Curriculum Vitae of Qinghua Li

Homepage:https://www.researchgate.net/profile/Qinghua-Li-6     

Email:202013904@sdtbu.edu.cn     

Office Address: 山东工商学院, 统计学院山东省烟台市莱山区滨海中路 191 号,第五教学楼 5207 西

Research Interests: stochastic analysis, stochastic control, and their applications tofinance and economics, especially algorithmic trading and risk management.

Languages: Mandarin (native), English (fluent), French (intermediate).

Employment

12/2020-current Assistant Professor

School of Statistics, Shandong Technology and Business University. Yantai, China

05/2015-03/2018 Associate

Quantitative Research Center, JP Morgan. Beijing, China

09/2012-11/2013 Post-Doctoral ResearcherQuantitative Finance Laboratory, Mathematics Department, Humboldt UniversityBerlin. Berlin, Germany

09/2011-08/2012 Post-Doctoral Researcher (funded by Institut Europlace de Finance)Laboratory of Probability and Analysis, Mathematics Department, Evry University.Evry, France

Education

05/2011 Doctor of Philosophy in Statistics

Department of Statistics, Columbia University. New York, USA

Dissertation: Two Approaches to Non-Zero-Sum Stochastic Differential Games ofControl and Stopping

Advisor: Professor Ioannis Karatzas

07/2005 Bachelor of Science in Statistics

Department of Statistics and Finance, University of Science and Technology of China.Hefei, China

Publications

[7] Lokman Abbas-Turki and Qinghua Li (2023). Global Random Maximization of Feedforward Neural Network. Preprint.

[6] Lokman Abbas-Turki, Brian Alexandrine and Qinghua Li (2023). Polynomial Distribution of Feedforward Neural Network Output. Submitted.

[5] 李清华，毛凯杰 (2022). 古风流行歌曲的音乐特征归类. Preprint.

[4] Oliver Janke and Qinghua Li (2016). Portfolio Optimization under Shortfall Risk Constraint. Optimization, 65(9): 1733-1755.

[3] Lokman Abbas-Turki, Ioannis Karatzas and Qinghua Li (2015). Impulse Controlof a Diffusion with a Change Point. Stochastics, 87(3): 382-408.

[2] Claudio Fontana, Zorana Grbac, Monique Jeanblanc and Qinghua Li (2014).Information, No-Arbitrage and Completeness for Asset Price Models with a ChangePoint. Stochastic Processes and their Applications, 124(9): 3009-3030.

[1] Ioannis Karatzas and Qinghua Li (2012). BSDE Approach to Non-Zero-SumStochastic Differential Games of Control and Stopping. Advances in Statistics,Probability and Actuarial Science -- Stochastic Processes,Finance and Control.105-153.

This version: 9 October, 2023