| 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 | 48 | 2015 |
| Stock portfolio selection using learning-to-rank algorithms with news sentiment Q Song, A Liu, SY Yang Neurocomputing, 2017 | 32 | 2017 |
| Interbank Contagion: An Agent-Based Model Approach to Endogenously Formed Networks A Liu, ME Paddrik, SY Yang, X Zhang | 29* | 2016 |
| Genetic programming optimization for a sentiment feedback strength based trading strategy S Yang, SYK Mo, A Liu, A Kirilenko Quantitative Finance (Revision), 2015 | 18 | 2015 |
| Applications of a Multivariate Hawkes Process to Joint Modeling of Sentiment and Market Return Events SY Yang, A Liu, J Chen, AG Hawkes | 14 | 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 | 10 | 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 Computational Intelligence, 2015 IEEE Symposium Series on, 898-904, 2015 | 5 | 2015 |
| 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 |
