•  Google Scholar   SSRN      ResearchGate

•  Working Papers

•  Deep reinforcement learning for arbitrage in decentralized exchanges. (with Haodong Wang, John R. Birge)  

•  A multifactor model using large language models and investor sentiment from photos and news: new evidence from China  (with Ziyan Zhang, Jiaqi Wen)

•  Modelling High-Frequency Oil Market Volatility and Investor Sentiment Using Hawkes and Contact Processes  (with Jiaqi Wen)

•  Agent-based modeling of carbon emission trading market with heterogeneous agents (with Junjie Ge, Jiaqi Wen)

•  A network analysis of shareholders' co-holding behavior in Chinese listed energy companies during market crashes (with Wentao Wang)

•  Application of Blockchain in the Trading Mechanism and Virtual Asset of Online Games.

•  Deep learning for stock prediction.

•  Reinforcement learning for decision making process in social network artificial stock markets.

•  Different types of returns in continuous double auction markets with boundedly-rational networked traders.

•  Quantifying the relationship between the individual rationality of networked traders and the continuous double auction markets.

• Books

• Junhuan Zhang (Editor), Blockchain Finance, Capital University of Economics and Business Press , Beijing China, 2023. (In Chinese)

• Shangmei Zhao, Junhuan Zhang (Co-Editors), Health Insurance and Applications of Big Data, China Financial and Economic Publishing House, Beijing China, 2018. (In Chinese)

• Refereed Journal Papers

• Junhuan Zhang⋆, Wang, H., Chen, J., & Liu, A. (2024). Cryptocurrency price bubble detection using log-periodic power law model and wavelet analysis. IEEE Transactions on Engineering Management.

• Junhuan Zhang⋆, Cai, K., & Wen, J. (2024). A survey of deep learning applications in cryptocurrency. iScience. 

• Junhuan Zhang⋆, Gui, W., & Wen, J. (2024). China’s policy similarity evaluation using LDA model: An experimental analysis in Hebei province. Journal of Information Science, 50(2), 515-530.

• 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, Z. Yang (2022) China’s GDP Forecasting using Hidden Markov Model. PLOS ONE. DOI: 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*, J. Wen, J. Chen (2021), Modelling Market Fluctuations under Investor Sentiment with a Hawkes-Contact Process. The European Journal of Finance. DOI:10.1080/1351847X.2021.1957699. 

• Junhuan Zhang*, W. Huang (2021), Option hedging using LSTM-RNN: an empirical analysis. Quantitative Finance, DOI: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, DOI:10.1080/1351847X. 2021.1886964. 

• W. Wang, S. Zhao, Junhuan Zhang* (2021), Multi-asset pricing modeling using holding-based network in energy markets. Finance Research Letters. DOI: 10.1016/j.frl.2021.102483.

•  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. 

•  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. Vol. 514, pp. 838-854.

•  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.