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Profile

Name:ZHANG Junhuan
Tel No.:
Email: junhuan_zhang@buaa.edu.cn
Title: Associate Professor
personal homepage

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Personal Homepage:www.junhuanzhang.com

Education:

• PhD, Computational Finance, King's College London

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

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

Positions:

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

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

• 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:

Dr Zhang's research interests focus on how interacting autonomous agents make financial decisions in real-world complex economic systems by cooperative or non-cooperative mutiagent learning and adaptation, and how agents' behaviors influence the performance of the overall economic systems. They are interdisciplinary topics in Finance and Economics, especially in relation to Game Theory, Artificial Intelligence and their applications in Finance and Insurance.

• Automated Trading, HFT

• Market Microstructure (Market Design, Auctions, Investment Decisions, Networks, Learning, Pricing, Experiments)

• Computational and Behavioral Finance

• Energy Finance

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

Refereed Journal Papers:

【1】Junhuan Zhang, P. McBurney, K. Musial (2017), Convergence of trading strategies in continuous double auction markets with boundedly-rational networked traders, Review of Quantitative Finance and Accounting, DOI:10.1007/s11156-017-0631-3. (ABS 3 Star)

【2】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. (SCI)

【3】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. (SCI)

【4】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. (SCI)

【5】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. (SCI)

Refereed Conference Papers and Posters:

【1】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.)

【2】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.

【3】Junhuan Zhang, P. McBurney, K. Musial (2014), Modeling the Influence of Social Networks in an Artificial Stock Market. In: O. Shehory, E. David, V. Robu, S. Ceppi and I. A. Vetsikas (Editors): Proceedings of the 16th International Workshop on Agent-Mediated Electronic Commerce and Trading Agents Design and Analysis (AMEC/TADA), AAMAS 2014, Paris.

【4】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.

【5】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.

Grants:

• National Natural Science Foundation ofChina, 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.

Teaching:

• Big Data in Finance (MBA students).

• Microeconomics (International postgraduate students).

• International Finance (International 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 And 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

Membership:

• American Economic Association, 2014

• Royal Economic Society, 2014 -

• European Economic Association, 2014

• Society for Experimental Finance, 2015

• Society for Computational Economics, 2015

• Membership of FuturICT and Young Researchers in Complex Systems Sciences, 08/2011 –