Zhiyong Li

Dr. Zhiyong Li is Professor of Finance at the Southwestern University of Finance and Economics and serves as director of the Department of Credit Management at the School of Finance. He received his Masters and PhD degrees at the University of Edinburgh. He has a background of Mechanics and Mathematics at Beihang University. Dr. Li’s interests are focused on the measurement and management of credit risk including credit scoring, credit rating, and risk modeling under Basel II and III.

Articles by Zhiyong Li

Original research

Customer churn prediction for commercial banks using customer-value-weighted machine learning models

In this paper the authors propose a framework to address the issue of customer churn prediction, and they quantify customer values with the use of an improved customer value model.

15 Dec 2021