default search action
Google
Google Scholar
Semantic Scholar
Internet Archive Scholar
CiteSeerX
ORCIDSteve Y. Yang
Person information
Refine list
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
2020 – today
- 2024
[c18]Yangyang Yu, Steve Y. Yang:
Modeling Investor Sentiment Jumps Using Deep Reinforcement Learning with a Hawkes Cross-Excitation Modeling Approach. CIFEr 2024: 1-8- [c17]Shijie Han
, Haoqiang Kang, Bo Jin, Xiao-Yang Liu, Steve Y. Yang:
XBRL Agent: Leveraging Large Language Models for Financial Report Analysis. ICAIF 2024: 856-864 - 2023
- [c16]Xuting Tang, Mengjiao Zhang, Abdul Rafae Khan, Steve Y. Yang, Jia Xu:
Unveiling Equity: Exploring Feature Dependency using Complex-Valued Neural Networks and Attention Mechanism for Fair Data Analysis. CloudNet 2023: 256-264 - 2022
- [c15]HaoHang Li, Steve Y. Yang:
Impact of False Information from Spoofing Strategies: An ABM Model of Market Dynamics. CIFEr 2022: 1-10 - 2020
- [j9]Anqi Liu, Jing Chen, Steve Y. Yang, Alan G. Hawkes:
The Flow of Information in Trading: An Entropy Approach to Market Regimes. Entropy 22(9): 1064 (2020)
2010 – 2019
- 2019
- [j8]Steve Y. Yang, Fang-Chun Liu, Xiaodi Zhu, David C. Yen:
A Graph Mining Approach to Identify Financial Reporting Patterns: An Empirical Examination of Industry Classifications. Decis. Sci. 50(4): 847-876 (2019) - [j7]Saud Almahdi, Steve Y. Yang:
A constrained portfolio trading system using particle swarm algorithm and recurrent reinforcement learning. Expert Syst. Appl. 130: 145-156 (2019) - 2018
- [j6]Steve Y. Yang, Esen Onur:
Interest Rate Swap Market Complexity and Its Risk Management Implications. Complex. 2018: 5470305:1-5470305:20 (2018) - [j5]Steve Y. Yang, Yangyang Yu, Saud Almahdi:
An investor sentiment reward-based trading system using Gaussian inverse reinforcement learning algorithm. Expert Syst. Appl. 114: 388-401 (2018) - [j4]Anqi Liu, Cheuk Yin Jeffrey Mo, Mark E. Paddrik, Steve Y. Yang:
An Agent-Based Approach to Interbank Market Lending Decisions and Risk Implications. Inf. 9(6): 132 (2018) - [c14]Xingjia Zhang, Cheuk Yin Jeffrey Mo, Steve Y. Yang:
Bank Contagion Risk through Fire-Sales: A Heterogeneous Agent Model. SSCI 2018: 2321-2328 - 2017
- [j3]Saud Almahdi, Steve Y. Yang:
An adaptive portfolio trading system: A risk-return portfolio optimization using recurrent reinforcement learning with expected maximum drawdown. Expert Syst. Appl. 87: 267-279 (2017) - [j2]Qiang Song, Anqi Liu, Steve Y. Yang:
Stock portfolio selection using learning-to-rank algorithms with news sentiment. Neurocomputing 264: 20-28 (2017) - [j1]Steve Y. Yang, Sheung Yin Kevin Mo, Anqi Liu, Andrei Kirilenko:
Genetic programming optimization for a sentiment feedback strength based trading strategy. Neurocomputing 264: 29-41 (2017) - [c13]Qiang Song, Saud Almahdi, Steve Y. Yang:
Entropy based measure sentiment analysis in the financial market. SSCI 2017: 1-5 - 2016
- [c12]Steve Y. Yang, Fang-Chun Liu, Xiaodi Zhu:
Impact of XBRL on Financial Statement Structural Comparability. ICIS 2016 - [c11]Andrew Todd, Peter A. Beling, William T. Scherer, Steve Y. Yang:
Agent-based financial markets: A review of the methodology and domain. SSCI 2016: 1-5 - [c10]Xiaodi Zhu, Steve Y. Yang, Somayeh Moazeni:
Firm risk identification through topic analysis of textual financial disclosures. SSCI 2016: 1-8 - [p1]Steve Y. Yang, Sheung Yin Kevin Mo:
Social Media and News Sentiment Analysis for Advanced Investment Strategies. Sentiment Analysis and Ontology Engineering 2016: 237-272 - 2015
- [c9]Qiang Song, Anqi Liu, Steve Y. Yang, Anil Deane, Kaushik Datta:
An Extreme Firm-Specific News Sentiment Asymmetry Based Trading Strategy. SSCI 2015: 898-904 - [c8]Steve Y. Yang, Jinhyoung Kim:
Bitcoin Market Return and Volatility Forecasting Using Transaction Network Flow Properties. SSCI 2015: 1778-1785 - 2014
- [c7]Steve Y. Yang, Sheung Yin Kevin Mo, Xiaodi Zhu:
An empirical study of the financial community network on Twitter. CIFEr 2014: 55-62 - [c6]Steve Y. Yang, Anqi Liu, Sheung Yin Kevin Mo:
Twitter financial community modeling using agent based simulation. CIFEr 2014: 63-70 - [c5]Steve Y. Yang, Qifeng Qiao, Peter A. Beling, William T. Scherer:
Algorithmic trading behavior identification using reward learning method. IJCNN 2014: 3807-3414 - 2013
- [c4]Sheung Yin Kevin Mo, Mark E. Paddrik, Steve Y. Yang:
A study of dark pool trading using an agent-based model. CIFEr 2013: 19-26 - 2012
- [c3]Mark E. Paddrik, Roy Hayes, Andrew Todd, Steve Y. Yang, Peter A. Beling, William T. Scherer:
An agent based model of the E-Mini S&P 500 applied to flash crash analysis. CIFEr 2012: 1-8 - [c2]Steve Y. Yang, Mark E. Paddrik, Roy Hayes, Andrew Todd, Andrei Kirilenko, Peter A. Beling, William T. Scherer:
Behavior based learning in identifying High Frequency Trading strategies. CIFEr 2012: 1-8 - [c1]Roy Hayes, Mark E. Paddrik, Andrew Todd, Steve Y. Yang, Peter A. Beling, William T. Scherer:
Agent based model of the e-mini future: application for policy making. WSC 2012: 111:1-111:12
Coauthor Index
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from 
to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the 
of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from 
, 
, and 
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from 
.
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2025-01-20 22:56 CET by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint
dblp was originally created in 1993 at:
since 2018, dblp has been operated and maintained by:
the dblp computer science bibliography is funded and supported by:
