EDUCATION
2017-2018 Visiting Scholar, University of Strathclyde
2015-2019 Ph.D. in Statistics
Northeast Normal University
2012-2015 M.A. in Statistics
China University of Mining and Technology
2008-2012 B.A. in Information and Computing Sciences
China University of Mining and Technology
PROFESSIONAL EXPERIENCE
2022-present Lecture, China University of Mining and Technology
2019-2022 Postdoctor, Sun Yat-Sen University
RESEARCH INTERESTS
Financial Engineering and Risk Management (Portfolio Selection, Financial Contagion, Systemic Risk)
Operations Research
PUBLICATIONS
Journal Articles
1. Yin Li, Zhongfei Li, Jingjing Jiang, Yazhi Song*, Coping with the liquidity crisis: a new dynamic quota readjustment scheme for carbon markets, Environmental Geochemistry and Health, 2022, 44(9): 3035-3055.
2. Yin Li*, Xuerong Mao, Yazhi Song, Jian Tao, Optimal investment and proportional reinsurance strategy under the mean-reverting Ornstein-Uhlenbeck process and net profit condition, Journal of Industrial and Management Optimization, 2022, 18(1): 75-93.
3. Yin Li, Tiansen Liu, Yazhi Song*, Zhongfei Li, Xin Guo, Could carbon emission control firms achieve an effective financing in the carbon market? A case study of China’s emission trading scheme, Journal of Cleaner Production, 2021, 314, 128004.
4. Bin Ye, Minhua Zhou, Dan Yan, Yin Li*, Multi-Objective Decision-Making for Hybrid Renewable Energy Systems for Cities: A Case Study of Xiongan New District in China, Energies, 2020, 13, 6223.
5. Yin Li, Jian Tao*, Yazhi Song, An incremental-hybrid-Yager’s entropy model for dynamic portfolio selection with fuzzy variable, Discrete Dynamics in Nature and Society, 2019, 2018: 1-15.
6. Yin Li*, Jian Tao, Yazhi Song, The Reinsurance Pricing Problem Based on Forward-backward Stochastic Differential Equation, Global Finance & Economics in Post-Globalisation, 2017.
