姓 名:魏璐

博士

任職情況

中央財(cái)經(jīng)大學(xué)管理科學(xué)與工程學(xué)院長(zhǎng)聘副教授，博士生導(dǎo)師，管理科學(xué)系主任，國家金融安全教育部工程研究中心—金融風(fēng)險(xiǎn)管理與智能決策實(shí)驗(yàn)室主要成員

教育背景

(1) 2014-09至2019-06,中國科學(xué)院科技戰(zhàn)略咨詢研究院,博士,

導(dǎo)師:李建平

(2) 2010-09至2014-06,山東大學(xué),管理學(xué)院,學(xué)士

研究興趣與專長(zhǎng)

金融風(fēng)險(xiǎn)管理；大數(shù)據(jù)智能決策

學(xué)術(shù)任職

中國系統(tǒng)工程學(xué)會(huì)金融系統(tǒng)工程專業(yè)委員會(huì) 理事

擔(dān)任國際知名期刊Journal of International Financial Management & Accounting（ABS 2, JCR Q1）副主編

學(xué)術(shù)簡(jiǎn)介：

科研項(xiàng)目：

(1)主持國家自然科學(xué)基金委員會(huì),面上項(xiàng)目,基于多源文本數(shù)據(jù)的銀行風(fēng)險(xiǎn)度量方法研究：銀行管理層、金融分析師、信用評(píng)級(jí)師的“三方合一”視角, 2024.01-2027.12

(2)主持國家自然科學(xué)基金委員會(huì),青年科學(xué)基金項(xiàng)目,財(cái)務(wù)報(bào)表與金融文本相結(jié)合的銀行風(fēng)險(xiǎn)集成方法研究, 2021.01-2023.12

(3)參與國家自然科學(xué)基金委員會(huì),杰出青年基金項(xiàng)目,風(fēng)險(xiǎn)管理理論與方法, 2015.01-2019.12

(4)參與國家自然科學(xué)基金委員會(huì),重點(diǎn)項(xiàng)目,多風(fēng)險(xiǎn)交互作用下的風(fēng)險(xiǎn)管理理論與方法, 2024.01-2028.12

(5)參與國家高端智庫試點(diǎn)重大項(xiàng)目，關(guān)于金融風(fēng)險(xiǎn)問題研究，2017.07-2018.03

(6)參與國家高端智庫試點(diǎn)重大項(xiàng)目，金融系統(tǒng)性風(fēng)險(xiǎn)監(jiān)測(cè)與防范的關(guān)鍵問題研究，2016.06-2017.05

論文發(fā)表：

在學(xué)術(shù)研究方面，就讀博士研究生期間以及工作以來，一直致力于金融風(fēng)險(xiǎn)管理方面的研究，共出版1部英文專著，發(fā)表學(xué)術(shù)論文20余篇，其中包括ESI高被引、ABS4、ABDC-A*類論文。

代表性成果：

學(xué)術(shù)專著

(1)LiJianping*;Wei Lu; Zhu Xiaoqian,2022. Financial statements-based bank risk aggregation. Online.Part of theInnovation in Risk Analysisbookseries in Springer.（創(chuàng)新性風(fēng)險(xiǎn)分析系列英文專著）

學(xué)術(shù)論文

(1)Wei Lu;Li Xiaojing; Jing Zhongbo; Liu Zhidong*, 2022.Anoveltextualtrack-databasedapproach forestimatingindividualinfectionrisk of COVID-19. Risk Analysis.43(1), 156-182. (SCI,ABS4，JCR一區(qū)，F(xiàn)MS-A,風(fēng)險(xiǎn)管理領(lǐng)域頂級(jí)期刊)

(2)Wei Lu; Li Guowen; Zhu Xiaoqian; Sun Xiaolei; Li Jianping*,2019. Developing a hierarchical system for energy corporate risk factors based on textual risk disclosures. Energy Economics, 80: 452-460.（SSCI,ABS3,JCR一區(qū),ABDC-A*類, ESI高被引論文）

(3)WeiLu; Li Guowen; Zhu Xiaoqian; Li Jianping*, 2019. Discovering bank risk factors from financial statements based on a new semi-supervised text mining algorithm. Accounting & Finance,59(3):1519-1552.（SSCI,ABS2, ABDC-A類）

(4)Wei Lu; Li Guowen; Li Jianping; Zhu Xiaoqian*, 2019. Bank risk aggregation with forward-looking textual risk disclosures. The North American Journal of Economics and Finance. 50:101016. DOI: 10.1016/j.najef.2019.101016.（SSCI,ABS2,JCR二區(qū)）

(5)Jing Zhongbo, Liu Wei, Wang Zexi,Wei Lu, Zhang Xuan*. Does local government debt regulation improve rural banks’ performance? Evidence from China. Journal of International Financial Markets, Institutions & Money, 2024, 91: 101914.（共同一作，SSCI, JCR一區(qū), ABS 3, ABDC-A類）

(6)Wei Lu; Jing Haozhe; Huang Jie; Deng Yuqi; Jing Zhongbo*. Do textual risk disclosures reveal corporate risk? Evidence from U.S. fintech corporations. Economic Modelling, 2023, 127: 106461. (SSCI, JCR一區(qū), ABS 2,ABDC-A類）

(7)Wei Lu; Miao Xiyuan; Jing Haozhe, Liu Zhidong, Xie Zezhong*. Bank risk aggregation based on the triple perspectives of bank managers, credit raters, and financial analysts. Finance Research Letters, 2023, 104213.（SSCI, JCR一區(qū), ABDC-A類, ABS 2）

(8)Han Chen; Wu Chengliang;Wei Lu*. The impact of the disclosure characteristics of the application material on the successful listing of companies on China’s Science and Technology Innovation. Journal of Behavioral and Experimental Finance, 2023, 37: 100733.（SSCI, JCR一區(qū), ABDC-A類）

(9)Wei Lu, Miao Xiyuan; Jing Haozhe; Li Guowen*. Discovering high-risk bank risk factors based on risk matrix. International Journal of Information Technology & Decision Making,24(3), 743-764.（SSCI, JCR一區(qū)）

(10)Wei Lu*, Ma Shufan, Wang Maoze. Understanding the information characteristics of consumers’ online reviews: the evidence from Chinese online apparel shopping. Electronic Commerce Research, online.（SSCI, ABS 2, ABDC-A類）

(11)Yao Yanzhen;Wei Lu*;Jing Haozhe; Chen Meiqi; Li Zhan, 2024. The impact of readability of risk disclosures in bond prospectuseson credit risk premium. Research in International Business and Finance,70,102310.(SSCI, ABS 2, JCR一區(qū))

(12)?Wei Lu; Deng Yuqi; Huang Jie; Han Chen; Jing Zhongbo*, 2022. Identification and analysis of financial technology risk factors based on textual risk disclosures. Journal of Theoretical and Applied Electronic Commerce Research, 17, 590-612.(SSCI)

(13) Li Jianping*;Wei Lu;Lee Cheng-Few; Zhu Xiaoqian; Wu Dengsheng, 2018. Financial statements based bank risk aggregation. Review of Quantitative Finance & Accounting, 50: 673-694.（ESCI,ABS3）

(14) Zhu Xiaoqian;Wei Lu; Wu Dengsheng; Li Jianping*, 2018. A general framework for constructing bank risk data sets. Journal of Risk, 21(1): 37-59.（SSCI,ABS2）

(15) Zhu Xiaoqian;Wei Lu; Li Jianping*, 2021. A two-stage generalapproachtoaggregatemultiple bank risks. Finance Research Letters,40,101688.（SSCI,ABS2, JCR一區(qū),ABDC-A類）

(16)Wei Lu; Li Jianping,Zhu Xiaoqian*, 2018.Operational loss data collection: a literature review. Annals of Data Science, 5(3): 313-337.

(17)LiJianping,LiGuowen, LiuMingxi, ZhuXiaoqian*,WeiLu, 2020.A novel text-based framework for forecasting agricultural futures using massive online news headlines. International Journal of Forecasting,38(1), 35-50.(SSCI,ABS3, JCR一區(qū),ABDC-A類)

(18) Yao Yanzhen,Li Jianping, ZhuXiaoqian*,WeiLu, 2017.Expected default based score for identifying systemically important banks. Economic Modelling, 64,589-600. (SSCI, ABS2,JCR一區(qū),ABDC-A類)

(19)Li Jianping,Yao Yinhong, Xu Yuanjie, Li Jingyu,Wei Lu,Zhu Xiaoqian*,2019.Consumer’s risk perception on the Belt and Road countries: Evidence from the cross-border e-commerce. Electronic Commerce Research.19, 823-840.(SSCI,ABS 2, ABDC-A類)

(20) Liu Ling; Wang Jujie*; Li Jianping,Wei Lu, 2022. Dual-meta pool method for wind farm power forecasting with small sample data. Energy, 267(3), 126504.(SCI, JCR一區(qū))

(21) Liu Ling; Wang Jujie*; Li Jianping,Wei Lu, 2023. Monthly wind distribution prediction based on nonparametric estimation and modified differential evolution optimization algorithm. Renewable Energy,online.(SCI, JCR一區(qū))

(22) Liu Ling; Wang Jujie*; Li Jianping,Wei Lu, 2023. An online transfer learning model for wind turbine power prediction based on spatial feature construction and system-wide update.Applied Energy, 340(2), 121049. (SCI, JCR一區(qū),ABDC-A類)

(23) Xu Wenjie; Wang Jujie*; Zhang Yue; Li Jianping; Wei Lu, 2022. An optimized decomposition integration frameworkfor carbon price prediction based on multi-factor two-stagefeature dimension reduction. Annals of Operations Research. Online.https://doi.org/10.1007/s10479-022-04858-2 (SCI, JCR二區(qū),ABS 3,ABDC-A類)

(24)Xu Weijia,Li Aihua*,Wei Lu, 2022. Theimpact of COVID-19 on China’scapitalmarket andmajorindustrysectors. Annals of Data Science, 9(1): 983-1007.

(25)朱曉謙,李靖宇,李建平*,陳懿冰,魏璐. (2018).基于危機(jī)條件概率的系統(tǒng)性風(fēng)險(xiǎn)度量研究.中國管理科學(xué)(6). (CSSCI)

教學(xué)簡(jiǎn)介

主講課程：

本科生課程：《大數(shù)據(jù)治理與服務(wù)》、《Python大數(shù)據(jù)分析基礎(chǔ)》《多元應(yīng)用統(tǒng)計(jì)分析》、《管理科學(xué)模型與應(yīng)用》

研究生課程：《大數(shù)據(jù)分析與應(yīng)用》、《經(jīng)濟(jì)學(xué)與管理學(xué)前沿》《人工智能發(fā)展與財(cái)經(jīng)應(yīng)用》

教育教學(xué)改革研究課題：

中央財(cái)經(jīng)大學(xué)本科教育教學(xué)改革研究課題：

《“CBL-PBL-Seminar”立體教學(xué)模式在財(cái)經(jīng)大數(shù)據(jù)課程中的應(yīng)用探索與研究》

中央財(cái)經(jīng)大學(xué)研究生教育教學(xué)改革研究課題

《基于PBL-S方法的大數(shù)據(jù)方法與應(yīng)用課程教學(xué)改革研究》

課程建設(shè)：

“十四五”校級(jí)一流本科課程立項(xiàng)建設(shè)項(xiàng)目——《Python大數(shù)據(jù)分析基礎(chǔ)》

教材建設(shè)：

“十四五”校級(jí)本科規(guī)劃教材立項(xiàng)建設(shè)教材——《大數(shù)據(jù)治理與企業(yè)數(shù)字化轉(zhuǎn)型》

學(xué)生培養(yǎng)

大數(shù)據(jù)管理與應(yīng)用19 本科生韓晨，保送至中國科學(xué)院數(shù)學(xué)與系統(tǒng)科學(xué)研究院 系統(tǒng)科學(xué)研究所

大數(shù)據(jù)管理與應(yīng)用（許國志大數(shù)據(jù)英才班）20本科生苗希元，保送至中國科學(xué)院大學(xué)經(jīng)濟(jì)與管理學(xué)院

大數(shù)據(jù)管理與應(yīng)用（許國志大數(shù)據(jù)英才班）21本科生景浩哲，保送至中國人民大學(xué)商學(xué)院

投資學(xué)21本科生龔泳舟，保送至中國人民大學(xué)經(jīng)濟(jì)學(xué)院

榮譽(yù)與獲獎(jiǎng)

中國科學(xué)院院長(zhǎng)特別獎(jiǎng)

中央財(cái)經(jīng)大學(xué)“菁英學(xué)者”

聯(lián)系方式

地址：北京市昌平區(qū)沙河高教園中央財(cái)經(jīng)大學(xué)沙河校區(qū)

電話：18510628807

郵箱：weilu@cufe.edu.cn

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