所在系别：资本金融系
教育背景：
哈尔滨工业大学计算机专业学士（2004）、硕士（2006），对外经济贸易大学金融学博士（2017）
工作经历：
2006-2010，深圳中兴通讯股份有限公司，软件工程师。
2010-2013，哈尔滨理工大学计算中心，讲师。
2017-2019，对外经济贸易大学，博士后。
2020-至今，中国政法大学商学院，讲师。
在SCI、SSCI和南大核心刊物上发表论文十余篇。部分发表如下：
Li Daye, Nishimura Yusaku and Men Ming. (2016). “Why the long-term auto-correlation has not been eliminated by arbitragers: Evidences from NYMEX,” Energy Economics 59: 167-178. SSCI.JCR Q1.
Li Daye, Li Rongrong and Sun Qiankun. (2017). "How the heterogeneity in investment horizons affects market trends." Applied Economics 49(15): 1473-1482. SSCI. JCR Q2.
Li Daye, Li Zhizhong and Li Rongrong. (2018). "Automate the identification of technical patterns: a K-nearest-neighbor model approach." Applied Economics 50(17): 1978-1991. SSCI. JCR Q2.
Li Daye, and Xinmin Zhang. (2019). “How time horizons and arbitrage cost influence the turnover premium?” Applied Economics 44(51): 4833-4848. SSCI. JCR Q2.
Li Tianyang, Li Daye and Men Ming. (2021). “Size Effect in China.” Applied Economics. DOI: 10.1080/00036846.2021.1899122. SSCI. JCR Q2.
Li Daye, Nishimura Yusaku and Men Ming. (2014). "Fractal markets: Liquidity and investors on different time horizons." Physica A: Statistical Mechanics and its Applications 407(0): 144-151. SCI. JCR Q2.
Li Daye, Kou Zhun and Sun Qiankun. (2015). "The scale-dependent market trend: Empirical evidences using the lagged DFA method." Physica A: Statistical Mechanics and its Applications 433(0): 26-35. SCI. JCR Q2.
Li Daye, Nishimura Yusaku and Men Ming. (2016). "The long memory and the transaction cost in financial markets." Physica A: Statistical Mechanics and its Applications 442: 312-320. SCI. JCR Q2.
主持了中国博士后科学基金面上项目，股票因子模型的数据透视偏误问题研究。
