Junhuan Zhang
Junhuan Zhang
Associate Professor of Finance, Beihang University
Dirección de correo verificada de buaa.edu.cn - Página principal
Citado por
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Modeling and simulation of the market fluctuations by the finite range contact systems
J Zhang, J Wang
Simulation Modelling Practice and Theory 18 (6), 910-925, 2010
Voter interacting systems applied to Chinese stock markets
T Wang, J Wang, J Zhang, W Fang
Mathematics and Computers in Simulation 81 (11), 2492-2506, 2011
Finite-range contact process on the market return intervals distributions
J Zhang, J Wang, J Shao
Advances in Complex Systems 13 (05), 643-657, 2010
Convergence of trading strategies in continuous double auction markets with boundedly-rational networked traders
J Zhang, P McBurney, K Musial
Review of Quantitative Finance and Accounting 50 (1), 301-352, 2018
Fractal detrended fluctuation analysis of Chinese energy markets
J Zhang, J Wang
International Journal of Bifurcation and Chaos 20 (11), 3753-3768, 2010
Influence of Individual Rationality on Continuous Double Auction Markets with Networked Traders
J Zhang
Physica A: Statistical Mechanics and its Applications 495, 353–392, 2018
The systemic risk of China’s stock market during the crashes in 2008 and 2015
S Zhao, X Chen, J Zhang
Physica A: Statistical Mechanics and its Applications 520, 161-177, 2019
Simulation of asset pricing in information networks
W Wang, J Zhang, S Zhao, Y Zhang
Physica A: Statistical Mechanics and its Applications 513, 620-634, 2019
A stock selection algorithm hybridizing grey wolf optimizer and support vector regression
M Liu, K Luo, J Zhang, S Chen
Expert Systems with Applications 179, 115078, 2021
Recurrence duration statistics and time-dependent intrinsic correlation analysis of trading volumes: A study of Chinese stock indices
H Niu, W Wang, J Zhang
Physica A: Statistical Mechanics and its Applications 514, 838-854, 2019
Trader Decision-Making based on Individual and Social Learning with Competing Trading Strategies
J Zhang
King's College London, 2015
Option Hedging Using LSTM-RNN: An Empirical Analysis
J Zhang, W Huang
Quantitative Finance, 2021
Vulnerability of scale-free cryptocurrency networks to double-spending attacks
J Zhang, Y Xu, D Houser
The European Journal of Finance, 2021
Modeling the Influence of Social Networks in an Artificial Stock Market
J Zhang, P McBurney, K Musial
16th International Workshop on Agent-Mediated Electronic Commerce and …, 2014
Multi-asset pricing modeling using holding-based networks in energy markets
W Wang, S Zhao, J Zhang
Finance Research Letters, 102483, 2021
Modelling Market Fluctuations under Investor Sentiment with a Hawkes-Contact Process
J Zhang, J Wen, J Chen
The European Journal of Finance, 2021
A Survey on Deep Learning in Financial Markets
J Zhang, J Zhai, H Wang
Proceedings of the First International Forum on Financial Mathematics and …, 2021
A network analysis of shareholders' co-holding behavior in Chinese listed energy companies during market crashes
W Wang, J Zhang
Available at SSRN 3497292, 2019
赵尚梅, 张军欢
中国财政经济出版社, 2018
Social networked boundedly-rational traders in continuous double auction markets
J Zhang
21st International Conference on Computing in Economics and Finance (CEF …, 2015
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