Prof. Xue-Zhong (Tony) He

Xi'an Jiaotong-Liverpool University, China

Email: Xuezhong.He@xjtlu.edu.cn

Qualifications

2001 Ph.D., University of Technology, Australia

1995 Ph.D., Flinders University, Australia

1987 M.Sc., Hebei Normal University, China

1982 B.Sc., Ningxia University, China

Publications (Selected)

1. He, X. Z. T., Shi, L., & Tolotti, M. (2025). The social value of information uncertainty. Journal of Economic Behavior & Organization, 229, 106840.
2. Foster, F. D., He, X., Kang, J., & Lin, S. (2024). The microstructure of endogenous liquidity provision. Available at SSRN 3482259.
3. Menkveld, A. J., Dreber, A., Holzmeister, F., Huber, J., Johannesson, M., He, X., ... & Khomyn, M. K. (2024). Nonstandard errors. The Journal of Finance, 79(3), 2339-2390.
4. Aliyev, N., & He, X. Z. (2023). Toward a general model of financial markets. In Artificial Intelligence, Learning and Computation in Economics and Finance (pp. 71-100). Cham: Springer International Publishing.
5. Aliyev, N., & He, X. Z. (2023). Toward a general model of financial markets. In Artificial Intelligence, Learning and Computation in Economics and Finance (pp. 71-100). Cham: Springer International Publishing.
6. Arifovic, J., He, X. Z., & Wei, L. (2022). Machine learning and speed in high-frequency trading. Journal of economic dynamics and control, 139, 104438.
7. Chu, L., He, X. Z., Li, K., & Tu, J. (2022). Investor sentiment and paradigm shifts in equity return forecasting. Management Science, 68(6), 4301-4325.
8. Dieci, R., & He, X. Z. (2021). Cross-section instability in financial markets: impatience, extrapolation, and switching. Decisions in Economics and Finance, 44(2), 727-754.
9. Arifovic, J., He, X., & Wei, L. (2019). High Frequency Trading in FinTech age: AI with Speed. Available at SSRN 2771153.
10. Vo, N. N., He, X., Liu, S., & Xu, G. (2019). Deep learning for decision making and the optimization of socially responsible investments and portfolio. Decision Support Systems, 124, 113097.
11. He, X. Z., Li, Y., & Zheng, M. (2019). Heterogeneous agent models in financial markets: A nonlinear dynamics approach. International Review of Financial Analysis, 62, 135-149.
12. He, X. Z., Li, K., & Li, Y. (2018). Asset allocation with time series momentum and reversal. Journal of Economic Dynamics and Control, 91, 441-457.
13. He, X. Z., Li, K., & Wang, C. (2018). Time-varying economic dominance in financial markets: A bistable dynamics approach. Chaos: An Interdisciplinary Journal of Nonlinear Science, 28(5).
14. Vo, N. N., Liu, S., He, X., & Xu, G. (2018). Multimodal mixture density boosting network for personality mining. In Advances in Knowledge Discovery and Data Mining: 22nd Pacific-Asia Conference, PAKDD 2018, Melbourne, VIC, Australia, June 3-6, 2018, Proceedings, Part I 22 (pp. 644-655). Springer International Publishing.
15. He, X. Z., & Li, Y. (2017). The adaptiveness in stock markets: testing the stylized facts in the DAX 30. Journal of Evolutionary Economics, 27(5), 1071-1094.
16. Wei, L., Xiong, X., Zhang, W., He, X. Z., & Zhang, Y. (2017). The effect of genetic algorithm learning with a classifier system in limit order markets. Engineering Applications of Artificial Intelligence, 65, 436-448.

Profile Details

WoS ResearcherID: FXB-3816-2022

https://orcid.org/0000-0003-1446-9996

https://scholar.xjtlu.edu.cn/en/persons/XuezhongHe

https://scholar.google.com.hk/citations?user=JRCIBDMAAAAJ&hl=zh-CN&oi=sra