• Edward Altman, Stern School of Business, New York University
• Tony Bellotti, School of Computer Science, University of Nottingham Ningbo China
• 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.

• 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 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