An agent based model of the E-Mini S&P 500 applied to flash crash analysis. - Mark E. Paddrik; Roy Hayes; Andrew Todd; Steve Y. Yang; Peter A. Beling; William T. Scherer (CIFEr, 2012)

Behavior based learning in identifying High Frequency Trading strategies. - Steve Y. Yang; Mark E. Paddrik; Roy Hayes; Andrew Todd; Andrei Kirilenko; Peter A. Beling; William T. Scherer (CIFEr, 2012)

Agent based model of the e-mini future: application for policy making. - Roy Hayes; Mark E. Paddrik; Andrew Todd; Steve Y. Yang; Peter A. Beling; William T. Scherer (WSC, 2012)

A study of dark pool trading using an agent-based model. - Sheung Yin Kevin Mo; Mark E. Paddrik; Steve Y. Yang (CIFEr, 2013)

Twitter financial community modeling using agent based simulation. - Steve Y. Yang; Anqi Liu; Sheung Yin Kevin Mo (CIFEr, 2014)

An empirical study of the financial community network on Twitter. - Steve Y. Yang; Sheung Yin Kevin Mo; Xiaodi Zhu (CIFEr, 2014)

Algorithmic trading behavior identification using reward learning method. - Steve Y. Yang; Qifeng Qiao; Peter A. Beling; William T. Scherer (IJCNN, 2014)

An Extreme Firm-Specific News Sentiment Asymmetry Based Trading Strategy. - Qiang Song; Anqi Liu; Steve Y. Yang; Anil Deane; Kaushik Datta (SSCI, 2015)

Bitcoin Market Return and Volatility Forecasting Using Transaction Network Flow Properties. - Steve Y. Yang; Jinhyoung Kim (SSCI, 2015)

Impact of XBRL on Financial Statement Structural Comparability. - Steve Y. Yang; Fang-Chun Liu; Xiaodi Zhu (ICIS, 2016)

Agent-based financial markets: A review of the methodology and domain. - Andrew Todd; Peter A. Beling; William T. Scherer; Steve Y. Yang (SSCI, 2016)

Firm risk identification through topic analysis of textual financial disclosures. - Xiaodi Zhu; Steve Y. Yang; Somayeh Moazeni (SSCI, 2016)

Social Media and News Sentiment Analysis for Advanced Investment Strategies. - Steve Y. Yang; Sheung Yin Kevin Mo (Sentiment Analysis and Ontology Engineering, 2016)

Entropy based measure sentiment analysis in the financial market. - Qiang Song; Saud Almahdi; Steve Y. Yang (SSCI, 2017)

An adaptive portfolio trading system: A risk-return portfolio optimization using recurrent reinforcement learning with expected maximum drawdown. - Saud Almahdi; Steve Y. Yang (Expert Syst. Appl., 2017)

Stock portfolio selection using learning-to-rank algorithms with news sentiment. - Qiang Song; Anqi Liu; Steve Y. Yang (Neurocomputing, 2017)

Genetic programming optimization for a sentiment feedback strength based trading strategy. - Steve Y. Yang; Sheung Yin Kevin Mo; Anqi Liu; Andrei Kirilenko (Neurocomputing, 2017)

Bank Contagion Risk through Fire-Sales: A Heterogeneous Agent Model. - Xingjia Zhang; Cheuk Yin Jeffrey Mo; Steve Y. Yang (SSCI, 2018)

Interest Rate Swap Market Complexity and Its Risk Management Implications. - Steve Y. Yang; Esen Onur (Complex., 2018)

An investor sentiment reward-based trading system using Gaussian inverse reinforcement learning algorithm. - Steve Y. Yang; Yangyang Yu; Saud Almahdi (Expert Syst. Appl., 2018)

An Agent-Based Approach to Interbank Market Lending Decisions and Risk Implications. - Anqi Liu; Cheuk Yin Jeffrey Mo; Mark E. Paddrik; Steve Y. Yang (Inf., 2018)

A Graph Mining Approach to Identify Financial Reporting Patterns: An Empirical Examination of Industry Classifications. - Steve Y. Yang; Fang-Chun Liu; Xiaodi Zhu; David C. Yen (Decis. Sci., 2019)

A constrained portfolio trading system using particle swarm algorithm and recurrent reinforcement learning. - Saud Almahdi; Steve Y. Yang (Expert Syst. Appl., 2019)

The Flow of Information in Trading: An Entropy Approach to Market Regimes. - Anqi Liu; Jing Chen 046; Steve Y. Yang; Alan G. Hawkes (Entropy, 2020)

Impact of False Information from Spoofing Strategies: An ABM Model of Market Dynamics. - HaoHang Li; Steve Y. Yang (CIFEr, 2022)

Unveiling Equity: Exploring Feature Dependency using Complex-Valued Neural Networks and Attention Mechanism for Fair Data Analysis. - Xuting Tang; Mengjiao Zhang; Abdul Rafae Khan; Steve Y. Yang; Jia Xu (CloudNet, 2023)

Modeling Investor Sentiment Jumps Using Deep Reinforcement Learning with a Hawkes Cross-Excitation Modeling Approach. - Yangyang Yu; Steve Y. Yang (CIFEr, 2024)

XBRL Agent: Leveraging Large Language Models for Financial Report Analysis. - Shijie Han; Haoqiang Kang; Bo Jin; Xiao-Yang Liu; Steve Y. Yang (ICAIF, 2024)

FinLoRA: Benchmarking LoRA Methods for Fine-Tuning LLMs on Financial Datasets. - Dannong Wang; Jaisal Patel; Daochen Zha; Steve Y. Yang; Xiao-Yang Liu (CoRR, 2025)