Steve Y. Yang

Publication Activity (10 Years)

Years Active: 2012-2023
Publications (10 Years): 18

Top Topics

Financial Markets

Particle Swarm Algorithm

Risk Management

Portfolio Selection

Top Venues

Expert Syst. Appl.

Publications

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)
HaoHang Li, Steve Y. Yang
Impact of False Information from Spoofing Strategies: An ABM Model of Market Dynamics. CIFEr (2022)
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) (2020)
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) (2019)
Saud Almahdi, Steve Y. Yang
A constrained portfolio trading system using particle swarm algorithm and recurrent reinforcement learning. Expert Syst. Appl. 130 (2019)
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) (2018)
Steve Y. Yang, Esen Onur
Interest Rate Swap Market Complexity and Its Risk Management Implications. Complex. 2018 (2018)
Steve Y. Yang, Yangyang Yu, Saud Almahdi
An investor sentiment reward-based trading system using Gaussian inverse reinforcement learning algorithm. Expert Syst. Appl. 114 (2018)
Xingjia Zhang, Cheuk Yin Jeffrey Mo, Steve Y. Yang
Bank Contagion Risk through Fire-Sales: A Heterogeneous Agent Model. SSCI (2018)
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 (2017)
Steve Y. Yang, Sheung Yin Kevin Mo, Anqi Liu, Andrei Kirilenko
Genetic programming optimization for a sentiment feedback strength based trading strategy. Neurocomputing 264 (2017)
Qiang Song, Saud Almahdi, Steve Y. Yang
Entropy based measure sentiment analysis in the financial market. SSCI (2017)
Qiang Song, Anqi Liu, Steve Y. Yang
Stock portfolio selection using learning-to-rank algorithms with news sentiment. Neurocomputing 264 (2017)
Steve Y. Yang, Fang-Chun Liu, Xiaodi Zhu
Impact of XBRL on Financial Statement Structural Comparability. ICIS (2016)
Andrew Todd, Peter A. Beling, William T. Scherer, Steve Y. Yang
Agent-based financial markets: A review of the methodology and domain. SSCI (2016)
Xiaodi Zhu, Steve Y. Yang, Somayeh Moazeni
Firm risk identification through topic analysis of textual financial disclosures. SSCI (2016)
Steve Y. Yang, Jinhyoung Kim
Bitcoin Market Return and Volatility Forecasting Using Transaction Network Flow Properties. SSCI (2015)
Qiang Song, Anqi Liu, Steve Y. Yang, Anil Deane, Kaushik Datta
An Extreme Firm-Specific News Sentiment Asymmetry Based Trading Strategy. SSCI (2015)
Steve Y. Yang, Sheung Yin Kevin Mo, Xiaodi Zhu
An empirical study of the financial community network on Twitter. CIFEr (2014)
Steve Y. Yang, Anqi Liu, Sheung Yin Kevin Mo
Twitter financial community modeling using agent based simulation. CIFEr (2014)
Steve Y. Yang, Qifeng Qiao, Peter A. Beling, William T. Scherer
Algorithmic trading behavior identification using reward learning method. IJCNN (2014)
Sheung Yin Kevin Mo, Mark E. Paddrik, Steve Y. Yang
A study of dark pool trading using an agent-based model. CIFEr (2013)
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)
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)
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)