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Jianping Li
Chinese Academy of Sciences
126Publications
19H-index
966Citations
Publications 126
Newest
Published on Jan 1, 2018in European Journal of Operational Research 3.43
Jianping Li19
Estimated H-index: 19
(Chinese Academy of Sciences),
Xiaoyang Yao2
Estimated H-index: 2
(Chinese Academy of Sciences)
+ 1 AuthorsDengsheng Wu9
Estimated H-index: 9
(Chinese Academy of Sciences)
We consider multiple criteria decision aiding (MCDA) in the case of interactions between criteria. In dealing with interactions between criteria, fuzzy measures and integrals have demonstrated great advantages. Nevertheless, the determination of fuzzy measures has proven difficult because the capacities of not only single criterion but also all subsets of criteria need to be identified. Due to the value judgment essence of MCDA, the attitudes of the decision maker (DM) are typically modeled to i...
7 Citations Source Cite
Published on Jan 1, 2018in Risk Analysis 2.90
Jianping Li19
Estimated H-index: 19
(Chinese Academy of Sciences),
Chunbing Bao2
Estimated H-index: 2
(Chinese Academy of Sciences),
Dengsheng Wu9
Estimated H-index: 9
(Chinese Academy of Sciences)
Risk matrices have been widely used as a risk evaluation tool in many fields due to their simplicity and intuitive nature. Designing a rating scheme, i.e., determining the number of ratings used in a risk matrix and assigning different ratings to different cells, is an essential part of risk matrix construction. However, most of the related literature has focused on applying a risk matrix to various fields, instead of researching how to design risk matrices. Based on the analysis of several curr...
6 Citations Source Cite
Published on May 4, 2018in Journal of Risk Research 1.38
Chunbing Bao2
Estimated H-index: 2
(Chinese Academy of Sciences),
Jianping Li19
Estimated H-index: 19
(Chinese Academy of Sciences),
Dengsheng Wu9
Estimated H-index: 9
(Chinese Academy of Sciences)
Extant research has focused upon assessing individual risks with the aid of risk matrices. Although risk aggregation is an important issue in risk management, aggregation of risks measured by risk matrices remains unresolved despite the wide usage of risk matrices. This paper proposes a framework to resolve the problem. We start from modifying the two notions of non-aggregatability of risk matrices, namely, qualitative description of inputs and non-comparability of different types of consequence...
5 Citations Source Cite
Jianping Li19
Estimated H-index: 19
(Chinese Academy of Sciences),
Lu Wei2
Estimated H-index: 2
(Chinese Academy of Sciences)
+ 2 AuthorsDengsheng Wu9
Estimated H-index: 9
(Chinese Academy of Sciences)
Abstract One of the major challenges involved in risk aggregation is the lack of risk data. Recently, researchers have found that mapping financial statements into risk types is a satisfactory way to resolve the problem of data shortage and inconsistency. Nevertheless, ignoring off-balance sheet (OBS) items has so far been regarded as the usual practice in risk aggregation, which may lead to deviations in conclusions. Hence, we improve the financial statements based risk aggregation framework by...
2 Citations Source Cite
Published on Aug 1, 2018
Dengsheng Wu9
Estimated H-index: 9
(Chinese Academy of Sciences),
Jianping Li19
Estimated H-index: 19
(Chinese Academy of Sciences),
Chunbing Bao2
Estimated H-index: 2
(Chinese Academy of Sciences)
Software effort estimation (SEE) is the process of forecasting the effort required to develop a new software system, which is critical to the success of software project management and plays a significant role in software management activities. This study examines the potentials of the SEE method by integrating particle swarm optimization (PSO) with the case-based reasoning (CBR) method, where the PSO method is adopted to optimize the weights in weighted CBR. The experiments are implemented base...
1 Citations Source Cite
Published on Sep 1, 2018in Annals of Data Science
Lu Wei2
Estimated H-index: 2
(Chinese Academy of Sciences),
Jianping Li19
Estimated H-index: 19
(Chinese Academy of Sciences),
Xiaoqian Zhu6
Estimated H-index: 6
(Chinese Academy of Sciences)
This paper is the first to provide a comprehensive overview of the worldwide operational loss data collection exercises (LDCEs) of internal loss, external loss, scenario analysis and business environment and internal control factors (BEICFs). Based on analyzing operational risk-related articles from 2002 to March 2017 and surveying a large amount of other information, various sources of operational risk data are classified into five types, i.e. individual banks, regulatory authorities, consortia...
Source Cite
Published on Jul 1, 2018in Scientometrics 2.17
Lili Yuan1
Estimated H-index: 1
(Chinese Academy of Sciences),
Yanni Hao1
Estimated H-index: 1
(National Natural Science Foundation of China)
+ 3 AuthorsDengsheng Wu9
Estimated H-index: 9
(Chinese Academy of Sciences)
International research collaboration is vital to the success of scientific development of China, and the identification of collaboration partners is the basic unit of collaboration. While many researchers have investigated international research collaboration using publication data, grant data have rarely been used. This paper explores the international research collaboration partners of China from a new data perspective, based on grant data. Using data from the National Natural Science Foundati...
1 Citations Source Cite
Published on Sep 2, 2018in Quantitative Finance 1.17
Jianping Li19
Estimated H-index: 19
(Chinese Academy of Sciences),
Yanzhen Yao1
Estimated H-index: 1
(Chinese Academy of Sciences)
+ 1 AuthorsCheng-Few Lee24
Estimated H-index: 24
(Rutgers University)
Option prices tend to be correlated to past stock market returns due to market imperfections. We unprecedentedly examine this issue on the SSE 50 ETF option in the Chinese derivatives market. To measure the price pressure in the options market, we construct an implied volatility spread based on pairs of the SSE 50 ETF option with identical expiration dates and strike prices. By regressing the implied volatility spread on past stock returns, we find that past stock returns exert a strong influenc...
1 Citations Source Cite
Published on Jan 1, 2018in IEEE Transactions on Fuzzy Systems 8.41
Chunbing Bao2
Estimated H-index: 2
,
Dengsheng Wu9
Estimated H-index: 9
,
Jianping Li19
Estimated H-index: 19
2 Citations Source Cite
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