李志勇 

(Released in:2013-03-07 )

一、基本信息

李志勇,爱丁堡大学商学院博士,西南财经大学金融学院副教授,博士生导师,信用管理系副主任。电子邮箱liz@swufe.edu.cn,办公室地址格致楼521室,个人主页www.credit.li

 

教育背景

2003-2007,北京航空航天大学,飞行器设计,工学学士

2005-2007,北京航空航天大学,应用数学,理学学士

2007-2008,英国爱丁堡大学 ,运筹学与风险,理学硕士

2009-2014,英国爱丁堡大学,信用风险,金融学博士

 

三、研兴趣

信用风险计量模型、信用评分、信用评级、信贷组合定价、商业银行压力测试、同时关注消费金融、金融科技、网络贷款、大数据征信、社会信用体系建设等。曾在国际学术期刊上发表论文多篇,参加国际学术会议并发表论文10余篇,主持多项科研项目。

 

四、研究成果

1.  期刊论文

F Shen, X Ma, Z Li, Z Xu, D Cai. (2017).An extended intuitionistic fuzzy TOPSIS method based on a new distance measure with an application to credit risk evaluation. Information Sciences. forthcoming. DOI: 10.1016/j.ins.2017.10.045

Li Z, Crook J, & Andreeva G. (2017). Dynamic prediction of financial distress using Malmquist DEA. Expert Systems with Applications, 80: 94-106.

Li Z, Tian Y, Li K, Zhou F, & Yang W. (2017). Reject inference in credit scoring using Semi-supervised Support Vector Machines. Expert Systems with Applications, 74:105-114.

Tian Y, Li K, Yang W, & Li Z. (2017). A new effective branch-and-bound algorithm to the high order MIMO detection problem. Journal of Combinatorial Optimization, 33(4):1395-1410.

Shen F, Lan D, & Li Z. (2017). An Intuitionistic Fuzzy ELECTRE-III Method for Credit Risk Assessment. In Proceedings of the Tenth International Conference on Management Science and Engineering Management (502:289-296). Springer Singapore.

Li Z, Crook J. & Andreeva G, (2014), Chinese Companies Distress Prediction: An Application of Data Envelopment Analysis, Journal of the Operational Research Society, 65(3), 466-479.

程功,文晴,& 李志勇(2017),基于时变参数模型的银行信用风险与宏观经济形势的动态关系研究,金融监管研究63(3):51-72.

李志勇,杨维,&曾嵘,利用期货市场设计农业保险产品对冲价格风险,中国期货,2016年第一期。

郭辉,彭艺,& 李志勇等,(2008),逆压梯度转捩边界层流动结构显示,实验流体力学2: 68-73

 

2.  工作论文

Li Z, Li K, Yao X, and Wen Q, Prepayment and default of consumer loans in online lending, working paper.

Li Z, Crook J, and Andreeva G, Predicting the risk of financial distress using corporate governance measures, working paper.

Li Z, Hu X, and Li K, Inferring the Outcomes of Rejected Loans: an Application of Semi-supervised Clustering Algorithms, working paper.

Li Z, Yang J, and Li W, Concept momentum in the Chinese stock markets, working paper.

Li Z, Tang Y, and Yang J, A non-parametric method to predict bank failure, working paper.

Li Z, Zhang J, and Jia N, Text mining of personal experiences in detecting SME distress, working paper.

Li Z, Wu J, Zhang J, and Lv Q, Green bonds: interest cost, credit rating, corporate social responsibility and their certification, working paper.

 

3.  会议论文

Credit Scoring and Credit Control (2009, 2011, 2013, 2015, 2017, Edinburgh)

International Risk Management Conference (2015, Luxembourg; 2016, Jerusalem; 2017, Florence)

European Conference on Operational Research (2012, Vilnius, 2013, Rome; 2016, Poznan)

Joint Meeting of the Financial Education Alliance and the Central Taiwan Finance Association (2016, Taiwan; 2017 Jiangxi)

China-UK Microfinance and Rural Finance Conference (2015, Chengdu),

OR Annual Conference (2012, Edinburgh; 2013, Exeter)

YoungOR Conference (2011, Nottingham)

 

4.  专著译著

《信用评分工具:自动化信用管理的理论与实践》,安德森(著),李志勇(译),中国金融出版社,2017

《消费信用模型:定价、利润与组合》,托马斯(著),李志勇(译),中国金融出版社,2016

 

Dr. Zhiyong Li is an associate professor in Credit Management at the School of Finance, Southwestern University of Finance and Economics. He obtained the doctorate in Credit Management from the University of Edinburgh Business School. He has been working with Professor Jonathan Crook and Dr. Galina Andreeva at the Credit Research Centre. Dr. Li specialises in credit scoring, consumer credit, corporate credit and other theoretical and empirical credit studies. Many of his papers were presented at international conferences of finance, operational research and credit research and submitted to top journals in banking and finance, management science/operational research and risk management.

 

Dr. Li would like to collaborate with scholars and organisations in various ways. Please email to liz@swufe.edu.cn for enquiry. Thanks!