姓 名: 魏璐
博士
任职情况
12BET副教授，管理科学系主任，国家金融安全教育部工程研究中心—金融风险管理与智能决策实验室主要成员
教育背景
(1) 2014-09至2019-06,中国科学院科技战略咨询研究院,博士,
导师:李建平
(2) 2010-09至2014-06,山东大学,管理学院,学士
研究兴趣与专长
金融风险管理；文本挖掘
学术任职
担任国际知名期刊Journal of International Financial Management & Accounting（ABS 2, JCR Q1）副编辑
学术简介
科研项目：
(1)主持国家自然科学基金委员会,面上项目,基于多源文本数据的银行风险度量方法研究：银行管理层、金融分析师、信用评级师的“三方合一”视角, 2024.01-2027.12
(2)主持国家自然科学基金委员会,青年科学基金项目,财务报表与金融文本相结合的银行风险集成方法研究, 2021.01-2023.12
(3)参与国家自然科学基金委员会,杰出青年基金项目,风险管理理论与方法, 2015.01-2019.12
(4)参与国家自然科学基金委员会,重点项目,多风险交互作用下的风险管理理论与方法, 2024.01-2028.12
(5)参与国家高端智库试点重大项目，关于金融风险问题研究，2017.07-2018.03
(6)参与国家高端智库试点重大项目，金融系统性风险监测与防范的关键问题研究，2016.06-2017.05
论文发表：
在学术研究方面，就读博士研究生期间以及工作以来，一直致力于金融风险管理方面的研究，共出版1部英文专著，发表学术论文20余篇，其中包括ESI高被引论文1篇，ABS 4论文1篇，ABS3论文5篇，JCR一区13篇, ABDC-A级论文8篇。
代表性成果
学术专著
(1) Li Jianping*;Wei Lu; Zhu Xiaoqian, 2022. Financial statements-based bank risk aggregation. Online. Part of the Innovation in Risk Analysis book series in Springer.（创新性风险分析系列英文专著）
学术论文
(1)Wei Lu; Li Xiaojing; Jing Zhongbo; Liu Zhidong*, 2022. A novel textual track-data based approach for estimating individual infection risk of COVID-19. Risk Analysis. 43(1), 156-182. (SCI, ABS 4，JCR一区，FMS-A,风险管理领域顶级期刊)
(2) Wei Lu; Li Guowen; Zhu Xiaoqian; Sun Xiaolei; Li Jianping*, 2019. Developing a hierarchical system for energy corporate risk factors based on textual risk disclosures. Energy Economics, 80: 452-460.（SSCI,ABS3, JCR一区, ABDC-A类）
(3)Wei Lu; Li Guowen; Zhu Xiaoqian; Li Jianping*, 2019. Discovering bank risk factors from financial statements based on a new semi-supervised text mining algorithm. Accounting & Finance, 59(3):1519-1552.（SSCI, ABS 2, ABDC-A类）
(4)Wei Lu; Li Guowen; Li Jianping; Zhu Xiaoqian*, 2019. Bank risk aggregation with forward-looking textual risk disclosures. The North American Journal of Economics and Finance. 50:101016. DOI: 10.1016/j.najef.2019.101016.（SSCI, ABS2, JCR二区）
(5) Jing Zhongbo, Liu Wei, Wang Zexi,Wei Lu, Zhang Xuan*. Does local government debt regulation improve rural banks’ performance? Evidence from China. Journal of International Financial Markets, Institutions & Money, 2024, 91: 101914.（共同一作，SSCI, JCR一区, ABS 3, ABDC-A类）
(6) Wei Lu; Jing Haozhe; Huang Jie; Deng Yuqi; Jing Zhongbo*. Do textual risk disclosures reveal corporate risk? Evidence from U.S. fintech corporations. Economic Modelling, 2023, 127: 106461. (SSCI, JCR一区, ABS 2）
(7) Wei Lu; Miao Xiyuan; Jing Haozhe, Liu Zhidong, Xie Zezhong*. Bank risk aggregation based on the triple perspectives of bank managers, credit raters, and financial analysts. Finance Research Letters, 2023, 104213.（SSCI, JCR一区, ABDC-A类, ABS 2）
(8) Han Chen; Wu Chengliang;Wei Lu*. The impact of the disclosure characteristics of the application material on the successful listing of companies on China’s Science and Technology Innovation. Journal of Behavioral and Experimental Finance, 2023, 37: 100733.（SSCI, JCR一区, ABDC-A类）
(9) Wei Lu, Miao Xiyuan; Jing Haozhe; Li Guowen*. Discovering high-risk bank risk factors based on risk matrix. International Journal of Information Technology & Decision Making, online.（SSCI, JCR一区）
(10)Wei Lu*, Ma Shufan, Wang Maoze. Understanding the information characteristics of consumers’ online reviews: the evidence from Chinese online apparel shopping. Electronic Commerce Research, online.（SSCI, ABS 2, ABDC-A类）
(11)Yao Yanzhen;Wei Lu*;Jing Haozhe; Chen Meiqi; Li Zhan, 2024. The impact of readability of risk disclosures in bond prospectuses on credit risk premium. Research in International Business and Finance, 70, 102310.(SSCI, ABS 2, JCR一区)
(12)Wei Lu; Deng Yuqi; Huang Jie; Han Chen; Jing Zhongbo*, 2022. Identification and analysis of financial technology risk factors based on textual risk disclosures. Journal of Theoretical and Applied Electronic Commerce Research, 17, 590-612.(SSCI)
(13) Li Jianping*;Wei Lu; Lee Cheng-Few; Zhu Xiaoqian; Wu Dengsheng, 2018. Financial statements based bank risk aggregation. Review of Quantitative Finance & Accounting, 50: 673-694. （ESCI, ABS 3）
(14) Zhu Xiaoqian;Wei Lu; Wu Dengsheng; Li Jianping*, 2018. A general framework for constructing bank risk data sets. Journal of Risk, 21(1): 37-59.（SSCI, ABS2）
(15) Zhu Xiaoqian;Wei Lu; Li Jianping*, 2021. A two-stage generalapproach toaggregate multiple bank risks. Finance Research Letters,40,101688.（SSCI,ABS2, JCR一区, ABDC-A类）
(16)Wei Lu; Li Jianping,Zhu Xiaoqian*, 2018.Operational loss data collection: a literature review. Annals of Data Science, 5(3): 313-337.
(17)Li Jianping, Li Guowen, Liu Mingxi, Zhu Xiaoqian*,Wei Lu, 2020. A novel text-based framework for forecasting agricultural futures using massive online news headlines. International Journal of Forecasting, 38(1), 35-50.(SSCI,ABS3, JCR一区)
(18) Yao Yanzhen,Li Jianping, Zhu Xiaoqian*,Wei Lu, 2017. Expected default based score for identifying systemically important banks. Economic Modelling, 64, 589-600. (SSCI, ABS 2, JCR一区)
(19)Li Jianping,Yao Yinhong, Xu Yuanjie, Li Jingyu,Wei Lu, Zhu Xiaoqian*,2019. Consumer’s risk perception on the Belt and Road countries: Evidence from the cross-border e-commerce. Electronic Commerce Research. 19, 823-840. (SSCI, ABS 2, ABDC-A类)
(20) Liu Ling; Wang Jujie*; Li Jianping,Wei Lu, 2022. Dual-meta pool method for wind farm power forecasting with small sample data. Energy, 267(3), 126504. (SCI, JCR一区)
(21) Liu Ling; Wang Jujie*; Li Jianping,Wei Lu, 2023. Monthly wind distribution prediction based on nonparametric estimation and modified differential evolution optimization algorithm. Renewable Energy, online. (SCI, JCR一区)
(22) Liu Ling; Wang Jujie*; Li Jianping,Wei Lu, 2023. An online transfer learning model for wind turbine power prediction based on spatial feature construction and system-wide update. Applied Energy, 340(2), 121049. (SCI, JCR一区)
(23) Xu Wenjie; Wang Jujie*; Zhang Yue; Li Jianping; Wei Lu, 2022. An optimized decomposition integration framework for carbon price prediction based on multi-factor two-stage feature dimension reduction. Annals of Operations Research. Online.https://doi.org/10.1007/s10479-022-04858-2 (SCI, JCR二区, ABS 3)
(24) Xu Weijia, Li Aihua*,Wei Lu, 2022. Theimpact of COVID-19 on China’scapitalmarket andmajorindustrysectors. Annals of Data Science, 9(1): 983-1007.
(25)朱晓谦,李靖宇,李建平*,陈懿冰,魏璐. (2018).基于危机条件概率的系统性风险度量研究.中国管理科学(6). (CSSCI)
教学简介
主讲课程：
本科生课程：《大数据治理与服务》《Python大数据分析基础》《多元应用统计分析》《管理科学模型与应用》
研究生课程：《大数据分析与应用》《经济学与管理学前沿》
公司产品改革研究课题：
12BET本科公司产品改革研究课题：
《“CBL-PBL-Seminar”立体教学模式在财经大数据课程中的应用探索与研究》
12BET研究生公司产品改革研究课题
《基于PBL-S方法的大数据方法与应用课程教学改革研究》
课程建设：
“十四五”校级一流本科课程立项建设项目——《Python大数据分析基础》
教材建设：
“十四五”校级本科规划教材立项建设教材——《大数据治理与企业数字化转型》
员工培养
大数据管理与应用19本科生韩晨，保送至中国科学院数学与系统科学研究院 系统科学研究所
大数据管理与应用（许国志大数据英才班）20本科生苗希元，保送至中国科学院大学经济与管理学院
荣誉与获奖
中国科学院经理特别奖
12BET“菁英学者”
联系方式
地址：北京市昌平区沙河高教园12BET沙河校区
电话：18510628807
邮箱：weilu@cufe.edu.cn
网页: http:/info/1017/4580.htm
