LIU Qingfeng 劉慶豊

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LIU Qing FENG 劉慶豊

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Researcher Number	60378958
Other IDs	https://orcid.org/0000-0001-8857-6677
Affiliation (Current)	2024: 法政大学, 理工学部, 教授
Affiliation (based on the past Project Information) *help	2022 – 2023: 法政大学, 理工学部, 教授 2015 – 2021: 小樽商科大学, 商学部, 教授 2013 – 2014: 小樽商科大学, 商学部, 准教授
Review Section/Research Field	Principal Investigator Basic Section 07030:Economic statistics-related / Economic statistics Except Principal Investigator General mathematics (including Probability theory/Statistical mathematics)
Keywords	Principal Investigator Model Selection / Model Averaging / 機械学習 / Big Data / 非線形モデル / モデル平均 / モデル選択 / Sparsity / Optimality / Classification … More / Ensemble Learning / Econometrics / Machine Learning / Kmeans Algorithm / double machine learning / panel data / Parameter Tying / MLE / 計量経済学 / Ultrahigh Dimension / Combination / Lasso / Ultra-high Dimensional / Nonlinear Model / Machine Collaboration / アンサンブル学習 / 超高次元データ / Forecasting / Factor Selection / Diffusion Index model / ファクター抽出 / GARCHモデル / 最適性 / 情報量基準 / GARCH型モデル / 非線形回帰モデル / Factor model / Diffusion index model / Volatility model / Model averaging / Model selection / Algorithm / High-Dimensional / Nonlinear / Factor / Tobin's Q / Forecast / GLS / OLS / GMM / Confidence Set / Information Criterion … More Except Principal Investigator 医薬生物統計 / モデル選択 / 統計的予測・制御 / 統計的推測 / 数理モデル / 遺伝子統計 / 医学・生物統計 / 統計推測 / 統計的金融工学 / 統計数学 / 因果性検定 / 高次元データ / 近接単位根過程 / 一般化モーメント法 / 計量経済学 / ポートフォリオ推測 / セミマルチンゲール / 経験尤度法 / 非線形時系列解析 / ポートフォリオ / 安定過程 / 経験尤度比 / 計量ファイナンス / 金融工学 / 統計的漸近理論 / 時系列解析 / 統計科学 Less

Machine Learning methods for Econometric analysisPrincipal Investigator
- Principal Investigator
  
  劉慶豊
- Project Period (FY)
  2022 – 2024
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  Hosei University
Model Averaging for Ultra-High Dimensional Data: Theory, Methods, and ApplicationsPrincipal Investigator
- Principal Investigator
  
  LIU QINGFENG
- Project Period (FY)
  2019 – 2021
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  Otaru University of Commerce
Factor selection and related topics on high-dimensional data analysisPrincipal Investigator
- Principal Investigator
  
  LIU QINGFENG
- Project Period (FY)
  2016 – 2018
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Otaru University of Commerce
Generalized Least Squares Model Averaging and Confidence Set around Model Averaged EstimatePrincipal Investigator
- Principal Investigator
  
  LIU QINGFENG
- Project Period (FY)
  2013 – 2015
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Economic statistics
- Research Institution
  Otaru University of Commerce
Asymmetric and nonlinear statistical theory and its applications to economics and bioscience
- Principal Investigator
  
  TANIGUCHI Masanobu
- Project Period (FY)
  2011 – 2014
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Waseda University

All 2023 2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 Other

All Journal Article Presentation

[Journal Article] Tying Maximum Likelihood Estimation for Dependent Data2023
- Author(s)
  Iwasawa Masamune、Liu Qingfeng、Zhao Ziyan
- Journal Title
  
  SSRN Electronic Journal
  
  Volume: - Pages: 1-36
- DOI
  10.2139/ssrn.4252842
- Open Access
- Data Source
  KAKENHI-PROJECT-22H00833
[Journal Article] Machine Collaboration2021
- Author(s)
  Qingfeng Liu and Yang Feng
- Journal Title
  
  arXiic
  
  Volume: -
- Open Access
- Data Source
  KAKENHI-PROJECT-19K01582
[Journal Article] Model Averaging for Nonlinear Regression Models2021
- Author(s)
  Feng Yang、Liu Qingfeng、Yao Qingsong、Zhao Guoqing
- Journal Title
  
  Journal of Business & Economic Statistics
  
  Volume: Online Issue: 2 Pages: 1-14
- DOI
  10.1080/07350015.2020.1870477
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01582
[Journal Article] Model averaging estimation for conditional volatility models with an application to stock market volatility forecast2020
- Author(s)
  Liu Qingfeng、Yao Qingsong、Zhao Guoqing
- Journal Title
  
  Journal of Forecasting
  
  Volume: Online First Issue: 5 Pages: 1-23
- DOI
  10.1002/for.2659
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01582
[Journal Article] On the sparsity of Mallows model averaging estimator2020
- Author(s)
  Feng Yang、Liu Qingfeng、Okui Ryo
- Journal Title
  
  Economics Letters
  
  Volume: 187 Pages: 108916-108916
- DOI
  10.1016/j.econlet.2019.108916
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01582
[Journal Article] Model Averaging for Generalized Linear Model with Covariates that are Missing completely at Random2020
- Author(s)
  Qingfeng Liu, Miaomiao Zheng
- Journal Title
  
  数理経済研究
  
  Volume: 11 Pages: 25-40
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01582
[Journal Article] Nested model averaging on solution path for high‐dimensional linear regression2020
- Author(s)
  Feng Yang、Liu Qingfeng
- Journal Title
  
  Stat
  
  Volume: 9 Issue: 1 Pages: 1-13
- DOI
  10.1002/sta4.317
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01582
[Journal Article] A Combination Method for Averaging OLS and GLS Estimators2019
- Author(s)
  Liu Qingfeng、Vasnev Andrey L.
- Journal Title
  
  Econometrics
  
  Volume: 7 Issue: 3 Pages: 38-38
- DOI
  10.3390/econometrics7030038
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01582
[Journal Article] Model Averaging Estimation Method for Nonlinear GARCH Family2018
- Author(s)
  Qingsong Yao, Guoqing Zhao and Qingfeng Liu
- Journal Title
  
  Statistical Research
  
  Volume: 35 Pages: 119-128
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K03590
[Journal Article] Model Averaging Estimation for GARCH Family2017
- Author(s)
  Gouging Zhao, Qingsong Yao and Qingfeng Liu
- Journal Title
  
  The Journal of Quantitative & Technical Economics
  
  Volume: 6 Pages: 104-118
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K03590
[Journal Article] Generalized least squares model averaging2016
- Author(s)
  Qingfeng Liu, Ryo Okui and Arihiro Yoshimura
- Journal Title
  
  Econometric Reviews
  
  Volume: 未定 Pages: 1-54
- Peer Reviewed / Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-25780148
[Journal Article] An empirical likelihood approach for symmetric alpha-stable processes2015
- Author(s)
  Akashi, F., Liu, Y. and Taniguchi, M.
- Journal Title
  
  Bernoulli
  
  Volume: i press
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-23244011
[Journal Article] Bootstrap-based Selection for Instrumental Variables Model2015
- Author(s)
  Wenjie Wang and Qingfeng Liu
- Journal Title
  
  Economics Bulletin
  
  Volume: 35 Pages: 1886-1896
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-25780148
[Journal Article] Asymptotic theory of parameter estimation by a function based on interpolation error2015
- Author(s)
  Suto, Liu and Taniguchi
- Journal Title
  
  Statistical Inference for Stochastic Processes
  
  Volume: 印刷中 Issue: 1 Pages: 93-110
- DOI
  10.1007/s11203-015-9116-y
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-14J07404, KAKENHI-PROJECT-23244011, KAKENHI-PROJECT-26540015, KAKENHI-PROJECT-15H02061
[Journal Article] Heteroscedasticity-Robust Cp Model Averaging2013
- Author(s)
  Liu, Qingfeng and Okui, Ryo
- Journal Title
  
  Econometrics Journal
  
  Volume: 16(3) Issue: 3 Pages: 463-472
- DOI
  10.1111/ectj.12009
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23244011, KAKENHI-PROJECT-25780148
[Journal Article] Generalized Least Squares Model Averaging2013
- Author(s)
  Qingfeng Liu, Ryo Okui and Arihiro Yoshimura
- Journal Title
  
  SSRN working papers series, Available at SSRN: http://ssrn.com/abstract=2287602
  
  Volume: 0 Pages: 1-52
- DOI
  10.2139/ssrn.2287602
- Data Source
  KAKENHI-PROJECT-25780148
[Presentation] Machine Collaboration2023
- Author(s)
  Qingfeng Liu
- Organizer
  Fudan University School of Data Science Seminar
- Invited
- Data Source
  KAKENHI-PROJECT-22H00833
[Presentation] Tying Maximum Likelihood Estimation for Dependent Data2023
- Author(s)
  Qingfeng Liu
- Organizer
  上海財経大学経済学院セミナー
- Invited
- Data Source
  KAKENHI-PROJECT-22H00833
[Presentation] Tying Maximum Likelihood Estimation for Dependent Data2023
- Author(s)
  Qingfeng Liu
- Organizer
  京都経済研究所計量経済学セミナー
- Invited
- Data Source
  KAKENHI-PROJECT-22H00833
[Presentation] Tying Maximum Likelihood Estimation for Dependent Data2023
- Author(s)
  Qingfeng Liu
- Organizer
  East China Normal University, Department of Statistics Seminar
- Invited
- Data Source
  KAKENHI-PROJECT-22H00833
[Presentation] Tying Maximum Likelihood Estimation for Dependent Data2022
- Author(s)
  Qingfeng Liu
- Organizer
  Southwestern University of Finance and Economics, Department of Statistics, 光華講壇
- Invited
- Data Source
  KAKENHI-PROJECT-22H00833
[Presentation] Machine Collaboration2022
- Author(s)
  Qingfeng Liu
- Organizer
  2022 ICSA China Conference
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-22H00833
[Presentation] Machine Collaboration2022
- Author(s)
  劉慶豊
- Organizer
  Applications of Data Science in Social Science
- Invited
- Data Source
  KAKENHI-PROJECT-19K01582
[Presentation] On the sparsity of Mallows model averaging estimator2021
- Author(s)
  劉慶豊
- Organizer
  4th International Conference on Econometrics and Statistics
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01582
[Presentation] Machine Collaboration2021
- Author(s)
  劉慶豊
- Organizer
  科研費シンポジウム多様な分野における統計科学に関する理論と方法論の革新的展開
- Invited
- Data Source
  KAKENHI-PROJECT-19K01582
[Presentation] Machine Collaboration2021
- Author(s)
  劉慶豊
- Organizer
  日本経済学会2021秋季大会
- Data Source
  KAKENHI-PROJECT-19K01582
[Presentation] A Machine Learning Perspective on Model Averaging2020
- Author(s)
  Qingfeng Liu
- Organizer
  ACIEK(Winter)- IMIP 2020
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01582
[Presentation] Model averaging estimation for conditional volatility models with an application to stock market volatility forecast2020
- Author(s)
  Qingfeng Liu
- Organizer
  The Ninth International Symposium of Quantitative Economics, August 26, 2020, (Online, Changchun, China)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01582
[Presentation] Model Averaging for Nonlinear Regression Models2019
- Author(s)
  劉慶豊
- Organizer
  The 2019 ICSA China Conference
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01582
[Presentation] On the Sparsity of Mallows Model Averaging Estimator2019
- Author(s)
  劉慶豊
- Organizer
  The 2019 International Symposium of Quantitative Economics
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01582
[Presentation] Model Averaging for Nonlinear Regression Models2018
- Author(s)
  Qingfeng Liu
- Organizer
  Seminar in the Department of Statistics, Columbia University
- Data Source
  KAKENHI-PROJECT-16K03590
[Presentation] ファクターモデルの進展と経済学への応用2018
- Author(s)
  劉慶豊
- Organizer
  中国吉林大学2018計量経済学国際講習レクチャー
- Invited
- Data Source
  KAKENHI-PROJECT-16K03590
[Presentation] Model Averaging Estimation for Conditional Heteroscedasticity Model Family2018
- Author(s)
  劉慶豊
- Organizer
  The 2nd International Conference on Econometrics and Statistics, Hong Kong, China
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K03590
[Presentation] Model selection and model averaging for nonlinear regression models2017
- Author(s)
  劉慶豊
- Organizer
  the European Meeting of Statisticians 2017, Helsinki, Finland.
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K03590
[Presentation] MODEL SELECTION AND MODEL AVERAGING FOR NONLINEAR REGRESSION MODELS2017
- Author(s)
  劉慶豊
- Organizer
  中国科学院研究会
- Place of Presentation
  中国科学院（中国）
- Invited
- Data Source
  KAKENHI-PROJECT-16K03590
[Presentation] MODEL SELECTION AND MODEL AVERAGING FOR NONLINEAR REGRESSION MODELS2017
- Author(s)
  劉慶豊
- Organizer
  上海対外経貿大学研究会
- Place of Presentation
  上海対外経貿大学（中国）
- Invited
- Data Source
  KAKENHI-PROJECT-16K03590
[Presentation] MODEL SELECTION AND MODEL AVERAGING FOR NONLINEAR REGRESSION MODELS2017
- Author(s)
  劉慶豊
- Organizer
  人民大学経済学院研究会
- Place of Presentation
  人民大学経済学院（中国）
- Invited
- Data Source
  KAKENHI-PROJECT-16K03590
[Presentation] MODEL SELECTION AND MODEL AVERAGING FOR NONLINEAR REGRESSION MODELS2017
- Author(s)
  劉慶豊
- Organizer
  中国首都師範大学研究会
- Place of Presentation
  中国首都師範大学（中国）
- Invited
- Data Source
  KAKENHI-PROJECT-16K03590
[Presentation] MODEL SELECTION AND MODEL AVERAGING FOR NONLINEAR REGRESSION MODELS2017
- Author(s)
  劉慶豊
- Organizer
  吉林大学2017年青年概率統計学者論壇
- Place of Presentation
  長春市御諾酒店（中国）
- Invited
- Data Source
  KAKENHI-PROJECT-16K03590
[Presentation] Model selection and model averaging for nonlinear regression models2017
- Author(s)
  劉慶豊
- Organizer
  2017年数量経済学国際学術検討会、中国長春市
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K03590
[Presentation] Model selection and model averaging for nonlinear regression models2017
- Author(s)
  劉慶豊
- Organizer
  IMIP2017, The International Symposium on Innovative Management, Information & Production, Wu Hu, China.
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K03590
[Presentation] MODEL SELECTION AND MODEL AVERAGING FOR NONLINEAR REGRESSION MODELS2017
- Author(s)
  劉慶豊
- Organizer
  IAAE 2017
- Place of Presentation
  Hotel Emisia Sapporo（北海道札幌市）
- Year and Date
  2017-06-26
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K03590
[Presentation] MODEL SELECTION AND MODEL AVERAGING FOR NONLINEAR REGRESSION MODELS2017
- Author(s)
  劉慶豊
- Organizer
  関西計量経済研究会
- Place of Presentation
  広島大学東千田キャンパス(広島県広島市)
- Data Source
  KAKENHI-PROJECT-16K03590
[Presentation] Generalized Least Squares Model Averaging2016
- Author(s)
  Qingfeng Liu
- Organizer
  Econometrics Seminar, Renmin University of China
- Place of Presentation
  Renmin University of China
- Year and Date
  2016-03-18
- Invited
- Data Source
  KAKENHI-PROJECT-25780148
[Presentation] Generalized Least Squares Model Averaging2016
- Author(s)
  Qingfeng Liu
- Organizer
  上海交通大学セミナー
- Place of Presentation
  Shang Hai, China
- Year and Date
  2016-05-05
- Invited
- Data Source
  KAKENHI-PROJECT-25780148
[Presentation] Predictive model averaging for unstable processes with many covariates2016
- Author(s)
  Qingfeng Liu
- Organizer
  The 2016 ICSA China Statistics Conference
- Place of Presentation
  Qingdao, China
- Year and Date
  2016-06-24
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25780148
[Presentation] Generalized Least Squares Model Averaging2014
- Author(s)
  Qingfeng Liu
- Organizer
  High Dimensional Statistical Analysis and Related Topics
- Place of Presentation
  Waseda University
- Data Source
  KAKENHI-PROJECT-25780148
[Presentation] Generalized Least Squares Model Averaging2014
- Author(s)
  Qingfeng Liu
- Organizer
  IASSL International Conference 2014
- Place of Presentation
  the Galadari Hotel, Colombo, Sri Lanka
- Invited
- Data Source
  KAKENHI-PROJECT-25780148
[Presentation] An Adaptive Combination Method for Averaging OLS and GLS Estimators2014
- Author(s)
  Qingfeng Liu
- Organizer
  Seminar in School of Economics, Renmin University of China
- Place of Presentation
  Beijing, China
- Year and Date
  2014-09-14
- Invited
- Data Source
  KAKENHI-PROJECT-25780148
[Presentation] Generalized Least Squares Model Averaging2013
- Author(s)
  Qingfeng Liu
- Organizer
  The 67th European Meeting of the Econometric Society
- Place of Presentation
  University of Gothenburg
- Data Source
  KAKENHI-PROJECT-25780148
[Presentation] Generalized Least Squares Model Averaging2013
- Author(s)
  Qingfeng Liu
- Organizer
  Econometric Society Australasian Meeting 2013
- Place of Presentation
  University of Sydney
- Data Source
  KAKENHI-PROJECT-25780148
[Presentation] Generalized Least Squares Model Averaging2013
- Author(s)
  Qingfeng Liu
- Organizer
  ハルビン工業大学セミナー
- Place of Presentation
  ハルビン工業大学経済と管理学院
- Data Source
  KAKENHI-PROJECT-25780148
[Presentation] Bootstrap-based Selection for Instrumental Variables Model
- Author(s)
  Qingfeng Liu
- Organizer
  IMIP 2014 On Big data analysis and Innovational Information
- Place of Presentation
  New Taipei City, Taiwan
- Year and Date
  2014-10-23 – 2014-10-24
- Invited
- Data Source
  KAKENHI-PROJECT-25780148
[Presentation] An Adaptive Combination Method for Averaging OLS and GLS Estimators
- Author(s)
  Qingfeng Liu
- Organizer
  2015 ICSA China Statistics Conference
- Place of Presentation
  Shanghai, China
- Year and Date
  2015-07-06 – 2015-07-07
- Invited
- Data Source
  KAKENHI-PROJECT-25780148
[Presentation] An Adaptive Combination Method for Averaging OLS and GLS Estimators
- Author(s)
  Qingfeng Liu
- Organizer
  The 68th European Meeting of the Econometric Society
- Place of Presentation
  Toulouse, France
- Year and Date
  2014-08-25 – 2014-08-29
- Data Source
  KAKENHI-PROJECT-25780148

1. TANIGUCHI Masanobu (00116625)

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2. YONEMOTO Kouji (90398090)

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3. HIRUKAWA Junichi (10386617)

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4. TAKAGI Yoshiji (00231390)

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5. HOSHINO Nobuaki (00313627)

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6. WANG Jin FANG (10270414)

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7. NAITO Kanta (80304252)

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8. SEKIYA Yuri (10226665)

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9. MATSUDA Shinichi (20209555)

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10. AKAHIRA Masafumi (70017424)

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11. TAKEMURA Akimichi (10171670)

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12. NISHIYAMA Yoshihiko (30283378)

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13. KANO Yutaka (20201436)

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14. AMANO Tomoyuki (40514451)

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15. 奥井亮 (20563480)

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16. 末石直也 (40596251)

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17. 吉村有博 (40773982)

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18. 岩澤政宗 (50842994)

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LIU Qingfeng 劉 慶豊

LIU Qing FENG 劉 慶豊

Research Projects

Research Products

Co-Researchers

Machine Learning methods for Econometric analysisPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Model Averaging for Ultra-High Dimensional Data: Theory, Methods, and ApplicationsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Factor selection and related topics on high-dimensional data analysisPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Generalized Least Squares Model Averaging and Confidence Set around Model Averaged EstimatePrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Asymmetric and nonlinear statistical theory and its applications to economics and bioscience

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Journal Article] Tying Maximum Likelihood Estimation for Dependent Data2023

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Machine Collaboration2021

Author(s)

Journal Title

Data Source

[Journal Article] Model Averaging for Nonlinear Regression Models2021

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Model averaging estimation for conditional volatility models with an application to stock market volatility forecast2020

Author(s)

Journal Title

DOI

Data Source

[Journal Article] On the sparsity of Mallows model averaging estimator2020

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Model Averaging for Generalized Linear Model with Covariates that are Missing completely at Random2020

Author(s)

Journal Title

Data Source

[Journal Article] Nested model averaging on solution path for high‐dimensional linear regression2020

Author(s)

Journal Title

DOI

Data Source

[Journal Article] A Combination Method for Averaging OLS and GLS Estimators2019

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Model Averaging Estimation Method for Nonlinear GARCH Family2018

Author(s)

Journal Title

Data Source

[Journal Article] Model Averaging Estimation for GARCH Family2017

Author(s)

Journal Title

LIU Qingfeng 劉慶豊

LIU Qing FENG 劉慶豊