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Name:ZHANG Junhuan
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Title: Associate Professor
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• PhD, Computer Science (Computational Finance), King's College London

• MSc, Probability Theory & Mathematical Statistics, Beijing Jiaotong University

• BSc, Information & Computing Science (Mathematics), Beijing Jiaotong University


• Associate Professor of Finance, School of Economics and Management, Beihang University, China, 09/2016-present

• Deputy Head of Department of Finance, School of Economics and Management, Beihang University, China, 04/2018-present

• Visiting Scholar, George Mason University, USA, 06/2018-08/2018

• Visiting Scholar, University of Chicago Booth School of Business, USA, 11/2017

• Visiting Scholar, Department of Economics, Vanderbilt University, USA, 01/2017, 10/2017

• Visiting Research Associate of Computational Finance / Economics, King's College London, UK, 2015-2017

• Postdoc of Artificial Intelligence, University of Georgia, USA, 2015-2016

Research Interests:

• Computational Finance (Automated Trading, HFT, Quantitative Trading, Market Design, Systemic Risk)

• Blockchain Finance (Cryptocurrencies, Smart Contracts)

• Artificial Intelligence (Multi-Agent Systems, Agent-Based Modeling, Machine Learning, Data Science)


【1】Shangmei Zhao, Junhuan Zhang (Co-Editors), Health Insurance and Applications of Big Data, China Financial and Economic Publishing House, Beijing China, 2017. (In Chinese)

Refereed Journal Papers:

【1】Junhuan Zhang (2018), Influence of Individual Rationality on Continuous Double Auction Markets with Networked Traders. Physica A: Statistical Mechanics and its Applications, Vol. 495, pp. 353-392.

【2】Junhuan Zhang*, P. McBurney, K. Musial (2018), Convergence of trading strategies in continuous double auction markets with boundedly-rational networked traders, Review of Quantitative Finance and Accounting, Vol. 50, pp. 301-352. (ABS 3 Star)

【3】T. Wang, J. Wang, Junhuan Zhang and W. Fang (2011), Voter interacting systems applied to Chinese stock markets, Mathematics and Computers in Simulation, Vol. 81, pp. 2492-2506.

【4】Junhuan Zhang and J. Wang (2010), Modeling and Simulation of the Market Fluctuations by the Finite Range Contact Systems, Simulation Modelling Practice and Theory, Vol. 18, pp. 910-925.

【5】Junhuan Zhang, J. Wang and J. Shao (2010), Finite-Range Contact Process on the Market Return Intervals Distributions, Advances in Complex Systems, Vol. 13, Issue. 5, pp. 643-657.

【6】Junhuan Zhang and J. Wang (2010), Fractal Detrended Fluctuation Analysis of Chinese Energy Markets, International Journal of Bifurcation and Chaos, Vol. 20, Issue. 11, pp. 3769-3783.

Refereed Conference Papers and Posters:

【1】S. Zhao, X. Chen, Junhuan Zhang*, (2017), The systemic risk of Chinese Stock market during the steep falls in 2008 and 2015. The 15th International Conference on Financial Systems Engineering and Risk Management. Beijing, China.

【2】M. Chandrasekaran, Junhuan Zhang, P. Doshi, and Y. Zeng (2017), Robust Model Equivalence using Stochastic Bisimulation for N-Agent Interactive DIDs, the 33rd Conference on Uncertainty in Artificial Intelligence.

【3】Junhuan Zhang*, P. McBurney, K. Musial (2016), Convergence of trading strategies in continuous double auction markets with boundedly-rational networked traders, 24th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management, June 2016, Taiwan. 2nd International Workshop in Financial Markets and Nonlinear Dynamics (FMND), June, 2015, Paris.

【4】Junhuan Zhang* (2015), Social networked boundedly-rational traders in continuous double auction markets, 21st International Conference on Computing in Economics and Finance (CEF 2015), Taiwan.

【5】Junhuan Zhang*, P. McBurney, K. Musial (2014), Modeling the Influence of Social Networks in an Artificial Stock Market. Proceedings of the 16th International Workshop on Agent-Mediated Electronic Commerce and Trading Agents Design and Analysis (AMEC/TADA), AAMAS 2014, Paris.

【6】Junhuan Zhang* (2011), Modelling stock prices dynamics by means of the finite range contact model, In: S. Thurner, M. Szell (Editors): Book of abstracts ECCS'11 Vienna, European Conference on Complex Systems, Löcker Verlag, Vienna.

【7】Junhuan Zhang*, J. Wang and J. Shao (2009), The Behavior of Stock Markets and the Option Pricing by the Dynamic Systems, Proceedings of the 8th WSEAS International Conference on Instrumentation, Measurement, Circuits and Systems 33, pp. 200-205.


• National Natural Science Foundation of China, 10971010, 71271026, Co-Investigators.

• Starting Grant for 100-Talent Program, Beihang University, 2016-2020, PI.

• Office of Naval Research, USA, 2015-2016, Postdoc.

• Big Data in Health Insurance, PICC, 2015-2016, Co-Investigator.


• Big Data in Finance (MBA students).

• Microeconomics (International postgraduate students).

• International Finance (International undergraduate students).

• Probability Theory (Undergraduate students).

• Quantitative Trading and Big Data in Finance (Undergraduate students).

Professional Activities:

• Program Committee Member: IJCAI 2017.

• Organizing Committee Member: The 15th International Symposium on Financial System Engineering and Risk Management, Beijing, 2017.

• Journal Reviewer: Review of Quantitative Finance and Accounting; Artificial Intelligence; Physica A: Statistical Mechanics and its Applications; International Journal of Knowledge Based & Intelligent Engineering Systems

• Conference Reviewer: AAAI 2016; IJCAI 2016, 2017

Awards & Honors:

• 100-Talent Program, Beihang University, 2016

• King’s International Graduate Scholarship, King’s College London, 2010-2013

• King’s-CSC Scholarship, King’s College London and CSC, 2010-2013

• Student Bursary, Complex Systems Society, 2011

• Excellent Graduate of Beijing, Beijing Municipal Education Commission, 2008

• Sony Scholarship, Sony China, 2006-2007

• Merit Student of Beijing, Beijing Municipal Education Commission, China, 2005-2006