Chair professor and executive vice president in School of Economics and Management, University of Chinese Academy of Sciences. His major research interests including risk management and Fintech. He is a winner of the National Natural Science Foundation for Distinguished Young Scholars.
He serves as the secretary-general of the International Academy of Information Technology and Quantitative Management (IAITQM). He holds concurrent positions in seven national societies, including the vice chairman of the Chinese Society of Optimization, Overall Planning and Economical Mathematics. He is the Chief Editor of the General Management Theory Branch of the volume of Management Science and Engineering of Encyclopedia of China (3rd Edition). And serves on the editorial board of nearly 20 academic journals, such as editor-in-chief of Chinese Journal of Management Science and editor-in-chief of Management Review.
He has been awarded "China Youth Science and Technology Award", "National Outstanding Scientist of Science and Technology", and Elsevier China Highly Cited Scholar. He has published more than 130 academic papers, 8 monographs. He has won 2 First-class Prizes and 6 Second-class Prizes of provincial and ministerial Natural Science / Science and Technology Progress Award, and Second-class Prize of education and teaching achievements of the Chinese Academy of Sciences.
ljp @ ucas.ac.cn
Research Areas
Risk Management; Fintech
Education
Ph.D. in Management Science and Engineering, University of Science and Technology of China, 2001.09-2004.06 (with supervisor Prof. Weixuan Xu).
M.A. in Management Science and Engineering, Hefei University of Technology, 1998.09-2001.06 (with supervisor Prof. Shanlin Yang).
B.Sc. in Management Science and Engineering, Hefei University of Technology, 1994.09-1998.06.
Experience
Work Experience
Distinguished Professor/Chair Professor, School of Economics and Management, Chinese Academy of Sciences, 2020.09-Current
Professor, Institutes of Science and Development, Chinese Academy of Sciences, 2016.01-2020.09
Assistant Professor/Associate Professor/Professor, Institute of Policy and Management, Chinese Academy of Sciences, 2006.10-2015.12
Teaching Experience
Risk Management
Country Risk Management
Risk Analysis and Decision-making
Publications
Papers
（1） A novel text-based framework for forecasting agricultural futures using massive online news headlines, International Journal of Forecasting, 2022,
（2） Operational risk assessment of third-party payment platforms: a case study of China, Financial Innovation, 2022,
（3） The roles of political risk and crude oil in stock market based on quantile cointegration approach: A comparative study in China and US, ENERGY ECONOMICS, 2021,
（4） Community stewardship of China's national parks, SCIENCE, 2021,
（5） Multi-scale interactions between Turkish lira exchange rates and sovereign CDS in Europe and Asia, APPLIED ECONOMICS LETTERS, 2021,
（6） Forecasting the price of Bitcoin using deep learning, FINANCE RESEARCH LETTERS, 2021,
（7） Spillovers between sovereign CDS and exchange rate markets: The role of market fear, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2021,
（8） Multiscale information transmission between commodity markets: An EMD-Based transfer entropy network, RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2021,
（9） Predictability dynamics of multifactor-influenced installed capacity: A perspective of country clustering, ENERGY, 2021,
（10） Impacts of COVID-19 on financial markets: from the perspective of financial stress, APPLIED ECONOMICS LETTERS, 2021,
（11） Measuring the risk of Chinese Fintech industry: evidence from the stock index, FINANCE RESEARCH LETTERS, 2021,
（12） Forecasting China’s sovereign CDS with a decomposition reconstruction strategy, APPLIED SOFT COMPUTING, 2021,
（13） A two-stage general approach to aggregate multiple bank risks, FINANCE RESEARCH LETTERS, 2021,
（14） Aggregating risk matrices under a normative framework, JOURNAL OF RISK RESEARCH, 2021,
（15） Optimal selection of heterogeneous ensemble strategies of time series forecasting with multi-objective programming, EXPERT SYSTEMS WITH APPLICATIONS, 2021,
（16） China's publications: fewer but better, NATURE, 2021,
（17） Financial stress dynamics in China: An interconnectedness perspective, INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2020,
（18） Spillovers among sovereign CDS, stock and commodity markets: A correlation network perspective, INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2020,
（19） Mapping the evaluation results between quantitative metrics and meta-synthesis from experts' judgements: evidence from the Supply Chain Management and Logistics journals ranking, SOFT COMPUTING, 2020,
（20） Project portfolio implementation under uncertainty and interdependencies: A simulation study of behavioural responses, JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY, 2020,
（21） Measuring systemic importance of banks considering risk interactions: An ANOVA-like decomposition method, Measuring systemic importance of banks considering risk interactions: An ANOVA-like decomposition method, Journal of Management Science and Engineering, 2020,
（22） Portfolio optimisation of material purchase considering supply risk – A multi-objective programming model, INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS, 2020,
（23） Identifying the influential factors of commodity futures prices through a new text mining approach, QUANTITATIVE FINANCE, 2020,
（24） How does economic policy uncertainty react to oil price shocks? A multi-scale perspective, APPLIED ECONOMICS LETTERS, 2020,
（25） Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2020,
（26） Risk spillovers between FinTech and traditional financial institutions: Evidence from the U.S., INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2020,
（27） Risk dependence between energy corporations: A text-based measurement approach, INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2020,
（28） How do sovereign credit default swap spreads behave under extreme oil price movements? Evidence from G7 and BRICS countries, FINANCE RESEARCH LETTERS, 2020,
（29） Multi-objective optimization of crude oil-supply portfolio based on interval prediction data, ANNALS OF OPERATIONS RESEARCH, 2020,
（30） Does the institutional diversity of editorial boards increase journal quality? The case economics field, SCIENTOMETRICS, 2020,
（31） Assessing the extreme risk spillovers of international commodities on maritime markets: A GARCH-Copula-CoVaR approach, INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2020,
（32） Tourism companies' risk exposures on text disclosure, ANNALS OF TOURISM RESEARCH, 2020,
（33） A Knowledge-Based Risk Measure From the Fuzzy Multicriteria Decision-Making Perspective, IEEE TRANSACTIONS ON FUZZY SYSTEMS, 2019,
（34） Measuring the interdependence between investor sentiment and crude oil returns: New evidence from the CFTC's disaggregated reports, FINANCE RESEARCH LETTERS, 2019,
（35） Bank risk aggregation with forward-looking textual risk disclosures, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2019,
（36） Developing a hierarchical system for energy corporate risk factors based on textual risk disclosures, ENERGY ECONOMICS, 2019,
（37） Early identification of intellectual structure based on co-word analysis from research grants, SCIENTOMETRICS, 2019,
（38） Evaluating journal quality by integrating department journal lists in a developing country: Are they representative?, The Journal of Academic Librarianship, 2019,
（39） Network-based estimation of systematic and idiosyncratic contagion: The case of Chinese financial institutions, EMERGING MARKETS REVIEW, 2019,
（40） Operational risk measurement: a loss distribution approach with segmented dependence, JOURNAL OF OPERATIONAL RISK, 2019,
（41） Should the Advanced Measurement Approach for Operational Risk be Discarded? Evidence from the Chinese Banking Industry, REVIEW OF PACIFIC BASIN FINANCIAL MARKETS AND POLICIES, 2019,
（42） A Multiobjective Optimization Approach for Selecting Risk Response Strategies of Software Project: From the Perspective of Risk Correlations, INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING, 2019,
（43） Risk assessment in cross-border transport infrastructure projects: A fuzzy hybrid method considering dual interdependent effects, INFORMATION SCIENCES, 2019,
（44） New Challenge and Research Development in Global Energy Financialization, EMERGING MARKETS FINANCE AND TRADE, 2019,
（45） Evaluating journal quality by integrating department journal lists in a developing country: Are they representative?, JOURNAL OF ACADEMIC LIBRARIANSHIP, 2019,
（46） Discovering bank risk factors from financial statements based on a new semi-supervised text mining algorithm, ACCOUNTING AND FINANCE, 2019,
（47）Case-based reasoning with optimized weight derived by particle swarm optimization for software effort estimation, SOFT COMPUTING, 2018,
（48） How to Design Rating Schemes of Risk Matrices: A Sequential Updating Approach, RISK ANALYSIS, 2018,
（49） A multiobjective optimization method considering process risk correlation for project risk response planning, INFORMATION SCIENCES, 2018,
（50） Who are the international research collaboration partners for China? A novel data perspective based on NSFC grants, SCIENTOMETRICS, 2018,
（51） A general framework for constructing bank risk data sets, JOURNAL OF RISK, 2018,
（52） Journal editorship index for assessing the scholarly impact of academic institutions: An empirical analysis in the field of economics, JOURNAL OF INFORMETRICS, 2018,
（53） Fast-Solving Quasi-Optimal LS-(SVM)-V-3 Based on an Extended Candidate Set, IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS, 2018,
（54） A multiobjective optimization method considering process risk correlation for project risk response planning, INFORMATION SCIENCES, 2018,
（55） Financial statements based bank risk aggregation, REVIEW OF QUANTITATIVE FINANCE AND ACCOUNTING, 2018,
（56） Insights into tolerability constraints in multi-criteria decision making: Description and modeling, KNOWLEDGE-BASED SYSTEMS, 2018,
（57） Has China's oil-import portfolio been optimized from 2005 to 2014? A perspective of cost-risk tradeoff, COMPUTERS & INDUSTRIAL ENGINEERING, 2018,
（58） A fuzzy mapping framework for risk aggregation based on risk matrices, JOURNAL OF RISK RESEARCH, 2018,
（59） Decomposing inequality in research funding by university-institute sub-group: A three-stage nested Theil index, JOURNAL OF INFORMETRICS, 2018,
（60） Determining the fuzzy measures in multiple criteria decision aiding from the tolerance perspective, EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2018,
（61） Option prices and stock market momentum: evidence from China, QUANTITATIVE FINANCE, 2018