金融科技、金融工程与风险管理
申峰
教授
申峰，教授。研究方向包括金融科技、金融工程、人工智能和信用风险。
教育背景
- 2009年，解放军信息工程大学，电子信息科学与技术专业工学学士
- 2015年，四川大学，管理科学与工程博士
论文发表
- Feng Shen, Kexin Yang, Fanyin Zhou, Wensha Zhang, A hybrid multi-layered ensemble model based on heterogeneous information network for small and medium-sized enterprise default prediction, European Journal of Operational Research, 2026
- Feng Shen, Jia Kuang, You Hu, Shiting Chen, An enhanced risk-aware multi-task learning framework with dual-source sentiment and multi-scale decomposition for robust stock ranking forecasting, Expert Systems with Applications, 2026
- Feng Shen, Jia Kuang, Dao Lan, Run Wang, From Binary to Three-Way Decisions in Credit Scoring: An Enhanced Cost-Sensitive Boosting Model with Incremental Learning, Information Systems Frontiers, 2026
- Feng Shen, Shuai Huang, Wanqing Zhao, Dao Lan, Forecasting tourism stock index dynamics: a multiscale deep learning framework integrating emerging media data, Expert Systems with Applications, 2026
- Donghao Zhang, Xiaodong Yan, Feng Shen, Dynamic financial tail risk networks: A backtesting-based conditional expected shortfall approach, Plos One, 2026
- Siyi Fan, Bo Yang, Weijun Xia, Feng Shen, MCMamba: A multi-scale correlation-aware model with Mamba for stock price forecasting, Expert Systems with Applications, 2026
- 尚玉皇, 刘华, 申峰（通讯）. 预期的博弈：央行沟通与国债收益率曲线. 金融研究, 2025
- Feng Shen, Zhiyuan Yang, Jia Kuang, Zhangyao Zhu, Reject inference in credit scoring based on cost-sensitive learning and joint distribution adaptation method, Expert Systems with Applications, 2024
- Feng Shen, Qinyuan Huang, Han Su, Zeshui Xu, An outranking approach for multi-attribute group decision-making with interval-valued hesitant fuzzy information, Engineering Applications of Artificial Intelligence, 2024
- 周玮, 王松, 徐玉德, 申峰（通讯）. 机器学习与会计舞弊治理：基于非遴选因子的预测视角. 世界经济. 2024
- Feng Shen, Xiaodong Yan, Yuhuang Shang, A novel hybrid PSO-MIDAS model and its application to the U.S. GDP forecast, Plos One, 2024
- Feng Shen, Zhiyuan Yang, Xingchao Zhao, Dao Lan, Reject inference in credit scoring using a three-way decision and safe semi-supervised support vector machine, Information Sciences, 2022
- Feng Shen, Xin Zhang, Run Wang, Dao Lan, Wei Zhou, Sequential optimization three-way decision model with information gain for credit default risk evaluation, International Journal of Forecasting, 2022
- Feng Shen, Xingchao Zhao, Gang Kou, Fawaz E. Alsaadid. A new deep learning ensemble credit risk evaluation model with an improved synthetic minority oversampling technique, Applied Soft Computing, 2021
- Feng Shen, Zhiyuan Yang, Dongliang Cai, Integrating an Extended Outranking-TOPSIS Method with Probabilistic Linguistic Term Sets for Multiattribute Group Decision-Making, Complexity, 2021
- Ke Li, Fanyin Zhou, Zhiyong Li, Wanqing Li, Feng Shen, A semi-parametric ensemble model for profit evaluation and investment decisions in online consumer loans with prepayments, Applied Soft Computing, 2021
- Feng Shen, Chen Liang, Zhiyuan Yang. Combined probabilistic linguistic term set and ELECTRE II method for solving a venture capital project evaluation problem, Economic Research-Ekonomska Istraživanja, 2021
- Feng Shen, Xingchao Zhao, Gang Kou. Three-stage reject inference learning framework for credit scoring using unsupervised transfer learning and three-way decision theory, Decision Support Systems, 2020
- Gang Kou, Yong Xu, Yi Peng, Feng Shen, Yang Chen, Kun Chang, Shaomin Kou. Bankruptcy prediction for SMEs using transactional data and two-stage multiobjective feature selection, Decision Support Systems, 2020
- Feng Shen, Yongyong Liu, Run Wang, Wei Zhou. A dynamic financial distress forecast model with multiple forecast results under unbalanced data environment, Knowledge-Based Systems, 2020
- Feng Shen, Run Wang, Yu Shen. A cost-sensitive logistic regression credit scoring model based on multi-objective optimization approach, Technological and Economic Development of Economy, 2019
- Zhiyong Li, Xinyi Hu, Ke Li, Fanyin Zhou, Feng Shen. Inferring the outcomes of rejected loans: an application of semisupervised clustering, Journal of the Royal Statistical Society Series A, 2019
- Feng Shen, Xingchao Zhao, Zhiyong Li, Ke Li, Zhiyi Meng. A novel ensemble classification model based on neural networks and a classifier optimisation technique for imbalanced credit risk evaluation, Physica A: Statistical Mechanics and its Applications, 2019
- Feng Shen, Yunwen Ma, Run Wang, Ningning Pan, Zhiyi Meng. Does environmental performance affect financial performance? Evidence from Chinese listed companies in heavily polluting industries, Quality & Quantity, 2019
- Feng Shen, Xinsong Ma, Zhiyong Li, Zeshui Xu, Dongliang Cai, An extended intuitionistic fuzzy TOPSIS method based on a new distance measure with an application to credit risk evaluation, Information Sciences, 2018
- Feng Shen, Jiuping Xu, Zeshui Xu. An outranking sorting method for multi-criteria group decision making using intuitionistic fuzzy sets. Information Sciences, 2016
- Jiuping Xu, Ziqi Wang, Feng Shen, Ouyang Chi, Yan Tu. Natural Disasters and Social Conflict: A Systematic Literature Review. International Journal of Disaster Risk Reduction, 2016
- Feng Shen, Jiuping Xu, Zeshui Xu. An automatic ranking approach for multi-criteria group decision making under intuitionistic fuzzy environment. Fuzzy Optimization and Decision Making, 2015
- Jiuping Xu, Feng Shen. A new outranking choice method for group decision making under Atanassov’s interval-valued intuitionistic fuzzy environment. Knowledge-Based Systems, 2014
- Feng Shen, Yongyong Liu, Dao Lan, Zhiyong Li. A Dynamic Financial Distress Forecast Model with Time-WeightingBased on Random Forest, Proceedings of the Twelfth International Conference on Management Science and Engineering Management, 2018
- Feng Shen, Xingchao Zhao, Dao Lan, Zhiyong Li. A Hybrid Model of AdaBoost and Back-Propagation Neural Network for Credit Scoring, Proceedings of the Eleventh International Conference on Management Science and Engineering Management, 2017
- Feng Shen, Dao Lan, Zhiyong Li. An Intuitionistic Fuzzy ELECTRE-III Method for Credit Risk Assessment, Proceedings of the Tenth International Conference on Management Science and Engineering Management, 2016
专业方向
- 金融科技
- 金融工程
- 人工智能
- 信用风险
研究专长
- 机器学习
- 信用风险建模
- 量化交易
主要获奖
- 全国“金融院校百名优秀教师”称号
- 四川省“天府青城计划”青年拔尖人才
- 四川省社会科学优秀成果奖二等奖（排名第一）
- 四川省金融学会金融科研优秀成果二等奖（排名第一）
- 西南财经大学优秀教师一等奖