Prof. Degui Li
The Q&A and discussion session
The University of Macau (UM) held the 28th UM Scholar Research Forum on 21 October, where Prof. Degui Li, Distinguished Professor and Associate Dean of the Faculty of Business Administration, as well as Team Leader of the Financial Econometrics Team at APAEM, delivered a talk titled ‘Exploring the Mystery of Time Series’. The talk was well attended, with many students and faculty participating in person and online.
During the talk, Prof. Li used data collected over time to illustrate the typical features of time series, such as seasonality and non-stationarity. He also introduced classic modelling frameworks and related concepts in time series analysis, and presented the results of his empirical studies, which were based on real-world time series data collected from climatology and economics.
Source: Research Services and Knowledge Transfer Office