Zhiyong LI

About Zhiyong LI

Zhiyong LI, With an exceptional h-index of 15 and a recent h-index of 14 (since 2020), a distinguished researcher at Southwestern University of Finance and Economics, specializes in the field of credit scoring, risk management, credit modelling, bankruptcy prediction.

His recent articles reflect a diverse array of research interests and contributions to the field:

Does systemic risk affect fund managers' tail risk-taking?

Predicting loss given default of unsecured consumer loans with time-varying survival scores

The impact of environmental information disclosure on the cost of green bond: Evidence from China

On the prediction of stock price crash risk using textual sentiment of management statement

Carbon trading and COVID-19: a hybrid machine learning approach for international carbon price forecasting

The profitability of online loans: A competing risks analysis on default and prepayment

The risk interdependence of cryptocurrencies: Before and during the COVID-19 pandemic

Bank efficiency and failure prediction: a nonparametric and dynamic model based on data envelopment analysis

Zhiyong LI Information

University

Position

School of Finance

Citations(all)

1276

Citations(since 2020)

1167

Cited By

1586

hIndex(all)

15

hIndex(since 2020)

14

i10Index(all)

18

i10Index(since 2020)

17

Email

University Profile Page

Southwestern University of Finance and Economics

Google Scholar

View Google Scholar Profile

Zhiyong LI Skills & Research Interests

credit scoring

risk management

credit modelling

bankruptcy prediction

Top articles of Zhiyong LI

Title

Journal

Author(s)

Publication Date

Does systemic risk affect fund managers' tail risk-taking?

Pacific-Basin Finance Journal

Quansheng Xuan

Zhiyong Li

Tianyu Zhao

2024/2/1

Predicting loss given default of unsecured consumer loans with time-varying survival scores

Pacific-Basin Finance Journal

Aimin Li

Zhiyong Li

Anthony Bellotti

2023/4/1

The impact of environmental information disclosure on the cost of green bond: Evidence from China

International Journal of Management

Srinivasan Ragothaman

David Carr

2008/12/1

On the prediction of stock price crash risk using textual sentiment of management statement

China Finance Review International

Xiao Yao

Dongxiao Wu

Zhiyong Li

Haoxiang Xu

2023/9/25

Carbon trading and COVID-19: a hybrid machine learning approach for international carbon price forecasting

Annals of Operations Research

Xingmin Zhang

Zhiyong Li

Yiming Zhao

Lan Wang

2023/4/25

The profitability of online loans: A competing risks analysis on default and prepayment

European Journal of Operational Research

Zhiyong Li

Aimin Li

Anthony Bellotti

Xiao Yao

2023/4/16

The risk interdependence of cryptocurrencies: Before and during the COVID-19 pandemic

International Journal of Financial Engineering

Xinru Zeng

Zhiyong Li

Weiwei Yang

Zhengyang Huang

2022/12/17

Bank efficiency and failure prediction: a nonparametric and dynamic model based on data envelopment analysis

Annals of Operations Research

Zhiyong Li

Chen Feng

Ying Tang

2022/8

Special section on credit risk modelling—Guest editorial

International Journal of Forecasting

Zhiyong Li

Galina Andreeva

Tony Bellotti

2022/7/1

The recurrence of financial distress: A survival analysis

International Journal of Forecasting

Fanyin Zhou

Lijun Fu

Zhiyong Li

Jiawei Xu

2022/7/1

Customer churn prediction for commercial banks using customer-value-weighted machine learning models

Journal of Credit Risk

Zongxiao Wu

Zhiyong Li

2021

Predicting the risk of financial distress using corporate governance measures

Pacific-Basin Finance Journal

Zhiyong Li

Jonathan Crook

Galina Andreeva

Ying Tang

2021/9/1

A semi-parametric ensemble model for profit evaluation and investment decisions in online consumer loans with prepayments

Applied Soft Computing

Ke Li

Fanyin Zhou

Zhiyong Li

Wanqing Li

Feng Shen

2021/8/1

Predicting loss given default using post-default information

Knowledge-Based Systems

Ke Li

Fanyin Zhou

Zhiyong Li

Xiao Yao

Yashu Zhang

2021/7/19

How to identify early defaults in online lending: a cost-sensitive multi-layer learning framework

Knowledge-Based Systems

Zhiyong Li

Junfeng Zhang

Xiao Yao

Gang Kou

2021/6/7

Liquidity creation cyclicality, capital regulation and interbank credit: Evidence from Chinese commercial banks

Pacific-Basin Finance Journal

Ying Tang

Zhiyong Li

Jing Chen

Chao Deng

2021/6/1

The interest costs of green bonds: Credit ratings, corporate social responsibility, and certification

Emerging Markets Finance and Trade

Zhiyong Li

Ying Tang

Jingya Wu

Junfeng Zhang

Qi Lv

2020/9/25

Inferring the outcomes of rejected loans: an application of semisupervised clustering

Journal of the Royal Statistical Society Series A: Statistics in Society

Zhiyong Li

Xinyi Hu

Ke Li

Fanyin Zhou

Feng Shen

2020/2

See List of Professors in Zhiyong LI University(Southwestern University of Finance and Economics)