Faculty
 | LIN Li Assistant Professor | Finance Tel. +86-21-64253369 | E-mail: llin@ecust.edu.cn |
SUMMARY
DISCIPLINE
Finance
FACULTY QUALIFICATION
Scholarly Academic (SA)
COURSES TAUGHT
Financial Economics
Intermediate Econometrics
Behavioral Finance
Econometrics
Financial Big Data Mining and Modeling
EDUCATION
Beihang University, Ph.D., 2011, China
ETH Zurich, Ph.D., 2009, Switzerland
Beihang University, Bachelor, 2004, China
WORK EXPERIENCE
East China University of Science and Technology, Assistant Professor, since 2012, China
Shanghai Jiao Tong University, Research Associate, 2011-2012, China
World Quant (Beijing) LLC, Research Analyst, 2010-2011, China
SELECTED INTELLECTUAL CONTRIBUTIONS (Completed within 5 years)
JOURNAL ARTICLES
"Speculative Influence Network" during Financial Bubbles: Application to Chinese Stock Markets, Journal of Economic Interaction and Coordination, 2018, 13(2):385-431.
“Speculative Influence Network” during Financial Bubbles: Application to Chinese Stock Markets, Journal of Economic Interaction and Coordination, 2017.
The Volatility-Confined LPPL Model: A Consistent Model of 'explosive' Financial Bubbles with Mean-Reverting Residuals, International Review of Financial Analysis, 2014, 33(C):210-225.
Super-expansion Expansion Model for the Identification of the Bubble in the Housing Market – Taking the Prices of Various Districts and Counties in Beijing and Shanghai as an Example, System Engineering Theory and Practice, 2018, (3):585-593 (in Chinese).
Stochastic Cusp Catastrophe Model for Chinese Stock Market, Journal of Systems Science and Systems Engineering, 2016, 31(1):55-65 (in Chinese).
The Recovery Approach Based on State Transition Pricing Operator Application, Forecasting, 2016, 35(1):68-74 (in Chinese).
INDUSTRY/RESEARCH PROJECTS
Research on Measurement Method of Systematic Risks Based on Critical Bubble Theory, by National Natural Science Foundation of China, Research grants: ¥200,000.00, 2013-2017.