Steve Y. Yang

Orcid: 0000-0002-4816-4720

According to our database1, Steve Y. Yang authored at least 25 papers between 2012 and 2022.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

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Bibliography

2022
Impact of False Information from Spoofing Strategies: An ABM Model of Market Dynamics.
Proceedings of the IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, 2022

2020
The Flow of Information in Trading: An Entropy Approach to Market Regimes.
Entropy, 2020

2019
A constrained portfolio trading system using particle swarm algorithm and recurrent reinforcement learning.
Expert Syst. Appl., 2019

A Graph Mining Approach to Identify Financial Reporting Patterns: An Empirical Examination of Industry Classifications.
Decis. Sci., 2019

2018
An Agent-Based Approach to Interbank Market Lending Decisions and Risk Implications.
Inf., 2018

An investor sentiment reward-based trading system using Gaussian inverse reinforcement learning algorithm.
Expert Syst. Appl., 2018

Interest Rate Swap Market Complexity and Its Risk Management Implications.
Complex., 2018

Bank Contagion Risk through Fire-Sales: A Heterogeneous Agent Model.
Proceedings of the IEEE Symposium Series on Computational Intelligence, 2018

2017
Genetic programming optimization for a sentiment feedback strength based trading strategy.
Neurocomputing, 2017

Stock portfolio selection using learning-to-rank algorithms with news sentiment.
Neurocomputing, 2017

An adaptive portfolio trading system: A risk-return portfolio optimization using recurrent reinforcement learning with expected maximum drawdown.
Expert Syst. Appl., 2017

Entropy based measure sentiment analysis in the financial market.
Proceedings of the 2017 IEEE Symposium Series on Computational Intelligence, 2017

2016
Social Media and News Sentiment Analysis for Advanced Investment Strategies.
Proceedings of the Sentiment Analysis and Ontology Engineering, 2016

Firm risk identification through topic analysis of textual financial disclosures.
Proceedings of the 2016 IEEE Symposium Series on Computational Intelligence, 2016

Agent-based financial markets: A review of the methodology and domain.
Proceedings of the 2016 IEEE Symposium Series on Computational Intelligence, 2016

Impact of XBRL on Financial Statement Structural Comparability.
Proceedings of the International Conference on Information Systems, 2016

2015
Bitcoin Market Return and Volatility Forecasting Using Transaction Network Flow Properties.
Proceedings of the IEEE Symposium Series on Computational Intelligence, 2015

An Extreme Firm-Specific News Sentiment Asymmetry Based Trading Strategy.
Proceedings of the IEEE Symposium Series on Computational Intelligence, 2015

2014
Algorithmic trading behavior identification using reward learning method.
Proceedings of the 2014 International Joint Conference on Neural Networks, 2014

An empirical study of the financial community network on Twitter.
Proceedings of the IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2014

Twitter financial community modeling using agent based simulation.
Proceedings of the IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2014

2013
A study of dark pool trading using an agent-based model.
Proceedings of the 2013 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2013

2012
Agent based model of the e-mini future: application for policy making.
Proceedings of the Winter Simulation Conference, 2012

Behavior based learning in identifying High Frequency Trading strategies.
Proceedings of the 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2012

An agent based model of the E-Mini S&P 500 applied to flash crash analysis.
Proceedings of the 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2012


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