李国文
研究领域:机器学习、文本挖掘、大数据决策与分析、金融风险管理
联系方式:liguowenchina@163.com
通信地址:北京市海淀区学院南路39号12BET,100081
工作经历
2021.07-至今12BET博士后
教育背景
2016.09-2021.07 中国科学院科技战略咨询研究院 管理学博士
2012.09-2016.07 山东大学管理学院 管理学学士
主要论文
1. Jianping Li, Guowen Li, Mingxi Liu, Xiaoqian Zhu*, Lu Wei. A novel text-based framework for forecasting agricultural futures using massive online news headlines.International Journal of Forecasting, 2020, Online, DOI: 10.1016/j.ijforecast.2020.02.002.(SSCI,ABS 3,JCR一区)
2. Jianping Li*, Guowen Li, Xiaoqian Zhu, Yanzhen Yao. Identifying the influential factors of commodity futures prices through a new text mining approach.Quantitative Finance, 2020, 20(12), 1967-1981.(SCI/SSCI,ABS 3)
3. Jianping Li, Yuyao Feng, Guowen Li, Xiaolei Sun*. Tourism companies' risk exposures on text disclosure.Annals of Tourism Research, 2020, 84, 102986.(SSCI,ABS 4,JCR一区)
4. 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,ABS 3,JCR一区)
5. Mingxi Liu, Guowen Li, Jianping Li, Xiaoqian Zhu*, Yinhong Yao. Forecasting the price of Bitcoin using deep learning.Finance Research Letters, 2020, Online, DOI: 10.1016/j.frl.2020.101755.(SSCI,ABS 2,JCR一区)
6. 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), 1519-1552.(SSCI,ABS 2,JCR二区)
7. Lu Wei, Guowen Li, Jianping Li, Xiaoqian Zhu*. Bank risk aggregation with forward-looking textual risk disclosures.The North American Journal of Economics and Finance, 2019, 50, 101016.(SSCI,ABS 2,JCR三区)
8. Guowen Li, Xiaoqian Zhu, Jun Wang, Dengsheng Wu, Jianping Li*. Using LDA model to quantify and visualize textual financial stability report.Procedia Computer Science, 2017, 122, 370-376.(EI,Best Paper Award)
9. Guowen Li, Jianping Li, Mingxi Liu, Xiaoqian Zhu*. Evolutionary Mechanism of Risk Factor Disclosure in American Financial Corporation Annual Report.International Conference on Data Service(pp. 528-537). Singapore : Springer, 2020.(EI)
参与项目
1.风险管理理论与方法(国家自然科学基金委杰出青年项目,参与)
2.金融科技风险分析与监管对策建议(中国科学院学部咨询评议项目,参与)
3.国家风险相关性机理与测度研究(国家自然科学基金委面上基金项目,参与)
4.文旅行业大数据信用评价方法和应用研究(阳光保险集团横向课题,参与)
5.多源数据驱动的财务欺诈风险智能分析新范式(国家自然科学基金委重大研究项目,参与)
6.基于财经新闻的大数据股票市场价格波动分析方案(鸣石资本横向课题,联合主持)
主要奖励
2020/12博士研究生国家奖学金
2020/06成思危基金优秀员工奖
2019/12唐立新奖学金
2018/09第四届中国“互联网+”老员工创新创业大赛(北京赛区)二等奖
2017/12 Best Paper Award at The International Conference on Information Technology and Quantitative Management (ITQM)
主要学术兼职
《中国管理科学》、Industrial Management & Data Systems匿名审稿人