李志勇 

(Released in:2013-03-07 )

一、基本信息

李志勇,男,信用风险管理博士,西南财经大学金融学院副教授,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

 

二、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、研究兴趣

PDLGDEAD信用风险计量模型,个人消费信用、企业信用、信用评分、利润评分、信用评级、信贷组合、压力测试等,同时关注消费金融、科技金融、P2P网贷、大数据征信、社会信用体系建设等。


四、研究成果

    1.  期刊论文

    Tian, Y., Li, K., Yang, W., & Li, Z., 2016, A new effective branch-and-bound algorithm to the high order MIMO detection problem. Journal of Combinatorial Optimization, 1-16.

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

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

 

    2.  工作论文

    Li, Z., Yao, X. Wen, Q. and Yang, W., Prepayment and default of consumer loans in online lending, working paper, under review.

    Li, Z., Crook, J. and Andreeva, G., Dynamic Prediction of Financial Distress Using Malmquist DEA, working paper, under review.

    Li, Z., Tian, Y., Li, K. and Yang, W., The performance of reject inference in credit scoring using Support Vector Machines, working paper, under review.

    Li, Z., Crook, J. and Andreeva, G., Predicting the Risk of Financial Distress using Corporate Governance Measures, working paper, under review.

 

    3.  会议论文

    28th European Conference on Operational Research (2016, Poznan)

    International Risk Management Conference (2016, Jerusalem)

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

    Credit Scoring and Credit Control XIV (2015, Edinburgh)

    International Risk Management Conference (2015, Luxembourg)

    The 1st China-UK Microfinance and Rural Finance Conference (2015, Chengdu)

    Credit Scoring and Credit Control VIII (2013, Edinburgh)

    INFORMS (2013, Rome)

    OR55 (2013, Exeter)

    EURO 2012 (2012, Vilnius)

    OR54 (2012, Edinburgh)

    Credit Scoring and Credit Control VII (2011, Edinburgh)

    YoungOR17 (2011, Nottingham)

    Credit Scoring and Credit Control VI (2009, Edinburgh)

 

    4.  专著和译著

   《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

   《信用评分工具》,安德森著,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!