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LIU Qingfeng
Faculty of Science and Engineering　Department of Industrial and Systems Engineering
Professor

Researcher information

■ Degree
  • Bachelor of Economics, Niigata University, Mar. 2002
  • Master of Economics, Kyoto University, Mar. 2004
  • Doctor of Economics, Kyoto University, Mar. 2007
■ Research Keyword
  • Econometrics
  • High-dimensional Data
  • Big Data
  • Machine Learning
  • Model Selection
  • Model Averaging Estimation for Conditional Volatility Models with an Application to Stock Market Volatility Forecast
■ Field Of Study
  • Humanities & social sciences, Economic statistics, Econometrics, Analysis of High-dimensional Data, Machine Learning
  • Informatics, Statistical science, Statistis, Data Analysis

Career

■ Career
  • Apr. 2022 - Present
    Hosei University, Faculty of Science and Engineering, Department of Industrial and Systems Engineering, Professor
  • Jul. 2020 - Present
    New York University, School of Global Public Health, Research Affiliate
  • Apr. 2022 - Mar. 2023
    京都大学経済研究所, 非常勤講師
  • Oct. 2015 - Mar. 2022
    Otaru University of Commerce, Department of Economics, Professor
  • Oct. 2018 - Sep. 2019
    Columbia University, USA., Department of Statistics, Visiting Scholar
  • Apr. 2015 - Mar. 2016
    Kyoto University, Institute of Economic Research, 非常勤講師
  • Apr. 2009 - Sep. 2015
    Otaru University of Commerce, Department of Economics, Associate Professor
  • Apr. 2009 - Sep. 2015
    Otaru University of Commerce, Faculty of Commerce
  • Apr. 2012 - Mar. 2013
    Kyoto University, Institute of Economic Research, 客員准教授
  • Nov. 2008 - Mar. 2009
    Kyoto University, Institute of Economic Research
  • Oct. 2008 - Mar. 2009
    中国人民大学金融信息中心, 研究員
  • Apr. 2007 - Oct. 2008
    Postdoctoral Research Associate, Department of Operations Research and Financial Engineering, Princeton University
  • Apr. 2006 - Mar. 2008
    日本学術振興会特別研究員(PD), 研究機関：京都大学
■ Educational Background
  • Apr. 2004 - Mar. 2007, 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
  • Apr. 2002 - Mar. 2004, 京都大学大学院, 経済学研究科, 修士課程
  • Apr. 1998 - Mar. 2002, Niigata University, Faculty of Economics, Department of Business Administration
■ Member History
  • Oct. 2021 - Present
    Co-editor, International Journal of Innovative Management Information & Production, Waseda University.
  • Oct. 2021 - Present
    Editor, Open Economics, De Gruyter.
  • 2018 - Present
    Editor, The Journal of Quantitative Economics, Jilin University.
  • Sep. 2017 - Present
    Reviwer, Journal of Business & Economic Statistics
  • Reviewer, Econometric Theory
  • Reviewer, Journal of Econometrics
  • Reviewer, Journal of the American Statistical Association
  • 査読者, 日本統計学会誌
  • Reviwer, Japan and the World Economy
  • Reviewer, Asia-Pacific Financial Market

Research activity information

■ Award
  • Oct. 2024
    Academy of Innovation, Entrepreneurship, and Knowledge, Outstanding Contribution Award
    Qingfeng Liu
  • Sep. 2024
    Industrial Engineering and Operations Management Society International, Outstanding Conference Award
    Qingfeng Liu
  • Jun. 2017
    International Society of Management Engineers, Best paper award
    Model Selection and Model Averaging for Nonlinear Regression Models
    Qingfeng Liu
  • Mar. 2002
    新潟大学, 新潟大学経済学会賞
    「株価と為替とのGranger因果関係分析」, Japan
    劉慶豊
■ Paper
■ MISC
■ Books and other publications
  • 計量経済学-基礎理論与方法　　　　　　　　　　　　　　　
    Joint translation
    中国金融出版社, 2010, Not reviewed
■ Lectures, oral presentations, etc.
  • Tying Maximum Likelihood Estimation for Dependent Data　　　　　　　　　　　　　　　
    Qingfeng Liu
    Summer Workshop on Economic Theory 2024, 10 Aug. 2024
  • Tying Maximum Likelihood Estimation for Dependent Data
    Qingfeng Liu
    School of Statistics and Management Seminar, Shanghai University of Finance and Economics, 06 Mar. 2024, [Invited]
  • Machine Collaboration
    Qingfeng Liu
    School of Data Science Seminar, Fudan University, 15 Mar. 2023, [Invited]
  • Tying Maximum Likelihood Estimation for Dependent Data
    Qingfeng Liu
    Faculty of Economics and Managment Seminar, East China Normal University., 08 Mar. 2023, [Invited]
  • Tying Maximum Likelihood Estimation for Dependent Data
    Qingfeng Liu
    School of Economics Seminar, Shanghai University of Finance and Economics, 27 Feb. 2023, [Invited]
  • Tying Maximum Likelihood Estimation for Dependent Data
    Qingfeng Liu
    College of Business Seminar, Shanghai University of Finance and Economics, 30 Dec. 2022, [Invited]
  • Machine Collaboration　　　　　　　　　　　　　　　
    Qingfeng Liu
    Applications of Data Science in Social Science, Symposium in honour of Prof. Nobuhiko Terui, supported by JSPS KAKENHI, 18 Feb. 2022, [Invited]
  • 〔Major achievements〕Machine Collaboration
    Qingfeng Liu
    JEA2021, 09 Oct. 2021
  • Machine Collaboration
    Qingfeng Liu
    Innovative development of theory and methodology on statistical science in various fields, 03 Sep. 2021
  • 〔Major achievements〕On the sparsity of Mallows model averaging estimator
    Qingfeng Liu
    4th International Conference on Econometrics and Statistics (EcoSta 2021), Business Scholar, Hong Kong University of Science and Technology, June 25, 2021, (Online, Hong Kong, China)., 25 Jun. 2021, [Invited]
  • 〔Major achievements〕A Machine Learning Perspective on Model Averaging
    Qingfeng Liu
    ACIEK(Winter)- IMIP 2020, Hangzhou, China., 17 Oct. 2020, [Invited]
  • 〔Major achievements〕Model averaging estimation for conditional volatility models with an application to stock market volatility fore
    Qingfeng Liu
    The Ninth International Symposium of Quantitative Economics, 26 Aug. 2020, [Invited]
  • 〔Major achievements〕On the Sparsity of Mallows' Model Averaging Estimator
    Qingfeng Liu
    2019 International Symposium of Quantitative Economics (the eighth) & The Summer Forum of the Third China Economics Annual Conference, 06 Jul. 2019, [Invited]
  • 〔Major achievements〕Model Averaging for Nonlinear Regression Models
    Qingfeng Liu
    The 2019 ICSA China Conference, 04 Jul. 2019, [Invited]
  • 〔Major achievements〕Model Averaging Estimation for Nonlinear Regression Models
    Qingfeng Liu
    Seminar, Department of Economics, Vanderbilt University, 01 May 2019, [Invited]
  • 〔Major achievements〕Model Averaging Estimation for Nonlinear Regression Models
    Qingfeng Liu
    Statistics Seminar - Spring 2019, Department of Mathematical Sciences, NJIT, USA, 25 Apr. 2019, [Invited]
  • 〔Major achievements〕Model Averaging Estimation for Nonlinear Regression Models
    Qingfeng Liu
    Seminar in the Department of Statistics, Columbia University, 14 Nov. 2018
  • 〔Major achievements〕Model averaging estimation for conditional heteroscedasticity model family　　　　　　　　　　　　　　　
    Liu, Q; Q. Yao; G. Zhao
    The 2nd International Conference on Econometrics and Statistics, 19 Jul. 2018, [Invited]
  • 〔Major achievements〕Model selection and model averaging for nonlinear regression models　　　　　　　　　　　　　　　
    Liu, Q; Q. Yao; G. Zhao
    the European Meeting of Statisticians 2017, 15 Jul. 2017
  • 〔Major achievements〕Model selection and model averaging for nonlinear regression models　　　　　　　　　　　　　　　
    Liu, Q; Q. Yao; G. Zhao
    The International Symposium on Innovative Management, Information & Production (IMIP2017), 02 Jul. 2017, [Invited]
  • 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, 27 Jun. 2017
  • Generalized Least Squares Model Averaging
    Qingfeng Liu
    Econometrics Seminar, Rennin University of China, 18 Mar. 2016
  • 〔Major achievements〕An Adaptive Combination Method for Averaging OLS and GLS Estimators　　　　　　　　　　　　　　　
    Qingfeng Liu
    2015 ICSA China Statistics Conference, Jul. 2015, [Invited]
  • 〔Major achievements〕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, Dec. 2014, [Invited]
  • 〔Major achievements〕Bootstrap-based Selection for Instrumental Variables Model　　　　　　　　　　　　　　　
    Qingfeng Liu; Wenjie Wang
    IMIP 2014 On Big data analysis and Innovational Information, Oct. 2014, [Invited]
  • 〔Major achievements〕Some Methodological Issues in Model Averaging and Semiparametric Models　　　　　　　　　　　　　　　
    Qingfeng Liu
    Seminar at the University of Gottingen, 01 Sep. 2014, [Invited]
  • 〔Major achievements〕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, Mar. 2013
  • An Overview of Model Averaging　　　　　　　　　　　　　　　
    School of Statistics and Mathematics Seminar, Mar. 2013
  • 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, Mar. 2013
  • An overview of model averaging　　　　　　　　　　　　　　　
    京都大学経済研究所計量経済学セミナー, Feb. 2013
  • 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, Jul. 2012
  • Efficiency Improvement by Local Moments in Grouped Data Analysis　　　　　　　　　　　　　　　
    Qingfeng Liu
    the 5th Inter Conference of Thailand Econometric Society in Chiang Mai, Jan. 2012, [Invited]
  • 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, Oct. 2011
  • Generalized Cp Model Averating for Heteroskedastic Models　　　　　　　　　　　　　　　
    Qingfeng Liu; Ryo Okui
    2011 North American Summer Meeting of the Econometric Society, Jun. 2011
  • Model Averaging for High Dimension Data　　　　　　　　　　　　　　　
    関西計量経済学研究会2010年度研究発表会, Jan. 2011
  • Generalized Cp Model Averaging for Heteroskedastic Models　　　　　　　　　　　　　　　
    Qingfeng Liu
    Hitotsubashi Conference on Econometrics 2010, Nov. 2010
  • Generalized CV and Generalized Cp Model Averaging　　　　　　　　　　　　　　　
    Summer workshop on economics theory, Aug. 2010
  • 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, Mar. 2009, [Invited]
  • 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, [Invited]
  • 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
■ Courses
  • Economics and Statistics　　　　　　　　　　　　　　　
    Otaru University of Commerce
  • 小樽商科大学
  • 小樽商科大学
  • 小樽商科大学
  • 小樽商科大学
  • 小樽商科大学
■ Affiliated academic society
  • Sep. 2021 - 2023
    The Japanese Society for Artificial Intelligence　　　　　　　　　　　　　　　
■ Research Themes