• Papers

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• [1] Adaptive Behavior and Strategy Switching
• [2] An analysis of herding behavior in security analysts’ networks,
• • [3] Collective behavior and options volatility smile: An agent-based explanation,
  • [4] A Multi-agent System for Policy Design of Tick Size in Stock Index Futures Markets
  • [5] Information identification in different networks with heterogeneous information sources
  • [6] Impact of information cost and switching of trading strategies in an artificial stock market
  • [7] Position limit for the CSI 300 stock index futures market
  • [8] Calibration of the agent-based continuous double auction stock market by scaling analysis
  • [9] Short-term market reaction after trading halts in Chinese stock market
  • [10] Big Data in Chinese Financial Industry
  • [11] Program trading and its risk analysis based on agent-based computational financ
  • [12] The optimal pricing of a market maker in a heterogeneous agent economy
  • [13] Evolutionary Minority Game with searching behavior
  • [14] Information and Bargaining Power: Evidence from SME Lending in China
  • [15] Information and Bargaining Power: Evidence from SME Lending in China

• Books
• [1]  Agent-based Computational Finance (in Chinese)
• [2] Financial Institutions and Markets (in Chinese),