基本信息
李建平  男  博导  经济与管理学院
电子邮件: ljp@ucas.ac.cn
通信地址: 北京海淀区中关村南一条3号
邮政编码: 100190

研究领域

风险管理; 大数据管理决策;金融科技

招生信息

   
招生专业
120100-管理科学与工程
020204-金融学
招生方向
风险管理
大数据管理决策
金融科技

教育背景

   
学历
-- 研究生
学位
-- 博士

工作经历

   
工作简历
2020-09~现在, 中国科学院大学经济与管理学院, 特聘教授、常务副院长(2021.04-)
2016-01~2020-09,中国科学院科技战略咨询研究院(原科技政策与管理所), 研究员
2015-11~现在, 中国科学院, 特聘研究员
2004-06~2016-01,中国科学院科技政策与管理科学研究所, 助研、副研、研究员
社会兼职
2022-01-01-今,《管理评论》, 主编
2021-09-24-今,中国运筹学会决策科学分会, 理事长
2021-04-08-今,《中国管理科学》, 主编
2019-11-07-今,中国优选法统筹法与经济数学研究会, 副理事长、风险管理分会理事长(2021-)
2018-10-10-今,管理科学与工程学会, 常务理事
2018-06-01-今,中国信息经济学会, 金融科技专业委员会副主任
2017-11-01-今,中国系统工程学会青年工作委员会, 副主任
2016-11-01-今,中国系统工程学会金融系统工程专业委员会, 副主任
2012-06-02-今,国际信息技术与量化管理研究会, 秘书长、执委会委员
2010-06-29-今,中国管理现代化研究会, 常务理事、商务智能专业委员会副主任、青年工作委员会副主任

教授课程

风险管理概论
国家风险管理
风险分析与决策

专利与奖励

   
奖励信息
(1) 中国科学院教育教学成果奖, 二等奖, 部委级, 2020
(2) ITQM2019最佳论文奖, 其他, 2019
(3) 中国科学院优秀导师奖, 院级, 2019
(4) 青海省十三五科技发展战略研究, 二等奖, 省级, 2018
(5) 2018“国科大杯”创新创业大赛优秀指导老师奖, , 研究所(学校), 2018
(6) 中国科学院优秀导师奖, , 院级, 2018
(7) ITQM2017 最佳论文奖, 其他, 2017
(8) 2016年度高等学校科学研究优秀成果奖(科学技术), 一等奖, 部委级, 2017
(9) 中国科学院青促会优秀会员, 院级, 2016
(10) 中国科学院优秀导师, 院级, 2016
(11) 第七届“全国优秀科技工作者”奖, 国家级, 2016
(12) 第十四届中国青年科技奖, 国家级, 2016
(13) 中国科学院优秀导师, 院级, 2015
(14) 面向复杂数据智能分析的多目标决策理论与方法研究, 一等奖, 部委级, 2012
(15) 青海省科技发展重大战略问题研究, 二等奖, 省级, 2012
(16) 中国科学院卢嘉锡青年人才奖, , 院级, 2011
(17) 最优化信用评分体系与应用, 二等奖, 省级, 2011
(18) 多目标规划数据挖掘理论、方法及在重要行业中的应用, 三等奖, 省级, 2010

出版信息

   
发表论文
(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) 基于多元驱动因素的主权CDS利差预测研究, Forecasting Sovereign CDS Spreads Based on Multiple Determinants, 计量经济学报, 2021, 第 1 作者
(12) Measuring the risk of Chinese Fintech industry: evidence from the stock index, FINANCE RESEARCH LETTERS, 2021, 
(13) Forecasting China’s sovereign CDS with a decomposition reconstruction strategy, APPLIED SOFT COMPUTING, 2021, 
(14) A two-stage general approach to aggregate multiple bank risks, FINANCE RESEARCH LETTERS, 2021, 
(15) Aggregating risk matrices under a normative framework, JOURNAL OF RISK RESEARCH, 2021, 
(16) Optimal selection of heterogeneous ensemble strategies of time series forecasting with multi-objective programming, EXPERT SYSTEMS WITH APPLICATIONS, 2021, 
(17) China's publications: fewer but better, NATURE, 2021, 
(18) Financial stress dynamics in China: An interconnectedness perspective, INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2020, 
(19) 基于Takenaka-Malmquist自适应时频分布的特征指标——来自上证和深证的数据, Characteristic index based on Takenaka-Malmquist adaptive time-frequency distribution——Data from Shanghai Composite Index and Shenzhen Component Index, 系统工程理论与实践, 2020, 第 3 作者
(20) 中国管理科学学科发展态势计量分析, Development Status and Trend of Management Science in China, 中国管理科学, 2020, 第 4 作者
(21) Spillovers among sovereign CDS, stock and commodity markets: A correlation network perspective, INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2020, 
(22) 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, 
(23) Project portfolio implementation under uncertainty and interdependencies: A simulation study of behavioural responses, JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY, 2020, 
(24) 相关性下的银行风险集成研究综述, A Review of Bank Risk Aggregation, 中国管理科学, 2020, 第 2 作者
(25) 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, 
(26) Portfolio optimisation of material purchase considering supply risk – A multi-objective programming model, INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS, 2020, 
(27) Identifying the influential factors of commodity futures prices through a new text mining approach, QUANTITATIVE FINANCE, 2020, 
(28) How does economic policy uncertainty react to oil price shocks? A multi-scale perspective, APPLIED ECONOMICS LETTERS, 2020, 
(29) Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2020, 
(30) Risk spillovers between FinTech and traditional financial institutions: Evidence from the U.S., INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2020, 
(31) Risk dependence between energy corporations: A text-based measurement approach, INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2020, 
(32) How do sovereign credit default swap spreads behave under extreme oil price movements? Evidence from G7 and BRICS countries, FINANCE RESEARCH LETTERS, 2020, 
(33) Multi-objective optimization of crude oil-supply portfolio based on interval prediction data, ANNALS OF OPERATIONS RESEARCH, 2020, 
(34) Does the institutional diversity of editorial boards increase journal quality? The case economics field, SCIENTOMETRICS, 2020, 
(35) Assessing the extreme risk spillovers of international commodities on maritime markets: A GARCH-Copula-CoVaR approach, INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2020, 
(36) Tourism companies' risk exposures on text disclosure, ANNALS OF TOURISM RESEARCH, 2020, 
(37) A Knowledge-Based Risk Measure From the Fuzzy Multicriteria Decision-Making Perspective, IEEE TRANSACTIONS ON FUZZY SYSTEMS, 2019, 
(38) Measuring the interdependence between investor sentiment and crude oil returns: New evidence from the CFTC's disaggregated reports, FINANCE RESEARCH LETTERS, 2019, 
(39) Bank risk aggregation with forward-looking textual risk disclosures, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2019, 
(40) Developing a hierarchical system for energy corporate risk factors based on textual risk disclosures, ENERGY ECONOMICS, 2019, 
(41) Early identification of intellectual structure based on co-word analysis from research grants, SCIENTOMETRICS, 2019, 
(42) 考虑市场相关性的中国金融压力指数构建方法与实证, China Financial Stress Index under Correlations between Markets, 管理评论, 2019, 
(43) Evaluating journal quality by integrating department journal lists in a developing country: Are they representative?, The Journal of Academic Librarianship, 2019, 
(44) Network-based estimation of systematic and idiosyncratic contagion: The case of Chinese financial institutions, EMERGING MARKETS REVIEW, 2019, 
(45) 基于分位数回归的系统性风险和经济增长关系研究, A Study of the Relationship between Systemic Risk and Economic Growth Based on Quantile Regression, 管理评论, 2019, 第 4 作者
(46) Operational risk measurement: a loss distribution approach with segmented dependence, JOURNAL OF OPERATIONAL RISK, 2019, 
(47) 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, 
(48) 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, 
(49) Risk assessment in cross-border transport infrastructure projects: A fuzzy hybrid method considering dual interdependent effects, INFORMATION SCIENCES, 2019, 
(50) 主权风险溢出网络动态特征研究:以“一带一路”国家为例, A study on the dynamics of sovereign risk spillover networks:Evidence from the countries along the Belt and Road, 系统工程理论与实践, 2019, 第 4 作者
(51) New Challenge and Research Development in Global Energy Financialization, EMERGING MARKETS FINANCE AND TRADE, 2019, 
(52) Evaluating journal quality by integrating department journal lists in a developing country: Are they representative?, JOURNAL OF ACADEMIC LIBRARIANSHIP, 2019, 
(53) Discovering bank risk factors from financial statements based on a new semi-supervised text mining algorithm, ACCOUNTING AND FINANCE, 2019, 
(54) 基于学科布局的科研机构层次聚类模型构建与实证分析, Model Construction and Empirical Analysis of Institute Hierarchical Clustering Based on Discipline Layout, 系统科学与数学, 2019, 第 3 作者
(55) Case-based reasoning with optimized weight derived by particle swarm optimization for software effort estimation, SOFT COMPUTING, 2018, 
(56) How to Design Rating Schemes of Risk Matrices: A Sequential Updating Approach, RISK ANALYSIS, 2018, 
(57) A multiobjective optimization method considering process risk correlation for project risk response planning, INFORMATION SCIENCES, 2018, 
(58) Who are the international research collaboration partners for China? A novel data perspective based on NSFC grants, SCIENTOMETRICS, 2018, 
(59) A general framework for constructing bank risk data sets, JOURNAL OF RISK, 2018, 
(60) Journal editorship index for assessing the scholarly impact of academic institutions: An empirical analysis in the field of economics, JOURNAL OF INFORMETRICS, 2018, 
(61) Fast-Solving Quasi-Optimal LS-(SVM)-V-3 Based on an Extended Candidate Set, IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS, 2018, 
(62) A multiobjective optimization method considering process risk correlation for project risk response planning, INFORMATION SCIENCES, 2018, 
(63) Financial statements based bank risk aggregation, REVIEW OF QUANTITATIVE FINANCE AND ACCOUNTING, 2018, 
(64) Insights into tolerability constraints in multi-criteria decision making: Description and modeling, KNOWLEDGE-BASED SYSTEMS, 2018, 
(65) Has China's oil-import portfolio been optimized from 2005 to 2014? A perspective of cost-risk tradeoff, COMPUTERS & INDUSTRIAL ENGINEERING, 2018, 
(66) 基于危机条件概率的系统性风险度量研究, An Indicator of Conditional Probability of Crisis for Systemic Risk Measurement, 中国管理科学, 2018, 
(67) A fuzzy mapping framework for risk aggregation based on risk matrices, JOURNAL OF RISK RESEARCH, 2018, 
(68) Decomposing inequality in research funding by university-institute sub-group: A three-stage nested Theil index, JOURNAL OF INFORMETRICS, 2018, 
(69) Determining the fuzzy measures in multiple criteria decision aiding from the tolerance perspective, EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2018, 
(70) Option prices and stock market momentum: evidence from China, QUANTITATIVE FINANCE, 2018, 
(71) Underestimating or overestimating the distribution inequality of research funding? the influence of funding sources and subdivision, SCIENTOMETRICS, 2017, 
(72) Expected default based score for identifying systemically important banks, ECONOMIC MODELLING, 2017, 
(73) 科研经费均衡度度量偏差的机理分析与实证研究, Mechanism Analysis and Empirical Study on Measurement Biases of Allocation Inequality in Research Funding, 科学学与科学技术管理, 2017, 第 5 作者
(74) 金融大数据标准规范体系比较研究, 大数据, 2017, 第 2 作者
(75) 主客观权重的组合方式及其合理性研究, Research on a Combined Method of Subjective-Objective Weighing and the Its Rationality, 管理评论, 2017, 第 3 作者
(76) A comparison of 17 article-level bibliometric indicators of institutional research productivity: Evidence from the information management literature of China, INFORMATION PROCESSING & MANAGEMENT, 2017, 
(77) Modeling systemic risk of crude oil imports: Case of China’s global oil supply chain, ENERGY, 2017, 
(78) A deep learning ensemble approach for crude oil price forecasting, ENERGY ECONOMICS, 2017, 
(79) 基于Maxmin公平的风险控制资源比例分摊方法, Allocating project risk response resources based on the concept of proportional allocation and Maxmin fairness, 系统工程理论与实践, 2017, 第 3 作者
(80) 考虑模型相关性的组合预测过程中单项模型筛选研究, Single Model Screening for Combination Forecast Considering Model Correlation, 系统科学与数学, 2017, 第 2 作者
(81) 兼顾序信息和强度信息的主客观组合赋权法研究, 中国管理科学, 2017, 第 1 作者
(82) Statistical properties of country risk ratings under oil price volatility: Evidence from selected oil-exporting countries, ENERGY POLICY, 2016, 
(83) A Systematic Overview of Operations Research/Management Science Research in Mainland China: Bibliometric Analysis of the Period 2001-2013, ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH, 2016, 
(84) A Bayesian Networks-Based Risk Identification Approach for Software Process Risk: The Context of Chinese Trustworthy Software, INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING, 2016, 
(85) 互联网金融的国家战略需求和关键科学问题, 中国科学基金, 2016, 第 7 作者
(86) Change point detection for subprime crisis in American banking: From the perspective of risk dependence, INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2015, 
(87) Change point detection for subprime crisis in American banking: From the perspective of risk dependence, International Review of Economics and Finance, 2015, 
(88) Ranking the research productivity of business and management institutions in Asia-Pacific region: empirical research in leading ABS journals, SCIENTOMETRICS, 2015, 
(89) 国家风险动态性的多尺度特征提取与识别:以OPEC国家为例, 中国管理科学, 2015, 
(90) On the aggregation of credit, market and operational risks, REVIEW OF QUANTITATIVE FINANCE AND ACCOUNTING, 2015, 
(91) 基于加权案例推理模型族的软件成本SVR组合估算, Combination Estimation of Software Effort by Support Vector Regression Based on Multiple Case-Based Reasoning with Optimized Weight, 管理工程学报, 2015, 第 2 作者
(92) Risk integration and optimization of oil-importing maritime system: a multi-objective programming approach, ANNALS OF OPERATIONS RESEARCH, 2015, 
(93) 考虑风险相关性的软件风险多目标优化控制研究, 系统工程理论与实践, 2015, 
(94) Operational Risk Aggregation across Business Lines Based on Frequency Dependence and Loss Dependence, MATHEMATICAL PROBLEMS IN ENGINEERING, 2014, 
(95) 系统性风险动态特征与国家风险评级差异性①——以金砖五国为例, Dynamics of systematic risk and its difference from country risk ratings: Evi- dence from BRICS countries, 管理科学学报, 2014, 第 3 作者
(96) TOPSIS method for quality credit evaluation: A case of air-conditioning market in China, JOURNAL OF COMPUTATIONAL SCIENCE, 2014, 
(97) Identifying the dynamic relationship between tanker freight rates and oil prices: In the perspective of multiscale relevance, ECONOMIC MODELLING, 2014, 
(98) Oil-importing optimal decision considering country risk with extreme events: A multi-objective programming approach, COMPUTERS & OPERATIONS RESEARCH, 2014, 
(99) 中国原油进口成本波动影响因素的识别与量化, 系统工程学报, 2014, 第 4 作者
(100) Measuring external oil supply risk: A modified diversification index with country risk and potential oil exports, ENERGY, 2014, 
发表著作
(1) 现代项目进度管理, Modern Projecet Schedule Management, 机械工业出版社, 2008-07, 第 1 作者
(2) 最优化数据挖掘:理论与应用, Optimization based Data Mining: Theory and Applications, Springer-verlag, 2011-06, 第 5 作者
(3) 银行操作风险度量与监管资本测定研究,  , 科学出版社, 2013-03, 第 1 作者
(4) 资源国国家风险理论与评估, 科学出版社, 2014-04, 第 1 作者
(5) 复杂时间序列预测技术研究:数据特征驱动分解集成方法论, 科学出版社, 2016-05, 第 3 作者
(6) 相关性视角下的国家风险研究, 科学出版社, 2021-01, 第 1 作者

科研活动

   
科研项目
( 1 ) 可信嵌入式软件系统风险分析与控制研究与示范应用, 主持, 国家级, 2013-01--2016-12
( 2 ) 风险管理理论与方法, 主持, 国家级, 2015-01--2019-12
( 3 ) 社会信用制度建设的管理理论与实现机制研究, 主持, 国家级, 2015-01--2019-12
( 4 ) 金融系统性风险监测与防范的关键问题研究, 主持, 国家级, 2016-05--2017-04
( 5 ) 国家自然科学基金限项申请规定政策研究, 主持, 国家级, 2016-07--2017-12
( 6 ) 关于金融风险问题研究, 主持, 国家级, 2017-01--2017-12
( 7 ) 基于数据深度融合的科技管理决策方法研究, 主持, 部委级, 2017-01--2021-12
( 8 ) 基于大数据的畜牧业生产管理决策分析与服务系统, 主持, 省级, 2017-07--2019-12
( 9 ) 管理科学部资助项目后评估体系研究, 主持, 国家级, 2017-12--2018-12
( 10 ) 青藏高原国家公园(群)管理体制与管控技术, 主持, 部委级, 2018-01--2022-12
( 11 ) 金融科技风险分析与监管对策建议, 主持, 部委级, 2018-01--2019-12
( 12 ) 重要数据出境风险识别、测度与预警方法研究, 主持, 国家级, 2019-01--2020-12
( 13 ) 管理科学与工程学科发展战略——风险管理、管理统计等, 主持, 国家级, 2019-06--2020-05
( 14 ) 国家公园群智能化管理服务平台, 主持, 国家级, 2019-11--2022-10
( 15 ) 青海省推进创新型省份建设专题研究, 主持, 省级, 2019-08--2020-12
( 16 ) 多源数据驱动的财务欺诈风险分析新范式研究, 主持, 国家级, 2021-01--2022-12
( 17 ) 重点大科技专项优化研究, 主持, 院级, 2021-03--2022-12