个人简历

教育经历\r
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）\r
硕士学位，概率论与数理统计，北京交通大学\r
学士学位，信息与计算科学，北京交通大学\r
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工作经历\r
2016/09-至今，北京航空航天大学，经济管理学院，金融系，副教授\r
2018/04-至今，北京航空航天大学，经济管理学院，金融系，副主任\r
2017/09-至今，北京航空航天大学，致真书院，学业导师\r
2018/06-08，2019/08，美国乔治梅森大学(George Mason University, USA)，经济系访问学者\r
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\r
2017/01，2017/10，美国范德堡大学（Vanderbilt University, USA），经济系访问学者\r
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学者\r
2015-2016, 美国佐治亚大学（University of Georgia, USA）, 人工智能博士后

研究领域

人工智能和区块链在金融和经济领域的应用:\r
计算与行为金融（自动交易，高频交易，量化交易，市场设计，金融市场微观结构，风险管理）\r
金融科技（智能投顾，监管科技）\r
区块链金融（加密数字货币，智能合约，数字资产定价与交易）\r
人工智能（多主体系统，基于主体建模，机器学习，数据科学）""

近期论文

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.(SSCI)\r
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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. (SCI)\r
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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. (SCI)\r
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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. (SSCI, ABS 3 Star)\r
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Junhuan Zhang*, W. Huang (2021), Option hedging using LSTM-RNN: an empirical analysis. Quantitative Finance, DOI:10.1080/14697688.2021.1905171. (SCI/SSCI, ABS 3 Star)\r
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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. (SSCI, ABS 3 Star)\r
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W. Wang, S. Zhao, and Junhuan Zhang* (2021). Multi-asset pricing modeling using holding-based networks in energy markets. Finance Research Letters : 102483. (SSCI)\r
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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. (SCI)\r
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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. (SCI)\r
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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. (SCI)\r
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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. (SCI)\r
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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)\r
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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. (SCI)\r
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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. (SCI)\r
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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. (SCI)\r
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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. (SCI)
• 国际会议程序委员会委员: IJCAI 2017.
• 国际杂志/会议审稿人：European Journal of Finance; Review of Quantitative Finance and Accounting; Emerging Markets Finance and Trade; Artificial Intelligence; Artificial Intelligence Review; AAAI 2016, IJCAI 2016, 2017,《管理科学学报》；《系统工程》.