Name: LI Jianping
Title: Professor
Research Areas: Risk management, Decision making
E-mail: ljp@ucas.ac.cn
Administrative Title: Executive Deputy Dean of the School
Highest Degree&Year Earned: Ph.D, 2004
Discipline: Management Science and Engineering
Publication in the Past 5 Years:
1)English Journals&Journal Citations (SSCI/SCI/EI/CSSCI)
1.Jianping Li,Yuyao Feng,Guowen Li,Xiaolei Sun. Tourism companies' risk exposures on text disclosure[J]. Annals of Tourism Research,2020,84. SSCI
2.Jianping Li,Guowen Li,Xiaoqian Zhu,Yanzhen Yao. Identifying the influential factors of commodity futures prices through a new text mining approach[J]. Quantitative Finance,2020,20(12). SCI/SSCI
3.Xiaolei Sun,Jun Wang,Yanzhen Yao,Jingyu Li,Jianping Li. Spillovers among sovereign CDS, stock and commodity markets: A correlation network perspective[J]. International Review of Financial Analysis,2020,68. SSCI
4.Xiaolei Sun,Chang Liu,Jun Wang,Jianping Li. Assessing the extreme risk spillovers of international commodities on maritime markets: A GARCH-Copula-CoVaR approach[J]. International Review of Financial Analysis,2020,68. SSCI
5.Li Jianping,Li Jingyu,Zhu Xiaoqian,Yao Yinhong,Casu Barbara. Risk spillovers between FinTech and traditional financial institutions: Evidence from the U.S.[J]. International Review of Financial Analysis,2020,71. SSCI
6.Yao Yinhong,Li Jianping,Sun Xiaolei. Measuring the risk of Chinese Fintech industry: evidence from the stock index[J]. Finance Research Letters,2020(prepublish). SSCI
7.Hao J , Li J , Wu D , et al. Portfolio optimisation of material purchase considering supply risk – A multi-objective programming model[J]. International Journal of Production Economics, 2020, 230. SCI
8.Li J , Li J , Zhu X . Risk dependence between energy corporations: A text-based measurement approach[J]. International Review of Economics & Finance, 2020, 68.SSCI
9.D Wu, Lu X , J Li, et al. Does the institutional diversity of editorial boards increase journal quality? The case economics field[J]. Scientometrics, 2020, 124(7).SCI/SSCI
10.Wang J , Sun X , Li J . How do sovereign credit default swap spreads behave under extreme oil price movements? Evidence from G7 and BRICS countries[J]. Finance Research Letters, 2019:101350. SSCI
11.Chen X , Sun X , Li J . How does economic policy uncertainty react to oil price shocks? A multi-scale perspective[J]. Applied Economics Letters, 2019, 27. SSCI
12.Sun X , Chen X , Wang J , et al. Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains[J]. The North American Journal of Economics and Finance, 2018. SSCI
13.Yao X , Le W , Sun X , et al. Financial stress dynamics in China: An interconnectedness perspective[J]. International Review of Economics & Finance, 2020, 68. SSCI
14.Qiang Ji, Jianping Li, Xiaolei Sun. New Challenge and Research Development in Global Energy Financialization. Emerging Markets Finance and Trade, 2019, 55(12): 2669-2672. SSCI
15.Lu Wei, Guowen Li, Xiaoqian Zhu, Xiaolei Sun, Jianping Li*. Developing a hierarchical system for energy corporate risk factors based on textual risk disclosures. Energy Economics, 2019, 80: 452-460. SSCI
16.Xiuwen Chen, Xiaolei Sun*. Dynamic spillover effect between oil prices and economic policy uncertainty in the BRIC countries: A wavelet-based approach. Emerging Markets Finance and Trade. 2019, 55:12, 2703-2717. SSCI
17.Qiang Ji, Jianping Li, Xiaolei Sun*. Measuring the interdependence between investor sentiment and crude oil returns: New evidence from the CFTC's disaggregated reports. Finance Research Letters.2019, 30: 420-425. SSCI
18.Xiuwen Chen, Xiaolei Sun*, Jianping Li. How does economic policy uncertainty react to oil price shocks? A multi-scale perspective. Applied Economics Letters. 2019. (DOI: 10.1080/13504851.2019.1610704) SSCI
19.Xiaolei Sun, Jun Wang, Yanzhen Yao, Jingyu Li, Jianping Li. Spillovers among Sovereign CDS, Stock and Commodity Markets: A Correlation Network Perspective. International Review of Financial Analysis. 2019. (https://doi.org/10.1016/j.irfa.2018.10.008) SSCI
20.Xiaolei Sun*, Xiuwen Chen, Jun Wang, Jianping Li. Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains. The North American Journal of Economics and Finance. 2018. (https://doi.org/10.1016/j.najef.2018.10.002) SCI
21.Xiaolei Sun*, Mingxi Liu, Zeqian Sima. A novel cryptocurrency price trend forecasting model based on LightGBM. Finance Research Letters. 2018. (https://doi.org/10.1016/j.frl.2018.12.032) SSCI
22.Xiuwen Chen , Jianping Li, Xiaolei Sun, Dengsheng Wu. Early identification of intellectual structure based on co‑word analysis from research grants. Scientometrics. https://doi.org/10.1007/s11192-019-03187-9 SCI
23.Lu Wei,Guowen Li, Jianping Li,Xiaoqian Zhu*. Bank risk aggregation with forward-looking textual risk disclosures. North American Journal of Economics and Finance. 2019,50: 101016.DOI:10.1016/j.najef.2019.101016 SCI
24.LinWang, JianpingLi, Martin Kun*. Project Portfolio Implementation under Uncertainty and Interdependencies: A simulation study of behavioural responses. Journal of the Operational Research Society. DOI: 10.1080/01605682.2019.1609890SCI
25.Jianping Li,Yinhong Yao,Yuanjie Xu,Jingyu Li,Lu Wei,Xiaoqian Zhu. Consumer’s risk perception on the Belt and Road countries: evidence from the cross-border e-commerce[J]. Electronic Commerce Research,2019,19(4). SCI
26.Yuan L , Li J , Li R , et al. Mapping the evaluation results between quantitative metrics and meta-synthesis from experts' judgements: evidence from the Supply Chain Management and Logistics journals ranking[J]. Soft Computing, 2020, 24(9):6227-6243. SCI
27.Chunbing Bao, Jie Wan, Dengsheng Wu, Jianping Li*. Aggregating risk matrices under a normative framework. Journal of Risk Research. DOI:10.1080/13669877.2019.1588912" SCI
28.JingyuLi, YanzhenYao, Jianping Li,Xiaoqian Zhu*. Network-based estimation of systematic and idiosyncratic contagion: The case of Chinese financial institutions. Emerging Markets Review. 2019, 40:100624DOI: 10.17632/br4r55dkc3.1" SCI
29.Jing Li, Xiaoli Lu, Jianping Li, Dengsheng Wu*.Evaluating journal quality by integrating department journal lists in a developing country: Are they representative? The Journal of Academic Librarianship. 2019, 45(6), 102067" SCI
30.Lu Wei, Guowen Li, Xiaoqian Zhu, Jianping Li*. Discovering bank risk factors from financial statements based on a new semi-supervised text mining algorithm. Accounting & Finance. 2019,59(3):1525-1558. DOI: 10.1111/acfi.12453 SCI
31.Xiaoqian Zhu, Yinghui Wang, Jianping Li*. Operational Risk Measurement: A Loss Distribution Approach with Segmented Dependence. Journal of Operational Risk. 2019, 14(1):25-44. DOI:10.21314/JOP.2019.220" SCI
32.Chunbing Bao, Dengsheng Wu, Jianping Li*. A knowledge-based risk measure from the fuzzy multi-criteria decision-making perspective[J].IEEE Transactions on Fuzzy Systems, 2018, online." SSCI
33.Zhu Xiaoqian, Wei Lu, Wu Dengsheng, et al. A general framework to construct bank risk data sets [J]. Journal of Risk, 2018," SSCI
34.Zhu Xiaoqian, Li Jianping, Wu Dengsheng. Should the Advanced Measurement Approach to Operational Risk be Discarded? Evidence from the Chinese Banking Industry [J]. Review of Pacific Basin Financial Markets and Policies, 2018, SSCI
35.Yuan Lili , Hao Yanni , Li Minglu, et al. Who are the international research collaboration partners for China? A novel data perspective based on NSFC grants [J]. Scientometrics, 2018," SCI
36.Wu Dengsheng, Li Jing, Lu Xiaoli, et al. Journal editorship index for assessing the scholarly impact of academic institutions: An empirical analysis in the field of economics [J]. Journal of Informetrics, 2018, 12(2): 448-460." SSCI
37.Wu Dengsheng, Li Jianping, Bao Chunbing. Case-based reasoning with optimized weight derived by particle swarm optimization for software effort estimation [J]. Soft Computing, 2018," SSCI
38.Wei Lu, Li Jiangping, Zhu Xiaoqian. Operational loss data collection: A Literature review [J]. Annals of Data Science, 2018, SCI
39.Ma Yuefeng, Liang Xun, Kwok James, et al. Fast-Solving Quasi-Optimal LS-S3VM Based on an Extended Candidate Set [J]. IEEE Transactions on Neural Networks & Learning Systems, 2018, 29(4): 1120-1131. SCI
40.Li Jiangping, Yao Yanzhen, Chen Yibing, et al. Option prices and stock market momentum: evidence from China [J]. Quantitative Finance, 2018, SSCI
41.Li Jianping, Yao Xiaoyang, Sun Xiaolei, et al. Determining the fuzzy measures in multiple criteria decision aiding from the tolerance perspective [J]. European Journal of Operational Research, 2018, 264(2): 428-439. SCI
42.Li Jianping, Wei Lu, Lee Cheng-Few, et al. Financial statements based bank risk aggregation [J]. Review of Quantitative Finance and Accounting, 2018, 50(3): 673-694. SSCI/SCI
43.Zhao Yang, Li Jianping, Yu Lean. A deep learning ensemble approach for crude oil price forecasting [J]. Energy Economics, 2017, 66(9-16.
44.Yao Yanzhen, Li Jianping, Zhu Xiaoqian, et al. Expected default based score for identifying systemically important banks [J]. Economic Modelling, 2017, 64(589-600.
45.Xie Yongjia, Wu Dengsheng, Chen Yuanping, et al. A data-driven dynamic programming model for research position demand forecasting [J]. Annals of Data Science, 2017, 4(1): 19-30."
46.Sun Xiaolei, Liu Chang, Chen Xiuwen, et al. Modeling systemic risk of crude oil imports: Case of China’s global oil supply chain [J]. Energy, 2017, 121(449-465."
47.Shi Yong, Shan Zhiguang, Li Jianping, et al. How China Deals with Big Data [J]. Annals of Data Science, 2017, 4(4): 433-440.
48.Li Jianping, Xie Yongjia, Wu Dengsheng, et al. Underestimating or overestimating the distribution inequality of research funding? The influence of funding sources and subdivision [J]. Scientometrics, 2017, 112(1): 55-74."
49.Li Jing, Wu Dengsheng, Li Jianping, et al. A comparison of 17 article-level bibliometric indicators of institutional research productivity: Evidence from the information management literature of China [J]. Information Processing & Management, 2017, 53(5): 1156-1170.
50.Wu Dengsheng, Xie Yongjia, Dai Qianzhi, et al. A systematic overview of Operations Research/Management Science research in Mainland China: Bibliometric analysis of the period 2001-2013 [J]. Asia-Pacific Journal of Operational Research, 2016, 33(6): 1650044.
51.Liu Chang, Sun Xiaolei, Chen Jianming, et al. Statistical properties of country risk ratings under oil price volatility:Evidence from selected oil-exporting countries [J]. Energy Policy, 2016,92(234-245.
52.Li Jianping, Li Minglu, Wu Dengsheng, et al. A bayesian networks-based risk identification approach for software process risk: The context of chinese trustworthy software [J]. International Journal of Information Technology & Decision Making, 2016, 15(6): 1391-1412.
53.Zhu Xiaoqian, Xie Yongjia, Li Jianping, et al. Change point detection for subprime crisis in American banking: From the perspective of risk dependence [J]. International Review of Economics &Finance, 2015, 38(18-28).
54.Yang Yuying, Liu Chang, Sun Xiaolei, et al. Spillover effect of international crude oil market on tanker market [J]. International Journal of Global Energy Issues, 2015, 38(4-6): 257."
55.Wu Dengsheng, Li Minglu, Zhu Xiaoqian, et al. Ranking the research productivity of business and management institutions in Asia-Pacific region: empirical research in leading ABS journals [J]. Scientometrics, 2015, 105(2): 1253-1272.
56.Li Jianping, Zhu Xiaoqian, Lee Cheng-Few, et al. On the aggregation of credit, market and operational risks [J]. Review of Quantitative Finance and Accounting, 2015, 44(1): 161-189.
57.Li Jianping, Sun Xiaolei, Wang Fei, et al. Risk integration and optimization of oil-importing maritime system: A multi-objective programming approach [J]. Annals of Operations Research, 2015, 234(1): 57-76."
2) Chinese Journals&Journal Citations (SSCI/SCI/EI/CSSCI)
1. Xiaoqian Zhu, Jianping Li. Research review of bank risk integration under correlation [J]. Chinese journalof management science, 2020,28 (08): 1-14 CSSCI
2. Ruoyun Li, Dengsheng Wu, Weixuan Xu, Jianping Li. Econometric analysis of the development trend of Management Science in China [J]. Chinese journalof management science, 2020,28 (03): 223-230 CSSCI
3. Xiaoyang Yao, Xiaolei Sun, Jianping Li. Construction method and demonstration of China's financial pressure index considering market relevance [J]. Management review, 2019, 31 (04): 34-41 CSSCI
4. Xuping Ma, Jun Wang, Xiaolei Sun, Jianping Li et al.., the dynamic characteristics of sovereign risk spillover network: one belt, take Belt & Road countries for example, [J]. system engineering theory and practice, 2019, 39 (6): 1363-1372. CSSCI、EI
5. Xuping Ma, Jun Hao, XiaoleiSun, Jianping Li et al. Risk identification and analysis of overseas power engineering investment based on work breakdown structure risk breakdown structure (WBS-RBS) coupling matrix [J]. Science and technology for development, 2019, 15 (03): 225-233 CSCD
6. Xiaoqian Zhu, Jingyu Li, Jianping Li, et al. Research on systematic risk measurement based on crisis conditional probability. Chinese journal of management science, 2018, 26 (6): 1-7 CSSCI
7. Dengsheng Wu, Jianping Li, Xiaolei Sun. Research on single model screening in combined forecasting considering model correlation [J]. Systems science and mathematics, 2017, 37 (2): 1-11 CSCD
8. Gang Li, Jianping Li, Xiaolei Sun, et al. Research on the combination mode of subjective and objective weights and its rationality [J]. Management review, 2017, 29 (12): 17-26 + 61 CSSCI
9. Gang Li, Jianping Li, Xiaolei Sun, et al. Research on subjective and objective combination weighting method with both sequence information and intensity information [J]. Chinese journal of management science, 2017, 25 (12): 179-187 CSSCI
10. Jie Fan, Linsheng Zhong, Jianping Li, et al. Building a third pole National Park Group is a scientific choice for Tibet to implement the grand strategy of main functional areas and take the road of green development [J]. Journal of the Chinese Academy of Sciences, 2017, 32 (9): 932-944 CSSCI
11. Qianzhi Dai, Dengsheng Wu, Jianping Li. Proportional allocation method of risk control resources based on maxmin equity [J]. System engineering theory and practice, 2017, 37 (6): 1602-1609 CSSCI、EI
12. Xiaoyang Yao, Xiaolei Sun, Dengsheng Wu, et al. Research on national risk correlation based on mutual information entropy [J]. System engineering theory and practice, 2015, 35 (7): 1657-1665 CSSCI、EI
13. Dengsheng Wu, Jianping Li, Xiaolei Sun, et al. Research on multi-objective optimal control of software risk considering risk correlation [J]. System engineering theory and practice, 2015, 35 (3): 578-586 CSSCI、EI
14. Dengsheng Wu, Jianping Li, Xiaolei Sun. Software cost SVR combination estimation based on weighted case-based reasoning model family [J]. Journal of management engineering, 2015, 29 (2): 210-216 CSSCI
Projects Statistics:
1) Number of Research Projects in the Past 5 Years: 20
2) Number of Industrial Projects in the Past 5 Years: 21
Textbooks: 2
Patents: 2
Professional Practice Standards/Public Policy: 1
Consultancy Report adopted by the Government or Company: 21
Honor and Awards: the second prize of UCAS Educational Achievement Award; the second prize of Qinghai Science and Technology Progress Award; the first prize of the Natural Science of the Ministry of Education in 2016 and 2017; Outstanding member of the Youth Innovation Promotion Association of the Chinese Academy of Sciences; the 14th China Youth Science and Technology Award; the 7th “National Excellent Science and Technology Workers” Award; Excellent Graduate mentor Award of Chinese Academy of Sciences; the third prize of the 7th Science Research Famous Achievement Award in Higher Institution (Humanities and Social Sciences); Lu Jiaxi Young Talent Award of Chinese Academy of Sciences; the second prize of Beijing Science and Technology Progress Award; the second prize of the Natural Science of the Ministry of Education.
Social Activities: Dean of Institute of Innovation and Development of Qing Hai; Executive Committee and Secretary-General of International Academy of Information Technology and Quantitative Management; Executive Director/ Associate Secretary-General/ Director of Working Committee of Youth/ Secretary-General of Chinese Society of Optimization; Executive Director of Chinese Academy of Management/Associate Director of Professional Committee of Business Intelligence/Associate Director of Working Committee of Youth/Professional Committee of Management and Decision Science ; Associate Director of Professional Committee of Financial Systems Engineering/ Associate Director of Working Committee of Youth of Systems Engineering Society of China; Associate Director General of the Branch of Decision Science of Operations Research Society of China; Executive Director of The Chinese Association of Yong Scientists and Technologists; Associate Director of Professional Committee of Economic Risk of Chinese Association of Quantitative Economics; Associate Director of Professional Committee of Internet Finance China Information Economics Society; Associate Editor/Executive Editor in Chief of “Chinese Journal of Management Science”; Editorial Board Member of “Journal of System Science and Mathematical Science”; Editorial Board Memberof “Financial Innovation”; Editorial Board Member of “Big Data”; Consultant for “Qinghai Science and Technology”: Editorial Board Member of “Science and Technology for Development”; Editor in Chief of “ International Journal of Intelligent Engineering Informatics ”; Associate Editor of “ International Journal of Computational Science ”; Associate Editor of “ Annals of Data Science ”; Editorial Board Member of “International Journal of Information Technology & Decision Making ”.
