Summary
Overview
Work History
Education
Skills
Affiliations
Timeline
OfficeManager
Fuyu Li

Fuyu Li

Victoria,BC

Summary

Natural Gas Price Forecasting (R studio)

  • Employed statistical techniques including single-layered neural networks and traditional ARIMA models to conduct 10-day ahead natural gas price forecasting.
  • Compared forecasting accuracy between econometric and machine learning models to identify optimal forecasting methodologies
  • Provided insights derived from forecasted results to inform strategic decisions for energy market stakeholders

Detailed-oriented analyst with expertise in qualitative and quantitative analysis . Skilled in providing strategic solutions and assessing project performance. Strong academic backgrounds in financial economics and Hands-on professional experience in both financial and public-sector.

Overview

2
2
years of professional experience
2
2
Languages

Work History

Research Analyst

University of Victoria
Victoria
04.2023 - 11.2024
  • Conducted in-depth market research and empirical reviews on selected volatility models
  • Utilized U.S. Intra-day Index data for HN-GARCH(1,1) parameter estimation
  • Developed and implemented statistical simulations to validate estimation results and enhance testing methodologies
  • Leveraged MATLAB for efficient data analysis and model testing, ensuring accuracy and reliability of findings

Energy Economics Analyst

BC Ministry of Energy, Mines and Low Carbon Innovation
, Victoria
05.2022 - 09.2022
  • Monitored and analyzed the global natural gas market
  • Performed cost-benefit analysis on existing and prospective BC gas projects
  • Prepared briefing notes, reports, and delivered presentations to different divisions

Customer Service Representative

Scotiabank
Burnaby
04.2019 - 08.2019
  • Demonstrated excellent communication skills in resolving customer requests
  • Efficiently managed multiple responsibilities and tasks to ensure workflow

Education

Master of Arts - Economics

University of Victoria
12-2023

Bachelor of Arts - Economics

Simon Fraser University
02-2021

Skills

  • Proficiency in data analysis tools: R Studio, Stata, Matlab and EVIEWS
  • Experience in financial analysis platform: Barchart, Bloomberg and Yahoo Finance
  • Data analysis and data visualization
  • Economic forecasting and statistical analysis
  • Qualitative and quantitative research
  • Project management and client engagement

Affiliations

  • Research Funding for Option Pricing using GARCH model- University of Victoria 2023
  • University of Victoria Graduate Award - University of Victoria 2021
  • Cynthia Johanson Economic Graduate Scholarship -University of Victoria 2021

Timeline

Research Analyst

University of Victoria
04.2023 - 11.2024

Energy Economics Analyst

BC Ministry of Energy, Mines and Low Carbon Innovation
05.2022 - 09.2022

Customer Service Representative

Scotiabank
04.2019 - 08.2019

Master of Arts - Economics

University of Victoria

Bachelor of Arts - Economics

Simon Fraser University
Fuyu Li