Jiaqi Wen

University of Technology Sydney (UTS)

15 Broadway, Ultimo

PO Box 123

Sydney, NSW 2007

Australia

SCHOLARLY PAPERS

5

DOWNLOADS

413

TOTAL CITATIONS

1

Scholarly Papers (5)

1.

Agent-Based Modeling of Carbon Emission Trading Market With Heterogeneous Agents

Number of pages: 40 Posted: 18 Jan 2022
Junhuan Zhang, Junjie Ge and Jiaqi Wen
School of Economics and Management, Beihang University, School of Economics and Management, Beihang University and University of Technology Sydney (UTS)
Downloads 192 (312,501)

Abstract:

Loading...

Carbon emissions trading, Energy finance, Experimental finance, Agent-based modeling

2.

A multifactor model using large language models and investor sentiment from photos and news: new evidence from China

Number of pages: 27 Posted: 12 Feb 2024
Junhuan Zhang, Ziyan Zhang and Jiaqi Wen
School of Economics and Management, Beihang University, affiliation not provided to SSRN and University of Technology Sydney (UTS)
Downloads 85 (583,223)

Abstract:

Loading...

Large language model, Multifactor model, Investor sentiment, Deep learning

3.

Agent-based modeling of stock market manipulation: an experiment in China

Number of pages: 49 Posted: 20 Jun 2024
Jiaqi Wen, Junhuan Zhang and Daniel Houser
University of Technology Sydney (UTS), School of Economics and Management, Beihang University and Interdisciplinary Center for Economic Science
Downloads 71 (645,256)

Abstract:

Loading...

Stock Manipulation, Agent-based Modeling, Experimental Finance, Market Microstructure JEL Classification Codes: G4

4.

Modelling High-Frequency Oil Market Volatility and Investor Sentiment Using Hawkes and Contact Processes

Number of pages: 41 Posted: 29 Oct 2022
Jiaqi Wen and Junhuan Zhang
University of Technology Sydney (UTS) and School of Economics and Management, Beihang University
Downloads 56 (723,825)

Abstract:

Loading...

HAR model; Contact model; Hawkes process; Volatility forecast; Investor sentiment

5.

Dtcns: A Python Toolbox for Digital Twin-Oriented Complex Networked Systems

Number of pages: 18 Posted: 23 Apr 2024
University of Technology Sydney (UTS), University of Technology Sydney (UTS) - Complex Adaptive Systems Laboratory and affiliation not provided to SSRN
Downloads 9 (1,142,342)
Citation 1

Abstract:

Loading...

Complex Networked Systems, Digital Twins, Network Dynamics, Heterogeneous Nodes Attributes and Features