Guodong Li (李国栋)

Assistant Professor
Division of Mathematical Sciences
Nanyang Technological University
21 Nanyang Link, Singapore 637371
Office: SPMS-MAS-05-39 E-mail: gdli@ntu.edu.sg
Telephone: +65 6513 7185 Fax: +65 6515 8213
Webpage: http://www.ntu.edu.sg/home/gdli

Education

PhD(2007), Department of Statistics & Actuarial Science, University of Hong Kong. Supervisor: Professor W.K. Li.
B.S.(1998) & M.S.(2001), Department of Probability and Statistics, School of Mathematical Sciences, Peking University. Supervisor: Professor Z. Xie.

Working Experiences

Assistant Professor, Division of Mathematical Sciences, Nanyang Technological University, Singapore, 2007 - present.
Teaching Assistant, Department of Statistics and Actuarial Science, University of Hong Kong, Hong Kong, 2003 - 2007.
Statistical Analyst, Department of Statistics, China Customs, Beijing, 2001 - 2003.

Teaching

This semester: Regression analysis (MAS316), Mathematical statistics (MAS713). For materials, please refer to edventure at NTU.
2007 - 2008: Regression analysis (MAS316), Time series analysis (MAS451), Probability & Statistics (MAS315), Introduction to stochastic process with application to finance (MAS462/MAS732).

Research

Interested field: Time series analysis.
My publications.
Electronic resources.
- Statistical journals: JASA(NTU), JRSSB(NTU), Biometrika(NTU), Annals of Statistics(Project Euclid,NTU), Statistica Sinica, Journal of Time series Analysis.
- Econometric journals: Econometrica(NTU), Journal of Econometrics(NTU), Econometric Theory(NTU), JBES(NTU).
- NTU library, NTU E-journals, Current index to statistics (NTU), ISI web of knowledge (NTU).
Professional societies.
- Statistics: American Statistical Association(ASA), Institute of Mathematical Statistics(IMS).
- Actuaries: Society of Actuaries, Institute of Actuaries.

Computational Tools

Statistical software
- SAS: SAS Company, Documentation in SAS Company, SAS8.0 help.
- R: Home page, Help documents in simplied or traditional chinese, My experiences in R programming;
IMSL library: Visual Numerics company, Documentation in VN company, HPCPOWER system in HKU, How to edit a paralleling program (Fortran 90), How to edit a PBS batch file, Introduction to Fortran 90 language (in Chinese, in English), How to learn F90 from nothing;
Editors: Emacs(Emacs in GNU, Useful website in tsinghua U., emacs and R), Xemacs, Pspad (a wonderful program editor), Latex (natbib.sty ).