Steve Yang
Title
Cited by
Cited by
Year
An adaptive portfolio trading system: A risk-return portfolio optimization using recurrent reinforcement learning with expected maximum drawdown
S Almahdi, SY Yang
Expert Systems with Applications 87, 267-279, 2017
892017
Twitter financial community sentiment and its predictive relationship to stock market movement
SY Yang, SYK Mo, A Liu
Quantitative Finance 15 (10), 1637-1656, 2015
732015
An agent based model of the E-Mini S&P 500 applied to Flash Crash analysis
M Paddrik, R Hayes, A Todd, S Yang, P Beling, W Scherer
2012 IEEE Conference on Computational Intelligence for Financial Engineering …, 2012
622012
Stock portfolio selection using learning-to-rank algorithms with news sentiment
Q Song, A Liu, SY Yang
Neurocomputing 264, 20-28, 2017
412017
Interbank contagion: An agent-based model approach to endogenously formed networks
A Liu, M Paddrik, SY Yang, X Zhang
Journal of Banking & Finance 112, 105191, 2020
402020
Behavior based learning in identifying high frequency trading strategies
S Yang, M Paddrik, R Hayes, A Todd, A Kirilenko, P Beling, W Scherer
2012 IEEE Conference on Computational Intelligence for Financial Engineering …, 2012
392012
A constrained portfolio trading system using particle swarm algorithm and recurrent reinforcement learning
S Almahdi, SY Yang
Expert Systems with Applications 130, 145-156, 2019
342019
Bitcoin market return and volatility forecasting using transaction network flow properties
SY Yang, J Kim
2015 IEEE Symposium Series on Computational Intelligence, 1778-1785, 2015
312015
Gaussian process-based algorithmic trading strategy identification
SY Yang, Q Qiao, PA Beling, WT Scherer, AA Kirilenko
Quantitative Finance 15 (10), 1683-1703, 2015
302015
Genetic programming optimization for a sentiment feedback strength based trading strategy
SY Yang, SYK Mo, A Liu, AA Kirilenko
Neurocomputing 264, 29-41, 2017
232017
A study of dark pool trading using an agent-based model
SYK Mo, M Paddrik, SY Yang
2013 IEEE Conference on Computational Intelligence for Financial Engineering …, 2013
192013
Applications of a multivariate Hawkes process to joint modeling of sentiment and market return events
SY Yang, A Liu, J Chen, A Hawkes
Quantitative finance 18 (2), 295-310, 2018
182018
An investor sentiment reward-based trading system using Gaussian inverse reinforcement learning algorithm
SY Yang, Y Yu, S Almahdi
Expert Systems with Applications 114, 388-401, 2018
172018
News sentiment to market impact and its feedback effect
SYK Mo, A Liu, SY Yang
Environment Systems and Decisions 36 (2), 158-166, 2016
172016
The impact of abnormal news sentiment on financial markets
SY Yang, Q Song, SY Mo, K Datta, A Deane
Available at SSRN 2597247, 2015
172015
An empirical study of the financial community network on twitter
SY Yang, SYK Mo, X Zhu
2014 IEEE Conference on Computational Intelligence for Financial Engineering …, 2014
162014
Agent based model of the e-mini future: application for policy making
R Hayes, M Paddrik, A Todd, S Yang, P Beling, W Scherer
Proceedings of the 2012 Winter Simulation Conference (WSC), 1-12, 2012
162012
Agent-based financial markets: A review of the methodology and domain
A Todd, P Beling, W Scherer, SY Yang
2016 IEEE Symposium Series on Computational Intelligence (SSCI), 1-5, 2016
142016
Firm risk identification through topic analysis of textual financial disclosures
X Zhu, SY Yang, S Moazeni
2016 IEEE Symposium Series on Computational Intelligence (SSCI), 1-8, 2016
112016
Structural comparability of financial statements
E Henry, FC Liu, SY Yang, X Zhu
Stevens Institute of Technology School of Business Research Paper, 2018
9*2018
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Articles 1–20