师资队伍
Faculty

李志勇

基本信息

李志勇,博士,教授,博导,信用管理系主任。

兼任:普惠金融与智能金融研究中心副主任,金融科技与监管科技实验室负责人,管理科学与工程学会金融计量与风险管理研究会理事,四川金融学会金融科技专业委员会主任委员代表。

地址:四川省成都市温江区柳台大道555号格致楼521室

邮箱:liz@swufe.edu.cn

主页:www.credit.li


教育访学

2009-2014:英国爱丁堡大学,信用风险,金融学博士

2007-2008:英国爱丁堡大学,运筹学与风险,理学硕士

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

研究兴趣

巴塞尔建模、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、绿色金融、金融科技、开放银行、大数据征信、社会信用体系建设等。主要研究用数据挖掘、机器学习和数学优化方法进行金融风险管理。

讲授课程

本科:金融风险管理、信用评分

硕士:金融风险管理、信用风险模型、消费金融学

博士:金融风险管理

学术成果

【期刊论文】

Li Zhiyong, Tang Y, Wu J, Zhang J & Lv Q. (2019). The interest costs of green bonds: credit ratings, corporate social responsibility, and certification.Emerging Market Finance and Trade,forthcoming

Li Zhiyong, Li K, Yao X & Wen Q, (2019), Predicting prepayment and default risks of unsecured consumer loans in online lending,Emerging Market Finance and Trade, 55:118-132.

Tang Z, Moro A, Sozzo S &Li Zhiyong. (2018). Modelling trust evolution within small business lending relationships.Financial Innovation. 4:19

Shen F, Ma X,Li Zhiyong, Xu Z & Cai D. (2018). An extended intuitionistic fuzzy TOPSIS method based on a new distance measure with an application to credit risk evaluation.Information Sciences. 428: 105-119.

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

Li Zhiyong, 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 Zhiyong. (2017). A new effective branch-and-bound algorithm to the high order MIMO detection problem.Journal of Combinatorial Optimization. 33(4):1395-1410.

Li Zhiyong, 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.

【著作译作】

《信用评分应用》,托马斯、克鲁克(著),李志勇(译),2019,中国金融出版社

《信用评级原理与实务》,冯光华等(编著),李志勇(参编),2019,上篇,中国金融出版社

《中国金融科技运行报告2018》,杨涛、贲圣林(主编),李志勇(参编),2018,第12章,社会科学文献出版社

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),2017,中国金融出版社

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

【其他论文】

Tang Y, Moro A, Sozzo S &Li Zhiyong. (2019) A Spiral Model of Trust Evolution. InProceedings of the Twelfth International Conference on Management Science and Engineering Management. pp. 515-526. Springer, Cham

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

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

【会议论文】

Credit Scoring and Credit Control (2009, 2011, 2013, 2015, 2017, 2019, Edinburgh)

WRDS Advanced Research Scholar Program at the Wharton School of UPenn (2018, Philadelphia; 2019 Beijing)

International Conference on Internet Finance (2019, Hangzhou)

China International Risk Forum (2016, Shanghai; 2019 Tianjin)

Workshop on Banking and Financial Stability at Deakin Business School (2019, Melbourne)

Sino-US Economist Fintech Innovation Forum (2018, Stanford)

International Conference on Corporate Governance in Emerging Markets (2018, Amsterdam)

International Conference on Energy Finance (2018, Beijing)

International Conference on Financial Markets and Institutions (2017, Chengdu)

International Finance and Banking Society (IFABS) Asia Conference (2017, Ningbo)

International Conference on Asian Financial Markets and Economic Development (2017, Nagasaki)

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

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

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)

荣誉奖励

2019年入选西南财经大学“光华百人计划”

2018年入选四川省“天府万人计划”

2018年度西南财经大学优秀科研成果奖

2018年度“唐立新优秀学者奖”三等奖

2018年度西南财经大学优秀教师二等奖

2016、2017年度西南财经大学优秀党员

2016-2019年度西南财经大学优秀硕士学位论文光华奖

上一篇:韩冰

下一篇:陶启智

关闭