•  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⋆, K. Cai, Q. Zhao. (2025). Receipt Pledge Financing using Blockchain Data Asset . International Review of Financial Analysis. 102 :104104.

• Junhuan Zhang⋆, H. Wang, J. Chen, & A. Liu, (2024). Cryptocurrency price bubble detection using log-periodic power law model and wavelet analysis. IEEE Transactions on Engineering Management, 71 :11796–11812.

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

• Junhuan Zhang⋆, K. Cai, & J. Wen, (2024). A survey of deep learning applications in cryptocurrency . iScience. 27(1) :1–40.

• C. Feng, L. Chen, Junhuan Zhang⋆, and J. Wen. (2024). Quantum-like model on multiple lotteries selection . International Journal of Quantum Information.

• 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*, J. Wen, Z. Yang (2022), China’s GDP Forecasting using Hidden Markov Model  . PLOS ONE. 17(6) :e0269529. 

• 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. 

• 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. 

• 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. 520, 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, 513, 620-634. 

• Junhuan Zhang (2018), Influence of Individual Rationality on Continuous Double Auction Markets with Networked Traders . Physica A: Statistical Mechanics and its Applications, 495, 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, 50, 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, 81, 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, 18, 910-925. 

• Junhuan Zhang, J. Wang and J. Shao (2010), Finite-Range Contact Process on the Market Return Intervals Distributions , Advances in Complex Systems, 13 (5): 643-657. 

• Junhuan Zhang and J. Wang (2010), Fractal Detrended Fluctuation Analysis of Chinese Energy Markets , International Journal of Bifurcation and Chaos, 20 (11), 3769-3783.