Name: Youwei Li
Email: y.li@qub.ac.uk
Telephone: +44 28 9097 3207 Fax: +44 28 9097 5156
Room Number: 26. 201
Address: 26 University Square
Biography
Youwei is a Senior Lecturer in Finance at Queen's University Belfast. His research interests include financial econometrics, quantitative finance, and agent-based modelling of financial markets.
Recent Publications
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Quantitative Finance (2011)
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Global Finance Journal, 21 (1), 71-97. (2010)
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Financial Bubbles: A Learning Effect Modelling Approach
in Natural Computing in Computational Finance, Volume 2, Anthony Brabazon and Michael O'Neill (Eds.), Studies in Computational Intelligence, Springer-Verlag Berlin Heidelberg, ISBN 978-3-540-95973-1, 117-135. (2009)
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Heterogeneity, convergence, and autocorrelations
Quantitative Finance, 8 (1), 59-79. (2008)
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Can trend followers survive in the long-run? Insights from agent-based modelling
in A. Brabazon and M. O'Neill (Eds.): Natural Computing in Computational Finance, Springer-Verlag, Berlin, Heideberg. ISBN 978-3-540-77476-1, 253-269. (2008)
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Power-law behaviour, heterogeneity, and trend chasing
Journal of Economic Dynamics & Control 31(10), 3396-3426. (2007)
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The econometric analysis of agent-based models in finance: An application
in H. Yin et al. (Eds.): Intelligent Data Engineering and Automated Learning - IDEAL 2007, Lecture Notes in Computer Science series 4881, Springer-Verlag, Berlin, Heideberg, 1081-1091. ISBN 978-3-540-77225-5. (2007)
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On microscopic simulation models of financial markets
Tilburg University. ISBN: 90 5668 172 9. (2006)
Working Papers