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Qingfeng Liu

Department of Economics Professor
Contact： qliures.otaru-uc.ac.jp
Last Updated :2020/12/31

Researcher Information

Affiliation

    Department of Economics

Job Title

  • Professor

Degree

  • Doctor of Economics（Kyoto University）

J-Global ID

Research Interests

  • High-dimensional Data   Model Averaging Estimation for Conditional Volatility Models with an Application to Stock Market Volatility Forecast   Model Selection   Big Data   Machine Learning   

Research Areas

  • Humanities & social sciences / Economic statistics / Econometrics

Academic & Professional Experience

  • 2015/10 - Today  Otaru University of CommerceDepartment of EconomicsProfessor
  • 2018/10 - 2019/09  Columbia University, USA.Department of StatisticsVisiting Scholar
  • 2015/04 - 2016/03  Kyoto UniversityInstitute of Economic Research非常勤講師
  • 2009/04 - 2015/09  Otaru University of CommerceDepartment of EconomicsAssociate Professor
  • 2009/04 - 2015/09  Otaru University of CommerceFaculty of Commerce
  • 2012/04 - 2013/03  Kyoto UniversityInstitute of Economic Research客員准教授
  • 2008/11 - 2009/03  Kyoto UniversityInstitute of Economic Research
  • 2008/10 - 2009/03  中国人民大学金融信息中心研究員
  • 2007/04 - 2008/10  Postdoctoral Research Associate, Department of Operations Research and Financial Engineering, Princeton University
  • 2006/04 - 2008/03  日本学術振興会特別研究員(PD)研究機関：京都大学

Education

  • 2004/04 - 2007/03  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
  • 2002/04 - 2004/03  京都大学大学院  経済学研究科  修士課程
  • 1998/04 - 2002/03  Niigata University  Faculty of Economics  Department of Business Administration

Association Memberships

  • 日本統計学会   日本経済学会   The econometric society   

Published Papers

Books etc

  • 計量経済学-基礎理論与方法
    中国金融出版社 2010

Conference Activities & Talks

  • ACIEK(Winter)- IMIP 2020  2020/10
  • Model averaging estimation for conditional heteroscedasticity model family
    Liu, Q; Q. Yao; G. Zhao
    The 2nd International Conference on Econometrics and Statistics  2018/07
  • Model selection and model averaging for nonlinear regression models
    Liu, Q; Q. Yao; G. Zhao
    the European Meeting of Statisticians 2017  2017/07
  • Model selection and model averaging for nonlinear regression models
    Liu, Q; Q. Yao; G. Zhao
    The International Symposium on Innovative Management, Information & Production (IMIP2017)  2017/07
  • Model selection and model averaging for nonlinear regression models
    Liu, Q; Q. Yao; G. Zhao
    the 4th Conference of the International Association for Applied Econometrics  2017/06
  • Qingfeng Liu
    Econometrics Seminar, Rennin University of China  2016/03
  • An Adaptive Combination Method for Averaging OLS and GLS Estimators
    Qingfeng Liu
    2015 ICSA China Statistics Conference  2015/07
  • Generalized Least Squares Model Averaging
    Liu, Q; R. Okui; A. Yoshimura
    IASSL2014, Organized by the Institute of Applied Statistics, Sri Lanka jointly with the Department of Bioinformatics and Biostatistics at the University of Louisville  2014/12
  • Bootstrap-based Selection for Instrumental Variables Model
    Qingfeng Liu; Wenjie Wang
    IMIP 2014 On Big data analysis and Innovational Information  2014/10
  • Some Methodological Issues in Model Averaging and Semiparametric Models
    Qingfeng Liu
    Seminar at the University of Gottingen  2014/09
  • An Adaptive Combination Method for Averaging OLS and GLS Estimators
    Liu, Q; A.L. Vasnev
    The 68th European Meeting of the Econometric Society  2014
  • An Overview of Model Averaging
    Qingfeng Liu
    Econometrics Seminar  2013/03
  • An Overview of Model Averaging
    School of Statistics and Mathematics Seminar  2013/03
  • Generalized Least Squares Model Averaging
    Qingfeng Liu; Ryo Okui; Arihiro Yoshimura
    琉球大学法文学部経済学専攻研究報告会  2013/03
  • An overview of model averaging
    京都大学経済研究所計量経済学セミナー  2013/02
  • Generalized Least Squares Model Averaging
    Qingfeng Liu; Ryo Okui; Arihiro Yoshimura
    The 67th European Meeting of the Econometric Society  2013
  • Generalized Least Squares Model Averaging
    Qingfeng Liu; Ryo Okui; Arihiro Yoshimura
    Econometric Society Australasian Meeting 2013  2013
  • Generalized Cp Model Averaging for Heteroskedastic Models
    The 2nd Institute of Mathematical Statistics Asia Pacific Rim Meeting  2012/07
  • Efficiency Improvement by Local Moments in Grouped Data Analysis
    Qingfeng Liu
    the 5th Inter Conference of Thailand Econometric Society in Chiang Mai  2012/01
  • Generalized Least Squares Model Averaging
    Qingfeng Liu; Ryo Okui; Arihiro Yoshimura
    Asian Meeting of the Econometric Society  2012
  • A comparison of estimation methods for partially linear models
    International Symposium on Innovative Management, Information and Production, IMIP2011  2011/10
  • Generalized Cp Model Averating for Heteroskedastic Models
    Qingfeng Liu; Ryo Okui
    2011 North American Summer Meeting of the Econometric Society  2011/06
  • Model Averaging for High Dimension Data
    関西計量経済学研究会2010年度研究発表会  2011/01
  • Generalized Cp Model Averaging for Heteroskedastic Models
    Qingfeng Liu
    Hitotsubashi Conference on Econometrics 2010  2010/11
  • Generalized CV and Generalized Cp Model Averaging
    Summer workshop on economics theory  2010/08
  • Difference-based Estimation for Semiparametric Varying-Coefficient Partially Linear Models
    seminar in School of Economics, Shanghai Jiao Tong University.  2010
  • Difference-based Estimation for Semiparametric Varying-Coefficient Partially Linear Models
    Liu, Q; J. Fan; Y. Wu
    3rd Spring Meeting of the Japan Statistical Society  2009/03
  • An Estimation Method for Varying-Coefficient Partially Linear Models
    小樽商科大学土曜研究会  2009
  • Value-at-Risk Analysis with an Application for Shanghai Stock Market
    上海理工大学  2009
  • Global Financial Crisis and Risk Management Methods
    Qingfeng Liu
    The Third East Asia Triangle Symposium, The Economic Recovery and Business Development for East Asia in the Backgrounds of the Financial Crisis  2009
  • Difference-based Estimation for Semiparametric Varying-Coefficient Partially Linear Models
    2009 Far East and South Asia Meeting of the Econometric Society  2009
  • OGARCH型モデルによる上海株式市場のVaR分析
    計量経済学方法講座,中国人民大学  2008
  • セミパラメトリック変係数部分線形モデルの差分推定法
    Symposium of Recent Developments in Statistics and Econometrics,Institute of Economic Research, Kyoto University  2008
  • Empirical Likelihood Estimation of ARCH-type Model
    Qingfeng Liu
    Far Eastern Meeting of Econometric Society, Tsuinghua University, Beijing, China.  2006
  • 最適ポートフォリオ：実際リスクの推定及び遺伝的アルゴリズムによる株式銘柄の選択
    理論計量経済セミナー、大阪府立大学  2006
  • 条件付特性関数を用いた連続時間モデルの経験尤度推定
    2005年度統計関連学会連合大会  2005
  • 経験尤度推定法のファイナンス時系列データ分析への応用
    筑波大学大学院システム情報工学研究科、ミクロ経済理論・ゲーム理論セミナー  2005
  • 条件付特性関数を利用した連続時間モデルの経験尤度法による推定
    MODSIM 2005 International Congress on Modelling and Simulation  2005
  • 局所モーメントによるグループデータ分析
    平成16年度 (第12回) 関西計量経済研究会  2005
  • 金融データに関する心理的GARCH型モデル
    2004年度統計関連学会連合大会  2004
  • 心理要素を取り入れた新しいARCH型モデル
    (第11回) 関西計量経済研究会  2004

MISC

Awards & Honors

  • 2017/06 International Society of Management Engineers Best paper award
     Model Selection and Model Averaging for Nonlinear Regression Models 
    受賞者: Qingfeng Liu
  • 2002/03 新潟大学経済学会賞
     「株価と為替とのGranger因果関係分析」 JPN

Research Grants & Projects

  • Model Averaging for Ultra-High Dimensional Data: Theory, Methods, and Applications
    Japan Society for the Promotion of Science：Grants-in-Aid for Scientific Research Grant-in-Aid for Scientific Research (C)
    Date (from‐to) : 2019/04 -2022/03 
    Author : 劉 慶豊
  • Japan Society for the Promotion of Science：Grants-in-Aid for Scientific Research Grant-in-Aid for Scientific Research (C)
    Date (from‐to) : 2016/04 -2019/03 
    Author : LIU QINGFENG
  • 文部科学省：科学研究費補助金(若手研究(B))
    Date (from‐to) : 2013 -2015 
    Author : 劉 慶豊
  • 非対称・非線形統計理論と経済・生体科学への応用
    文部科学省：科学研究費補助金(基盤研究(A))
    Date (from‐to) : 2013 
    Author : 谷口 正信
  • モデル平均の手法を利用した企業倒産リスクの分析
    全国銀行学術研究振興財団：学術研究助成事業
    Date (from‐to) : 2009 -2010 
    Author : 劉 慶豊
  • 経験尤度法による条件付モーメント制約を持つジャンプ型拡散過程の推定
    文部科学省：特別研究員奨励費
    Date (from‐to) : 2006 -2007 
    Author : 劉 慶豊

Committee Membership

  • Reviewer of Econometric Theory
  • Reviewer of Journal of Econometrics
  • Reviewer of JASA (Journal of the American Statistical Association)

Other link

Department Website

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