Faculty Research

Z

ZHANG Wei

Institute of Systems Engineering Professor Professor

电子邮箱:weiz@tju.edu.cn

研究方向:Research Interests: Financial Asset Pricing and Risk Management; Complex Systems in Finance and Economics. Teaching: Financial Institutes and Markets; Research Methodology in Management

Biography

【Education and Career】

Time Institution Degree/Position
1985-1988 Tianjin University Systems Engineering Ph.D
1982-1984 Tianjin University Systems Engineering MSc
2010-present College of Management and Economics, Tianjin University Professor
2005-2010 Directorate of Management Sciences, National Science Foundation of China Deputy Director-General
2000-2005 Tianjin University of Finance & Economics Vice President, & Professor
1988-2000 School of Management, Tianjin University Assistant Professor, Associate Professor, & Professor
Publications

【Published Monographs】

[1] Zhang Wei, Zhang Yongjie, Xiong Xiong, Agent-based Computational Finance, Beijing : Science Press, 2010.11

【Journal Paper】

[1] ZHANG Yong-jie, ZHANG Wei, JIN Xi, XIONG Xiong. Does the Internet know more?—Open source information and asset pricing. Systems Engineering-Theory & Practice, 2011, 31(4):577-586.

[2] Zhang Wei1, Zhao Shuaite, Xiong Xiong, Zhang Yongjie. A Review of Researches on Behavioral Finance Theory Based on Computational Experimental Method. Management Review, 2010, 22(3):3-11.

[3] ZHANG Wei, ZHAO Shuai-te. Cognitive biases,heterogeneous expectation and asset pricing. Journal of Management Sciences in China, 2010, 13(1):52-59.

[4] Wei Zhang, G. Li, X. Xiong and Y. Zhang, Trader species with different decision strategies and price dynamics in financial markets: An agent-based modeling perspective, International Journal of Information Technology &Decision Making, 2010, 9(2), 327-344.

[5] ZHANG Wei, LI Gen, XIONG Xiong, WEI Lijian, WANG Xueying. On the Asset Price Bubbles: From the Perspective of Behavioral Finance and Agent-based Modeling. Journal of Financial Research, 2009, 350(8):182-193.

[6] ZHANG Wei, GAO Yaqin, ZHANG Xiaotao. The Modeling of Bank’s Accounting Choice about Asset Classification under the New CASS. Accounting Research, 2008, 1:12-17(95).

[7] Y. Zhang and Wei Zhang, Can irrational investors survive? A social-computing perspective, IEEE Intelligent Systems, 2007, 22(5), 58-64.

[8] CHENG Gong, ZHANG Wei, XIONG Xiong. Noisy information, structural model and bank evaluation of default probability. Journal of Management Sciences in China, 2007, 10(3):38-48.

[9] Wei Zhang, Y. Zhang, X. Xiong and X. Jin, BSV investors versus rational investors: An agent-based computation finance model, International Journal of Information Technology & Decision Making, 2006, 5(3), 455-466.

[10] QI An-tian, ZHANG Wei. Corporate valuation in M&As using real options theory. Journal of Systems Engineering, 2004, 19(4):403-407

Projects

【Research Projects】

[1] Modeling, asset pricing and risk management study on complicated evolution financial system: An agent-based computational perspective, Key Project of National Natural Science Foundation of China, Grant No. 71131007, January 2012-December 2016

[2] Complicated social economy system study with Agent-based modeling, Center of Excellence, Ministry of Education of China, Grant No. IRT1028, January 2011-December 2013

[3] The impact of information network in complicated financial system on asset pricing: based on computational experimental method, The Ph.D. Programs Fund, Ministry of Education of China, Grant No. 20110032110031, January 2011-December 2014

[4] Research on the new type financial industry in Binhai New Area, Social Science Foundation of Tianjin, Grant No. TJSKGC-YY1008, June 2010-June 2011

[5] Research on minor enterprises financing risk sharing contract design and pricing, The Ph.D. Programs Fund, Ministry of Education of China, Grant No. 20060056013, January 2007-December 2009

[6] China behavioral finance theory analysis using Agent-based Computational Finance Method, National Natural Science Foundation of China. Grant No. 70471062, January 2005-December 2007

[7] Research on investment project appraisal theory and method based on physical option, National Natural Science foundation of China. Grant No. 79970039, January 2000-December 2002

[8] Analysis, prevention and control on financial risk, Major Project, National Natural Science Foundation of China. Grant No. 79790130, July 1997-June 2001

[9] Research on financial institution risk management technology, Program for New Century Excellent Talents, Ministry of Education of China, January 1997-December 1999

[10] Financial asset pricing theory and model, National Natural Science Foundation of China. Grant No. 79570046, January 1996-December 1998

【Enterprise Cooperation Project】

[11] Analysis of stock index futures market trading mechanism with Agent-Based Modeling, Funded by China Financial Futures Exchange, January 2011-June 2011

[12] The feasibility of stock options and contract design, The Joint Research Program of Shanghai Stock Exchange, April 2011-November 2011

[13] Financing program of using Latin American multilateral financial institutions platform to support China enterprises export, Funded by China Development Bank Tianjin Branch, October 2010-December 2010

[14] Comparative study of qualified investors system, The Joint Research Program of Shanghai Stock Exchange, July 2009-November 2009

[15] Method, characteristics and prevention of manipulating stock index futures market price, The Joint Research Program of China Futures Association, January 2008-February 2009

[16] Research of relationship between emerging stock index futures market and stock market, The Joint Research Program of Shanghai Stock Exchange, July 2005-February 2006

[17] The innovation method design of minor enterprises financing in Shangrao City, Jiangxi Province, Funded by Economic and Trade Commission of Jiangxi Shangrao City, October 2008-December 2008

[18] The development strategy research of Tianyi Construction Group, enterprise horizontal project, Funded by Tianyi Construction Group, November 2007-April 2008

[19] Method of financial service system design and enterprise selection in science park, enterprise horizontal project, Funded by Shenzhen Jiuce Investment Co., Ltd. June 2008-September 2008

[20] Management consulting to Rongsheng Real Estate Corporation, Funded by Rongsheng Co., Ltd. August 2005-April 2006

Academic & social Service

【Academic Part-time jobs】

[1] Managing Editor, Journal of Management Sciences in China

[2] Vice President, Chinese Society of Systems Engineering

[3] Vice President, China Academy of Management

[4] Member of Steering Committee of Management Sciences, National Science Foundation of China

[5] Member of IFAC Technic Committee on Economic, Business and Financial Systems

[6] Member of IIASA Member Nation Committee (China)

[7] Member of Editorial Boards of Journal of Economic Interaction and Coordination, Service Science, etc.