的个人主页 http://shi.buaa.edu.cn/junhuanzhang/zh_CN/index.htm
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【著作 (Books)】
• 张军欢 主编. 区块链金融[M]. 北京: 首都经济贸易大学出版社, 2023.
• 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, 2018. (入选《“十三五”国家重点图书、音像、电子出版物出版规划》)
【期刊论文 (Refereed Journal Papers)】
• J. Wang, C. Huang, L. Xu⋆, and Junhuan Zhang (2023). Drinking into friends : Alcohol drinking culture and CEO social connections. Journal of Economic Behavior & Organization, 212, 982-995.
• Junhuan Zhang⋆, J. Wen, J. Chen (2023), Modeling market fluctuations under investor sentiment with a Hawkes-Contact process. The European Journal of Finance. 29 (1), 17-32.
• Junhuan Zhang*, W. Gui, J. Wen (2022), China’s Policy Similarity Evaluation using LDA model: an experimental analysis in Hebei Province . Journal of Information Science. DOI: https ://doi.org/10.1177/01655515221097858.
• Junhuan Zhang*, J. Wen, Z. Yang (2022), China’s GDP Forecasting using Hidden Markov Model . PLOS ONE. DOI: https ://doi.org/10.1371/journal.pone.0269529.
• Z. Zheng, Y. Lu*, and Junhuan Zhang (2022). Multiscale complexity fluctuation behaviors of stochastic interacting cryptocurrency price model. Physica A: Statistical Mechanics and its Applications, 126939.
• Junhuan Zhang*, W. Huang (2021), Option hedging using LSTM-RNN: an empirical analysis. Quantitative Finance, 21(10), 1753-1772. DOI : https ://doi.org/10.1080/14697688.2021.1905171.
• Junhuan Zhang*, Y. Xu, D. Houser (2021), Vulnerability of scale-free cryptocurrency networks to double-spending attacks. The European Journal of Finance. 27 (12), 1235-1249. DOI : https ://doi.org/10.1080/1351847X. 2021.1886964.
• W. Wang, S. Zhao, and Junhuan Zhang* (2021). Multi-asset pricing modeling using holding-based networks in energy markets. Finance Research Letters, 102483.
• M. Liu, K. Luo*, Junhuan Zhang, S. Chen (2021). A stock selection algorithm hybridizing grey wolf optimizer and support vector regression. Expert Systems with Applications, 179, 115078.
• S. Zhao, X. Chen, Junhuan Zhang* (2019), The systemic risk of China's stock market during the crashes in 2008 and 2015. Physica A: Statistical Mechanics and its Applications. Vol. 520, pp. 161-177.
• 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.
• 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.
• 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.
• 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.
• 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.
• 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.
• 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.