dr. J. (Juanxi) Wang MSc
Faculty of Economics and Business
Section Quantitative Economics
Visiting address
- Roetersstraat 11
- Room number:
Postal address
- Postbus 15867
1001 NJ Amsterdam
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Profile
Positions
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
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Publications
2018
- Diks, C., Hommes, C., & Wang, J. (2018). Critical slowing down as an early warning signal for financial crises? Empirical Economics. https://doi.org/10.1007/s00181-018-1527-3
2016
- Diks, C., & Wang, J. (2016). Can a stochastic cusp catastrophe model explain housing market crashes? Journal of Economic Dynamics & Control, 69, 68-88. https://doi.org/10.1016/j.jedc.2016.05.008 [details]
2015
- 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. https://doi.org/10.1145/2822332.2822339
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Ancillary activities
No known ancillary activities
Wang, J. (2015). Modelling and estimation of dynamic instability in complex economic systems.