• 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
• Yi Yang, School of Business and Management, Hong Kong University of Science and Technology

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.

Information Systems Frontiers & Financial Innovation

Theme: Artificial Intelligence and Credit Analytics

Deadline for submissions: 31 January 2025

Expected publication: Q1 2026

Note: Please select SI or TS ‘Artificial Intelligence and Credit Analytics’ in the EM when you submit the paper.

For submissions to other endorsing journals, please submit the paper on their official website and send the GE team an email with a cover letter referring to the manuscript number.

管理评论

Baofeng Shi: shibaofeng@nwsuaf.edu.cn

British Accounting Review & Journal of Chinese Economic and Business Studies

Yizhe Dong: yizhe.dong@ed.ac.uk

China Finance Review International & International Journal of Financial Engineering

Zhiyong Li: li@credit.li

Special Sections on ‘New Perspectives on Financial Distress and Corporate Risk Management’

British Accounting Review

Volume X, Issue X (2025)

Edited by Zhiyong Li, Yizhe Dong, Tony Bellotti

• Choi D, Gam Y, Kang M & 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
• Zhou H, Ding R, Li Y & Sun Y. (2024). Disclosure of investor relationship activities and stock crash risk: evidence from private in-house meetings. The British Accounting Review, 101325. DOI/PDF
• Cao, Y., Luo, Y., Wei, P., Zhai, J., & Shi, S. (2024). Bankruptcy forecasting–Market information with ensemble model. The British Accounting Review, 101530. DOI/PDF

Special Sections on ‘Smart Credit’ and ‘Microfinance, Credit Risk and Fintech’

International Journal of Financial Engineering

Volume X, Issue X (October 2024)

Edited by Zhiyong Li, Baofeng Shi, Zhipeng Zhang, Yizhe Dong, Bart Baesens, Tony Bellotti

• Engelmann B. (2024). A simple and consistent credit risk model for Basel II/III, IFRS 9 and stress testing when loan data history is short. International Journal of Financial Engineering, 2441002. DOI
• Lu W, Chen B, Jiang C, Wang Z & Ding Y. (2024). Corporate bond default prediction using bilateral topic information of credit rating reports. International Journal of Financial Engineering, 2443002. DOI
• Zhang Q, Zhang Y, Yang W & Wang S. (2024). Tail dependence, risk contagion and industry systemic risk: Based on method of Lasso-Expectile. International Journal of Financial Engineering, 2441003. DOI
• Bambico M & Vergara J. (2024). Characterizing delinquency and understanding repayment patterns in Philippine microfinance loans. International Journal of Financial Engineering, 2443001. DOI
• Kumar M, Jha B, Gupta G, & Ranjan S. (2024). Bibliometric analysis of AI and Fintech: Mapping the intersection of artificial intelligence and financial technologies. International Journal of Financial Engineering, 2442008. DOI
• Daluiso R. (2024). Fast and stable second-order credit sensitivities of credit valuation adjustment. International Journal of Financial Engineering, 2450012. DOI
• Perera R. (2024). Public debt stabilization via a stochastic differential game paradigm. International Journal of Financial Engineering, 2450009. DOI
• Yao N, Xiao M & Wu S. (2024). Optimization for stochastic model arisen from investment problem associated with default risk. International Journal of Financial Engineering, 2450006. DOI
• Kumar H, Taluja A & Kumar P. (2024). A comprehensive analysis of LSTM techniques for predicting financial market. International Journal of Financial Engineering, 2442004. DOI

Continuous updating...

• 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

• Shen B. (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 & 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, 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