Fig­ures, mod­els and the search for solu­tions

Prof. Dr. Yuanhua Feng retires after 17 years at Paderborn University

For Prof. Dr Yuanhua Feng, research was never an end in itself. His aim was to further develop statistical and econometric methods so that they could answer specific questions and be applied in practice. This approach shaped his work in research and teaching over the course of decades.

On 1 August 2026, Feng retired after 17 years as Professor of Econometrics and Quantitative Methods at the Faculty of Business Administration and Economics at Paderborn University.

Mathematics as a foundation

Born and raised in China, Feng initially studied Mathematics. As his academic career progressed, he turned his attention to Business Administration and Economics and eventually to statistics and econometrics. Following posts at Beijing Agricultural University, the University of Konstanz and Heriot-Watt University in Edinburgh, he accepted a position at Paderborn University in 2008.

Feng describes his time in Konstanz as formative: it was there that he completed his PhD and habilitation. With his move to Paderborn, he found a place where he could continue to develop his research and teaching over the long term. “At Paderborn University, I have supervised numerous undergraduate dissertations and PhD theses and have also carried out a number of research projects,” Feng recalls.

Research with a focus on application

Whether time-series analysis, risk management or financial econometrics: in his research, Feng has always pursued the goal of developing scientific methods capable of solving practical challenges.

This has resulted in new econometric models as well as algorithms and freely available software packages for academic use. The ‘R package smoots’, developed during his tenure as professor, has been downloaded more than 42,000 times since its publication and is used worldwide.

An early milestone in his career was his PhD. In 1999, for his doctoral dissertation on data-driven seasonal adjustment of time series, Feng was one of the first researchers to receive the PhD Prize from the Federal Statistical Office. He cites his publication ‘Simultaneously Modelling Conditional Heteroskedasticity and Scale Change’ as another highlight, which provided important impetus for the further development of semi-parametric volatility models.

Passing on knowledge

Early in his career, Feng was honoured in China as ‘Best Tutor of the Year’. This recognition reflects his commitment to supporting students individually and guiding them on their academic journey.

At Paderborn University, he developed several Master’s-level courses in the fields of time series analysis and financial econometrics, which have become well-established over many years. He takes great pleasure in seeing former students go on to pursue academic careers themselves. For example, the master's thesis of his former student, Prof. Dr Marlon Fritz – who is now a professor in his own right – received an award.

Paderborn as an academic home

Feng associates his time at Paderborn University above all with the dynamic development of the faculty. He witnessed the expansion of the Master’s programmes as well as the growing interest in quantitative methods. At the same time, he highlights the trusting collaboration with his colleagues and the support received from the faculty management and the university administration.

Department spokesperson Prof. Dr Burkhard Hehenkamp also looks back with great appreciation on the time spent working alongside Feng: “Yuanhua Feng was always someone you could rely on. Whether in the department or on various committees – he carried out his duties conscientiously and with great care. With his modest and unassuming manner, he was a pleasant conversationalist who was a good listener.”

After more than four decades in research and teaching, Feng is looking forward to having more time in future for exercise, everyday life and new interests. His scientific curiosity will no doubt continue to accompany him even in retirement.

Photo (Paderborn University, Hilal Erboğa): Prof. Dr. Yuanhua Feng is retiring after 17 years at Paderborn University.

Contact

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Prof. Dr. Yuanhua Feng

Ökonometrie & Quantitative Methoden

Econometrics, Financial Econometrics, Time Series Analysis, nonparametric regression

Write email +49 5251 60-3379