师资队伍/李庆金融科技、金融工程与风险管理李庆教授李庆，教授。研究方向包括人工智能与金融科技、智能风控和数字金融。人工智能与金融科技智能风控数字金融教育背景1999年，哈尔滨工程大学，学士2001年，哈尔滨工程大学，硕士2005年，韩国金乌国立工科大学，博士论文发表• Sanchuan Xiao, Qing Li*, et al. Unifying relational and market dynamics to enhance stock trend prediction, The Journal of Supercomputing 82 (6), 360, 2026• Sanchuan Xiao, ..., Qing Li*. Frequency-decoupled progressive graph learning for unveiling heterogeneous risk contagion in financial markets. Neurocomputing, 2026.• Sanchuan Xiao, Qing Li*, et al. Adaptive spatio-temporal wavelet hypergraph routing for evolutionary financial risk contagion. Information Sciences, 2026.• Y Wang, ..., Qing Li*,BoA-SQL: Executable Blueprint-of-Action for Text-to-SQL with reinforcement learning, Engineering Applications of Artificial Intelligence 166, 113454,2026• Sanchuan Xiao, Qing Li*, et al. Unveiling risk propagation: a lead-lag-aware framework for financial market prediction. Expert Systems With Applications, 288, 128143, 2025.• Yan Chen, ..., Qing Li*. Unraveling Asset Pricing with AI: A Systematic Literature Review. Applied Soft Computing, 2025.• Sanchuan Xiao, Qing Li*, et al. ComNC: A unified framework for trends prediction integrating node and concept effects. Neurocomputing, 630, 129721, 2025.• Guanyuan Yu, ..., Qing Li*. Harnessing Logic Heterograph Learning for Financial Operational Risks. Information Sciences, 2025.• Xiangyu Wei, ..., Qing Li*. A Time-Varying, Feature-Rearranged Convolutional Neural Network for Option Pricing. Journal of Derivatives, 32(2), 2024.• Yao Wang, ..., Qing Li*. Considering momentum spillover effects via graph neural network in option pricing. Journal of Futures Markets, 44(6), 2024.• Rong Xing, ..., Qing Li*. Learning to understand the vague graph for stock prediction with momentum spillovers. IEEE Transactions on Knowledge and Data Engineering (TKDE), 36(4), 2023.• Yu Zhao, ..., Qing Li. Learning Bi-typed multi-relational heterogeneous graph via dual hierarchical attention networks. IEEE TKDE, 35(9), 2023.• Yu Zhao, ..., Qing Li. Stock movement prediction based on bi-typed hybrid-relational market knowledge graph via dual attention networks. IEEE TKDE, 35(8), 2023.• Jiwen Huang, ..., Qing Li*. Asset pricing via deep graph learning to incorporate heterogeneous predictors. International Journal of Intelligent Systems, 2022.• Qing Li*, et al. A Multimodal Event-driven LSTM Model for Stock Prediction Using Online News. IEEE TKDE, 33(10), 2021.• Guanyuan Yu, Qing Li*, et al. A Multimodal Generative and Fusion Framework for Recognizing Faculty Homepages. Information Sciences, 525, 2020.• Qing Li, et al. Web Media and Stock Markets: A Survey and Future Directions. IEEE TKDE, 30(2), 2018.• Qing Li, et al. A Tensor-Based Information Framework for Predicting the Stock Market. ACM Transactions on Information Systems (TOIS), 34(2), 2016.• Qing Li, et al. The effect of news and public mood on stock movements. Information Sciences, 278, 2014.• Qing Li, et al. Media-aware quantitative trading based on public Web information. Decision Support Systems, 61, 2014.• Y Zou, ..., Qing Li, Fin-STAR: Structure-as-Semantics to Resolve Implicitness in Financial Retrieval, ACL 2026.• L Zhang, Qing Li*, J Zhao. GFmixer: decoupled temporal gradient and fourier-aware attention for time series forecasting, ACM Web Conference (WWW), 2026.• Rui Cheng, ..., Qing Li*. FAT: Frequency-Aware Pretraining for Enhanced Time-Series Representation Learning. ACM SIGKDD, 2025.• Z Xie, ..., Qing Li*. FAT: Frequency-Aware Pretraining for Enhanced Time-Series Representation Learning. ACM SIGKDD, 2025.• Rui Cheng, Qing Li*. Unveiling risk propagation: a lead-lag-aware framework for financial market prediction. CIKM, 2022.• Rui Cheng, Qing Li*. Modeling the Momentum Spillover Effect via Attribute-Driven Graph Attention Networks. AAAI, 2021.• Qing Li, et al. Tensor-Based Learning for Predicting Stock Movements. AAAI, 2015.• Jia Wang, Qing Li, et al. Recommendation in Internet forums and blogs. ACL, 2010.• Jia Wang, Qing Li, et al. News Recommendation in Forum-Based Social Media. AAAI, 2010.• Jia Wang, Qing Li, et al. User Comments for News Recommendation in Social Media ACM SIGIR, 2010.• Qing Li, ..., Yan Qi. Extracting Relevant Snippets for Web Navigation. AAAI, 2008.• Qing Li, Sung-Hyon Myaeng. Concept Unification of Terms in Different Languages for IR. ACL, 2006.• Byeong Man Kim, Qing Li, et al. A Decentralized CF Approach Based on Cooperative Agents. WWW, 2006.• Qing Li, et al. A Collaborative Music Recommender based on Audio Features. ACM SIGIR, 2004.著作与报告• 陈岩, 李庆. 《基于大数据的证券市场财经信息效应研究》, 西南财经大学出版社, 2023.• 邢容, 李庆. 《媒体关联与证券市场动量溢出效应研究》, 西南财经大学出版社, 2023.• 谢志龙, 李庆. 《Python 应用基础》, 机械工业出版社, 2021. (省级重点建设教材 / 国家级一流本科课程配套教材)• 王俊, 李庆. 《大数据视角下的数字化互动媒体对股票市场的影响研究》, 西南财经大学出版社, 2020.• 李庆, 王垚. 《金融科技（技术驱动金融服务业变革）》, 机械工业出版社, 2019.专业方向人工智能与金融科技智能风控数字金融研究专长机器学习金融知识图谱智能风险管理← 返回师资队伍返回学院首页 →
