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【Working Papers】

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

•  Agent-based modeling of stock market manipulation: an experiment in China (with Jiaqi Wen, Daniel Houser)

•  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.

【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)】

• 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⋆, 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.

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

• 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. 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.