| 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 | 73 | 2015 |
| Stock portfolio selection using learning-to-rank algorithms with news sentiment Q Song, A Liu, SY Yang Neurocomputing, 2017 | 41 | 2017 |
| Interbank Contagion: An Agent-Based Model Approach to Endogenously Formed Networks A Liu, ME Paddrik, SY Yang, X Zhang | 40* | 2016 |
| Genetic programming optimization for a sentiment feedback strength based trading strategy S Yang, SYK Mo, A Liu, A Kirilenko Quantitative Finance (Revision), 2015 | 23 | 2015 |
| Applications of a Multivariate Hawkes Process to Joint Modeling of Sentiment and Market Return Events SY Yang, A Liu, J Chen, AG Hawkes | 18 | 2017 |
| News sentiment to market impact and its feedback effect SYK Mo, A Liu, SY Yang Environment Systems and Decisions 36 (2), 158-166, 2016 | 17 | 2016 |
| Twitter financial community modeling using agent based simulation SY Yang, A Liu, SYK Mo Computational Intelligence for Financial Engineering & Economics (CIFEr …, 2014 | 9 | 2014 |
| An extreme firm-specific news sentiment asymmetry based trading strategy Q Song, A Liu, SY Yang, A Deane, K Datta 2015 IEEE Symposium Series on Computational Intelligence, 898-904, 2015 | 5 | 2015 |
| The Flow of Information in Trading: An Entropy Approach to Market Regimes A Liu, J Chen, SY Yang, AG Hawkes Entropy 22 (9), 1064, 2020 | 3 | 2020 |
| Information Transition in Trading and its Effect on Market Efficiency: An Entropy Approach A Liu, J Chen, SY Yang, AG Hawkes Proceedings of the First International Forum on Financial Mathematics and …, 0 | 2* | |
| Information transition in trading and its effect on market efficiency: an entropy approach J Chen, A Liu Proceeding of the First International Academic Forum on Financial …, 2020 | 1 | 2020 |
| Interbank Contagion: An ABM Approach to Endogenously Form Networks SY Yang, A Liu, X Zhang, ME Paddrik | 1 | 2016 |
| Interbank market formation through reinforcement learning and risk aversion A Liu, CYJ Mo, ME Paddrik, SY Yang | | 2017 |
