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J-GLOBAL ID：201101081441189342   Update date: Mar. 30, 2024

Liu Qingfeng

リュウ ケイホウ | Liu Qingfeng
Affiliation and department：
Hosei University Faculty of Science and Engineering, Department of Industrial and Systems Engineering

About Hosei University Faculty of Science and Engineering, Department of Industrial and Systems Engineering


Job title： Professor
Homepage URL  (2)： https://qingfeng-liu.github.io ,  https://qingfeng-liu.github.io/index.html
Research field  (2)： Economic statistics ,  Statistical science
Research keywords  (6)： Econometrics ,  High-dimensional Data ,  Big Data ,  Machine Learning ,  Model Selection ,  Model Averaging Estimation for Conditional Volatility Models with an Application to Stock Market Volatility Forecast
Research theme for competitive and other funds  (8)：
  • 2022 - 2025 Machine Learning methods for Econometric analysis
  • 2021 - 2022 Model Averaging for Machine Learning
  • 2019 - 2022 Model Averaging for Ultra-High Dimensional Data: Theory, Methods, and Applications
  • 2016 - 2019 Factor selection and related topics on high-dimensional data analysis
  • 2013 - 2015 Generalized Least Squares Model Averaging and Confidence Set around Model Averaged Estimate
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Papers (24)：
  • Qingfeng Liu, Yang Feng. Machine collaboration. Stat. 2024. 13. 1
  • Feng, Yang, Liu, Qingfeng, Yao, Qingsong, Zhao, Guoqing. Model Averaging for Nonlinear Regression Models. Journal of Business & Economic Statistics. 2021. 1-14
  • Qingfeng Liu, Miaomiao Zheng. Model Averaging for Generalized Linear Model with Covariates that are Missing completely at Random. The Journal of Quantitative Economics. 2020. 11. 04. 25-40
  • Feng, Yang, Liu, Qingfeng. Nested model averaging on solution path for high-dimensional linear regression. Stat. 2020. 9. 1
  • Liu, Qingfeng, Yao, Qingsong, Zhao, Guoqing. Model averaging estimation for conditional volatility models with an application to stock market volatility forecast. Journal of Forecasting. 2020. 39. 5. 841-863
ｍore...
MISC (14)：
  • Qingfeng Liu, Yang Feng. Machine collaboration. Stat. 2024. 13. 1
  • Qingfeng Liu. Generalized Cp Model Averaging for Heteroskedastic Models. Discussion paper series. 2011. 139. 139. 1-20
  • Liu, Qingfeng. An application of forecast combination methods to default risk prediction. Discussion paper series (Center for Business Creation, Otaru University of Commerce). 2011. 130. 1-8
  • Generalized Cp model averaging for heteroskedastic models. Discussion paper series. 2010. 127. 1-9,巻頭2枚
  • Liu Qingfeng. Asymptotic Theory for Difference-based Estimator of Partially Linear Models(<Special Section>New Developments in Nonparametric Method). Journal of the Japan Statistical Society Japanese issue. 2010. 39. 2. 393-406
ｍore...
Books (1)：
  • 計量経済学-基礎理論与方法
    中国金融出版社 2010
Lectures and oral presentations  (56)：
  • Tying Maximum Likelihood Estimation for Dependent Data
    (School of Statistics and Management Seminar, Shanghai University of Finance and Economics 2024)
  • Machine Collaboration
    (School of Data Science Seminar, Fudan University 2023)
  • Tying Maximum Likelihood Estimation for Dependent Data
    (Faculty of Economics and Managment Seminar, East China Normal University. 2023)
  • Tying Maximum Likelihood Estimation for Dependent Data
    (School of Economics Seminar, Shanghai University of Finance and Economics 2023)
  • Tying Maximum Likelihood Estimation for Dependent Data
    (College of Business Seminar, Shanghai University of Finance and Economics 2022)
ｍore...
Education (3)：
  • 2004 - 2007 京都大学大学院 経済学研究科 経済システム分析 博士後期課程
  • 2002 - 2004 京都大学大学院 経済学研究科 修士課程
  • 1998 - 2002 Niigata University Faculty of Economics Department of Business Administration
Professional career (3)：
  • Bachelor of Economics (Niigata University)
  • Master of Economics (Kyoto University)
  • Doctor of Economics (Kyoto University)
Work history (12)：
  • 2022/04 - 現在 Hosei University Faculty of Science and Engineering, Department of Industrial and Systems Engineering Professor
  • 2022/04 - 2023/03 京都大学経済研究所 非常勤講師
  • 2015/10 - 2022/03 Otaru University of Commerce Department of Economics Professor
  • 2018/10 - 2019/09 Columbia University, USA. Department of Statistics Visiting Scholar
  • 2015/04 - 2016/03 Kyoto University Institute of Economic Research
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Committee career (10)：
  • 2021/10 - 現在 International Journal of Innovative Management Information & Production, Waseda University. Co-editor
  • 2021/10 - 現在 Open Economics, De Gruyter. Editor
  • 2018 - 現在 The Journal of Quantitative Economics, Jilin University. Editor
  • 2017/09 - 現在 Journal of Business & Economic Statistics Reviwer
  • Econometric Theory Reviewer
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Awards (2)：
  • 2017/06 - International Society of Management Engineers Best paper award Model Selection and Model Averaging for Nonlinear Regression Models
  • 2002/03 - 新潟大学 新潟大学経済学会賞 「株価と為替とのGranger因果関係分析」
Association Membership(s) (4)：
The Japanese Society for Artificial Intelligence ,  日本統計学会 ,  日本経済学会 ,  The econometric society
※ Researcher’s information displayed in J-GLOBAL is based on the information registered in researchmap. For details, see here.

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