STAFF PROFILE
Professor Steven Li
Professor Steven Li joined the Graduate school of Business and Law (GSBL), RMIT University in April 2012 as Professor of Finance.
Steven has previously taught at a few universities in Australia and China including University of South Australia, Queensland University of Technology and Tsinghua University. He has extensive teaching experience in many finance subjects on both undergraduate and postgraduate levels. He currently lectures on Financial Management for E-MBA students and Managerial Finance for the MBA students.
Steven’s research interests include financial market efficiency, asset pricing, corporate finance, derivatives and financial engineering, Chinese financial markets, and environmental finance. He has published over 80 academic papers. He has been a visiting scholar to Central South University, Sichuan University, University of Electronic Science and Technology of China (UESTC), Bank of Japan, Sun Yat-san University, Hokkaido University, and University of Wollongong.
Steven is active in applying his finance knowledge and mathematical/statistical modelling skills for solving real world business problems. He has some significant consulting experience including the work for News Corporation, Bank of Japan, NCCARF (National Climate Change and Adaptation Research Facility) and Department of Climate Change and Energy Efficiency (DCCEE) of the Commonwealth Government of Australia.
Professor Li has successfully supervised many PhD students and Master by research/Honours students. He is currently recruiting new PhD students to do research on a wide range of finance subjects.
Teaching areas:
- Managerial Finance
- Corporate Finance
- Investments
- Derivatives and Financial Engineering
- Financial Modelling
Research interests:
- Quantitative Finance
- Corporate Finance
- Asset pricing, in particular Derivatives Pricing
- Efficiency of Financial Markets
- Investments
- Environmental finance
- Ph.D, Delft University of Technology (The Netherlands)
- Master of Business Administration (Finance), University of Melbourne (Australia)
- Bachelor of Science, Tsinghua University (Beijing, China)
- Hussain, S.,Li, S. (2022). Dependence structure between oil and other commodity futures in China based on extreme value theory and copulas In: World Economy, 45, 317 - 335
- Fu, L.,Ouyang, H.,Zhang, C.,Li, S.,Mohamed, A. (2022). A constrained cooperative adaptive multi-population differential evolutionary algorithm for economic load dispatch problems In: Applied Soft Computing, 121, 1 - 18
- Wei, W.,Ouyang, H.,Li, S.,Zhao, X.,Zou, D. (2022). A modified fireworks algorithm with dynamic search interval based on closed-loop control In: Mathematics and Computers in Simulation, 200, 329 - 360
- Wei, W.,Ouyang, H.,Wu, W.,Li, S.,Zou, D. (2022). A behavior-selection based Rao algorithm and its applications to power system economic load dispatch problems In: Applied Intelligence, 52, 11966 - 11999
- Liu, K.,Ouyang, H.,Li, S.,Gao, L. (2022). A Hybrid Harmony Search Algorithm with Distribution Estimation for Solving the 0-1 Knapsack Problem In: Mathematical Problems in Engineering, 2022, 1 - 29
- Zou, D.,Li, S.,Xuan, K.,Ouyang, H. (2022). A NSGA-II variant for the dynamic economic emission dispatch considering plug-in electric vehicles In: Computers and Industrial Engineering, 173, 1 - 22
- Wei, W.,Ouyang, H.,Zhang, C.,Li, S.,Fu, L.,Gao, L. (2021). Dynamic Collaborative Fireworks Algorithm and its applications in robust pole assignment optimization In: Applied Soft Computing, 100, 1 - 34
- Fu, L.,Zhu, H.,Zhang, C.,Ouyang, H.,Li, S. (2021). Hybrid Harmony search Differential evolution Algorithm In: IEEE Access, 9, 21532 - 21555
- Xie, Z.,Zhang, C.,Ouyang, H.,Li, S.,Gao, L. (2021). Self-adaptively commensal learning-based Jaya algorithm with multi-populations and its application In: Soft Computing, 25, 15163 - 15181
- Quan, Y.,Ouyang, H.,Zhang, C.,Li, S.,Gao, L. (2021). Mobile Robot Dynamic Path Planning Based on Self-Adaptive Harmony Search Algorithm and Morphin Algorithm In: IEEE Access, 9, 102758 - 102769
2 PhD Completions4 PhD Current Supervisions