Yuanhua Feng / 冯元化

The Person

Education

  • 1978 - 1982
    Bachelor of Science (in Mathematics) | Beijing Normal University, Beijing, China

  • 1982 - 1985
    Master MAgr (in Agricultural Economics) | Beijing Agricultural University, Beijing, China

  • 1993 - 1998
    Ph.D in Statistics | University of Konstanz

  • 1998 - 2004
    Habilitation in Statistics | University of Konstanz, Germany

Working experiences

  • Jul. 1985 - Sep. 1991
    Assistant Lecturer and Lecturer of Statistics, Beijing Agricultural University

  • Oct. 1991 - Mar. 1993
    Visiting Scholler, University of Hohenheim, Stuttgart, Germany

  • Apr. 1993 - Mar. 1998
    Research Associate (PhD Student), University of Konstanz

  • Apr. 1998 - Jul. 2004
    Lecturer of Statistics, University of Konstanz

  • Aug. 2004 - Sep. 2008
    Lecturer of Actuarial Mathematics and Statistics, Heriot-Watt University, Edinburgh, UK

  • Oct. 2008 - Dec. 2008
    Professor of Econometrics and Quantitative Methods (substitute), Paderborn University

  • Jan. 2009 - Present
    Full Professor in Econometrics and Quantitative Methods, Paderborn University

Research interests

  • Financial and Economic Data Science (Machine Learning/Deep Learning)
  • Financial and Economic Forecasting
  • Development of Statistical Software Packages
  • Financial Econometrics
  • Quantitative Risk Management
  • Analysis of Long-Memory Time Series
  • Non-parametric Regression