TEACHING AND RESEARCH AREAS

• Teaching Courses: Financial Technology, Investments

• Research Interests: Financial Technology, Investment Management, Machine Learning

 

ACADEMIC EXPERIENCE

• Professor of Finance, Wuhan University, November 2018 – Now

• Associate Professor of Finance, Wuhan University, December 2013 – November 2018

• Visiting Scholar of Finance, Georgetown University, January 2017 – June 2017

• Visiting Scholar of Economics, University of California, San Diego, January 2017 – June 2017

• Research Fellow & Research Assistant of Accounting, Nanyang Technological University, March 2013 - December 2013

 

SELECTED PUBLICATIONS

Journal Papers

• Yang Bao, Bin Ke, Bin Li, Julia Yu, and Jie Zhang. “Detecting Accounting Frauds in Publicly Traded US Firms Using a Machine Learning Approach”, Journal of Accounting Research, forthcoming.

• Bin Li, Jialei Wang, Dingjiang Huang, and Steven Hoi. “Transaction Costs Optimization for Online Portfolio Selection”, Quantitative Finance, 2018, 18(8), 1411-1424.

• Bin Li, Di Zhang, and Yang Zhou. “Do Trend Following Strategies Work in Chinese Futures Markets?”, Journal of Futures Markets, 2017, 37(12): 1226 - 1254.

• Bin Li, Doyen Sahoo, and Steven Hoi. “OLPS: A Toolbox for On-Line Portfolio Selection”, Journal of Machine Learning Research, 2016, 17, 1-5.

• Bin Li, Steven Hoi, Doyen Sahoo, and Zhiyong Liu. “Moving Average Reversion Strategy for On-Line Portfolio Selection”, Artificial Intelligence, 2015, 222, 104 - 123.

• Bin Li, and Steven Hoi. “Online Portfolio Selection: A Survey”, ACM Computing Surveys, 2014, 36(3), 35:1-35:36.

• Bin Li, Steven Hoi, Peilin Zhao, and V. Gopalkrishnan. “Confidence Weighted Mean Reversion Strategy for Online Portfolio Selection”, ACM Transactions on Knowledge Discovery from Data, 2013, 7(1), 4:1-4:38.

• Bin Li, Peilin Zhao, Steven Hoi, and V. Gopalkrishnan. “PAMR: Passive Aggressive Mean Reversion Strategy for Portfolio Selection”, Machine Learning, 2012, 87(2), 221-258.

• Bin Li, Steven Hoi, and V. Gopalkrishnan. “CORN: Correlation-driven Nonparametric Learning Approach for Portfolio Selection”, ACM Transactions on Intelligent Systems and Technology, 2011, 2(3), 21:1-21:29.

 

Books

• Bin Li and Steven C.H. Hoi. Online Portfolio Selection: Principles and Algorithms. CRC Press, Taylor & Francis Group, 2015.

 

RESEARCH GRANTS

Government-funded grants

Ÿ “Research on Deep Learning-driven Quantamental Investing”, NSFC, 2020-2023, PI.

Ÿ “A study of portfolio algorithmic trading based on online machine learning”, NSFC, 2015-2017, PI.

Ÿ “Research on machine learning-based algorithmic trading system”, SRC, ROCS, SEM, 2015-2016, PI.

Ÿ “Big data-driven investment management”, Academic Team Building Plan for Young Scholars from Wuhan University, 2017-2019, PI.

 

AWARDS AND HONORS

Ÿ “Luojia Young Scholar”, Wuhan University, 2015

Ÿ “Chutian Young Scholar”, Hubei MOE, 2014

 

MEMBERSHIPS, CERTIFICATIONS

Ÿ CFA Level III (passed)

Ÿ National “Software Engineer”