Photographer: FEB

dr. J. (Juanxi) Wang MSc

  • Faculty of Economics and Business
    Section Quantitative Economics
  • Visiting address
    REC E
    Roetersstraat 11  
  • Postal address:
    Postbus  15867
    1001 NJ  Amsterdam


Ph.D candidate

Research Program  

Understanding financial market through complex systems

Research Interest 

Nonlinear dynamic systems, financial instability, complex system, heterogeneous agent-based model 

Honors and Fundings

Erasmus Mundus Joint Doctorate Fellowship in Economics

Personal homepage

My personal homepage 


  • Diks, C., Hommes, C., & Wang, J. (2018). Critical slowing down as an early warning signal for financial crises? Empirical Economics. DOI: 10.1007/s00181-018-1527-3 


  • Diks, C., & Wang, J. (2016). Can a stochastic cusp catastrophe model explain housing market crashes? Journal of Economic Dynamics & Control, 69, 68-88. DOI: 10.1016/j.jedc.2016.05.008  [details] 


  • Evans, K., Jones, A., Preece, A., Quevedo, F., Rogers, D., Spasić, I., ... Zhao, Z. (2015). Dynamically Reconfigurable Workflows for Time-Critical Applications. In Proceedings of WORKS 2015: the 10th Workshop on Workflows in Support of Large-Scale Science: November 15, 2015 [7] New York, NY: Association for Computing Machinery. DOI: 10.1145/2822332.2822339 


  • Wang, J. (2015). Modelling and estimation of dynamic instability in complex economic systems [details] 


  • Diks, C., Hommes, C., & Wang, J. (2015). Critical slowing down as an early warning signal for financial crises. (CeNDEF working paper; No. 15-04). Amsterdam: CeNDEF, University of Amsterdam. [details] 
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