• CSCR III Publication Opportunity

    The following journals will publish a special issue or section dedicated to the conference.

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    For more information about the journal please visit


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    The British Accounting Review


    JCR-Business, Management and Accounting Q1/Accounting Q1

    For more information about the journal please visit


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    Financial Innovation


    For more information about the journal please visit


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    Journal of Chinese Economic and Business Studies


    For more information about the journal please visit


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    International Journal of Financial Engineering


    For more information about the journal please visit


  • Guest Editorial Team


    Guest editors

    • Edward Altman, Stern School of Business, New York University
    • Baofeng Shi, College of Economics and Management, Northwest A&F University
    • Yizhe Dong, Business School, University of Edinburgh
    • Zhiyong Li, School of Finance, Southwestern University of Finance and Economics

    The guest editorial team will invite the high-quality papers presented to submit their papers to the special issue/section after the conference. However, attendance and/or presentation at the conference is not a prerequisite for submission to the special issue/section. All submissions will be subject to an initial screening and reviewing by the guest editors. All manuscripts considered for inclusion in the special issue/section will be in accordance with journal guidelines, and subject to a standard review process of each journal and can only be submitted to one journal at a time. All papers should have an original contribution and meet the high publishing quality standards of the journals. There are no submission fees to the journals.

  • CSCR I Publications

    Special Section on 'Credit Risk Modelling'

    International Journal of Forecasting

    Volume 38, Issue 3 (July–September 2022)

    Edited by Zhiyong Li, Galina Andreeva, Tony Bellotti

    • Zhang X, Zhao Y, & Yao X. (2022). Forecasting corporate default risk in China. International Journal of Forecasting, 38(3), 1054-1070. DOI/PDF
    • Medina-Olivares V, Calabrese R, Dong Y, & Shi B. (2022). Spatial dependence in microfinance credit default. International Journal of Forecasting, 38(3), 1071-1085. DOI/PDF
    • Jiang C, Lyu X, Yuan Y, Wang Z, & Ding Y. (2022). Mining semantic features in current reports for financial distress prediction: Empirical evidence from unlisted public firms in China. International Journal of Forecasting, 38(3), 1086-1099. DOI/PDF
    • Zhou F, Fu L, Li Z, & Xu J. (2022). The recurrence of financial distress: A survival analysis. International Journal of Forecasting, 38(3), 1100-1115. DOI/PDF
    • Shen F, Zhang X, Wang R, Lan D, & Zhou W. (2022). Sequential optimization three-way decision model with information gain for credit default risk evaluation. International Journal of Forecasting, 38(3), 1116-1128. DOI/PDF
    • Ho A T, Morin L, Paarsch H J, & Huynh, K P (2022). A flexible framework for intervention analysis applied to credit-card usage during the coronavirus pandemic. International Journal of Forecasting, 38(3), 1129-1157. DOI/PDF

    • Sun Y, Chai N, Dong Y, & Shi B. (2022). Assessing and predicting small industrial enterprises’ credit ratings: A fuzzy decision-making approach. International Journal of Forecasting, 38(3), 1158-1172. DOI/PDF

    Special Issue on 'Credit Technology'

    International Journal of Financial Engineering

    Volume 8, Issue 3 (September 2021)

    Edited by Zhiyong Li, Lijian Wei and George Xianzhi Yuan

    • Shen B Y. (2021). Cost of capital and asset characteristic value. International Journal of Financial Engineering, 8(3), 2150007. DOI/PDF
    • Wu L, & Zhang X. (2021). Occupation times of Lévy processes. International Journal of Financial Engineering, 8(3), 2142003. DOI/PDF
    • Sun J, Liu X, Ai W, & Tian Q. (2021). Dynamic financial distress prediction based on class-imbalanced data batches. International Journal of Financial Engineering, 8(3), 2150026. DOI/PDF
    • Breeden J L, & Vaskouski M. (2021). Predicting economists: Generating scenarios for stress testing future loss reserves. International Journal of Financial Engineering, 8(3), 2142004. DOI/PDF
    • Yang H, Li E, Cai Y F, Li J, & Yuan G X (2021). The extraction of early warning features for predicting financial distress based on XGBoost model and shap framework. International Journal of Financial Engineering, 8(3), 2141004. DOI/PDF
    • Hu X, Tian X, & Wang K. (2021). Volatility morphology of asset value and credit spread puzzle. International Journal of Financial Engineering, 8(3), 2142007. DOI/PDF
    • Zhao L, & Hao H. (2021). Informal institution and corporate innovation: From the perspective of social trust. International Journal of Financial Engineering, 8(3), 2142005. DOI/PDF
    • Yang Y, & Wu M. (2021). Basel regulatory capital formula revised. International Journal of Financial Engineering, 8(3), 2142006. DOI/PDF
    • Wang B. (2021). Does local legal environment matter in the online credit market?. International Journal of Financial Engineering, 8(3), 2142008. DOI/PDF
    • Zheng F, Erihe, Li K, Tian J, & Xiang X. (2021). A federated interpretable scorecard and its application in credit scoring. International Journal of Financial Engineering, 8(3), 2142009. DOI/PDF

    CSCR II Publications

    • Choi, D., Gam, Y. K., Kang, M. J., & Shin, H. (2024). The effect of ESG-motivated turnover on firm financial risk. The British Accounting Review, 101373. DOI/PDF
    • Baesens, B., & Smedts, K. (2023). Boosting credit risk models. The British Accounting Review, 101241. DOI/PDF

    Continuous updating