econometric Theory, Journal of Time Series Analysis, and Econometrics and Statistics.

Research group(s)

Statistics and Probability Research Group

Available PhD research projects

I am happy to supervise PhD students on the following topics:

  • Data-Driven Approaches to Analyse Non-Stationary Time Series Data with Applications in Economics
  • High-Dimensional Factor Models with Applications to Big Financial Data Analysis
  • Modeling Large-Scale Network Time Series: Methodology and Practice

Supervision

Teaching

Undergraduate

  • Advanced Multivariate Analysis
  • Multivariate Analysis
  • Statistics for Insurance

Postgraduate

  • Advanced Multivariate Analysis
  • Multivariate Analysis
  • Statistics for Insurance

Contact details

Professor Degui Li
G/N/165

Tel: +44 1904 32 4160