张军欢 (副教授)

副教授 硕士生导师

性别:男

毕业院校:伦敦国王学院

学历:博士研究生毕业

学位:博士学位

在职信息:在职

所在单位:经济管理学院

入职时间:2016-09-30

职务:金融系副主任

联系方式:junhuan_zhang@buaa.edu.cn; junhuan.zhang@gmail.com

Email:

曾获荣誉:

北京航空航天大学“卓越百人”,伦敦国王学院国际学生奖学金,索尼奖学金,北京市三好学生,北京市优秀毕业生

个人简历

职位:北京航空航天大学“卓越百人计划”副教授,金融系副主任

邮件:junhuan_zhang@buaa.edu.cn,junhuan.zhang@gmail.com

主页:www.junhuanzhang.com


【研究方向】

人工智能和区块链在金融和经济领域的应用:

• 计算金融学(自动交易,高频交易,量化交易,市场设计,系统性风险)

• 区块链金融(加密数字货币,智能合约)

• 人工智能(多主体系统,基于主体建模,机器学习,数据科学)


【教育经历】

• 博士学位,计算机科学(计算金融学),伦敦国王学院(King’s College London, UK)

• 硕士学位,概率论与数理统计,北京交通大学

• 学士学位,信息与计算科学,北京交通大学


【工作经历】

• 2016/09-至今,北京航空航天大学,经济管理学院,金融系,副教授,硕士研究生导师

• 2018/04-至今,北京航空航天大学,经济管理学院,金融系,副主任

• 2018/06-08,美国乔治梅森大学(George Mason University, USA),经济系访问学者

• 2017/11,美国芝加哥大学Booth商学院(University of Chicago Booth School of Business, USA),访问学者

• 2017/01,2017/10,美国范德堡大学(Vanderbilt University, USA),经济系访问学者

• 2015-2017,英国伦敦国王学院(King’s College London, UK),计算金融与经济学访问研究员

• 2015-2016, 美国佐治亚大学(University of Georgia, USA), 人工智能博士后


【专著/教材(Books)】

• 赵尚梅,张军欢主编. 健康保险与大数据应用[M]. 北京:中国财政经济出版社, 2017. 


【期刊论文(Refereed Journal Papers)】

• H. Niu, W. Wang, Junhuan Zhang* (2019), Recurrence duration statistics and time-dependent intrinsic correlation analysis of trading volumes: a study of Chinese stock indices. Physica A: Statistical Mechanics and its Applications. (ESI/SCI, Forthcoming)

• W. Wang, Junhuan Zhang*, S. Zhao, Y. Zhang (2019), Simulation of asset pricing in information networks. Physica A: Statistical Mechanics and its Applications, Vol. 513, pp. 620-634. (ESI/SCI)

• 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. (ESI/SCI)

• 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)

• 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. (ESI/SCI)

• 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. (ESI/SCI)

• 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. (ESI/SCI)

• 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. (ESI/SCI)


【会议论文(Refereed Conference Papers/Posters)】

• 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.

• 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. Sydney, Australia.

• 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.

• 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.

• 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.

• 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.

• 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.


【科研项目】

• 国家自然科学基金青年基金项目,算法交易对金融市场的影响: 基于网络博弈理论的研究,批准号:71801008,2019/01-2021/12,项目负责人;

• 北航卓越百人启动经费,2016-2020,项目负责人;

• 国家自然科学基金面上项目,经济物理领域中的金融时间序列回程间隙与波动相关性的预测系统、随机模型和统计分析,批准号:71271026,2013/01-2016/12,参与;

• 国家自然科学基金面上项目,应用随机交互作用系统研究证券市场价格波动的统计规律性质,批准号:10971010,2010/01-2012/12,参与;

• 美国海军研究办公室,博士后项目,参与;

• 健康保险与大数据应用,PICC,2016-2017,参与;

• 北航“大数据与智慧金融”创新团队,2017-2019,参与.


【主讲课程】

• 本科生:概率论

• 研究生:大数据金融(MBA),微观经济学(留学生),  量化交易, 人工智能与金融


【学术服务】

• 国际会议程序委员会委员: IJCAI 2017.

• 国际杂志/会议审稿人:Review of Quantitative Finance and Accounting, Artificial Intelligence, Physica A, KES Journal, AAAI 2016, IJCAI 2016, 2017.


【获奖情况】

• 北京航空航天大学“卓越百人计划”

• 北京航空航天大学“优秀党支部书记”

• 北京航空航天大学“归国青年党员教师谈”的微党课一等奖

• 北京航空航天大学经济管理学院“管理创新奖”

• 青年学者奖,复杂系统协会

• 伦敦国王学院国际学生奖学金

• 索尼奖学金

• 北京市优秀毕业生

• 北京市三好学生