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Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Steve Y. Yang · Study

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Steve Y. Yang

11 works· latest 2019· 2 institutionscluster: provisionalORCID 0000-0002-4816-4720

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Citations841

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Most cited in this library

An adaptive portfolio trading system: A risk-return portfolio optimization using recurrent reinforcement learning with expected maximum drawdown2017 · 240 citations
Twitter financial community sentiment and its predictive relationship to stock market movement2015 · 138 citations
Stock portfolio selection using learning-to-rank algorithms with news sentiment2017 · 95 citations
Interbank Contagion: An Agent-Based Model Approach to Endogenously Formed Networks2016 · 89 citations
A constrained portfolio trading system using particle swarm algorithm and recurrent reinforcement learning2019 · 79 citations

Works

11 shown

A constrained portfolio trading system using particle swarm algorithm and recurrent reinforcement learning

Expert Systems with Applications·2019·2 authors

79citations

An investor sentiment reward-based trading system using Gaussian inverse reinforcement learning algorithm

Expert Systems with Applications·2018·3 authors

42citations

The Impact of XBRL on Financial Statement Structural Comparability

Lecture notes in information systems and organisation·2018·3 authors·chapter

19citations

Stock portfolio selection using learning-to-rank algorithms with news sentiment

Neurocomputing·2017·2 authors·Open access

95citations

An adaptive portfolio trading system: A risk-return portfolio optimization using recurrent reinforcement learning with expected maximum drawdown

Expert Systems with Applications·2017·2 authors

240citations

Applications of a Multivariate Hawkes Process to Joint Modeling of Sentiment and Market Return Events

Quantitative Finance·2017·4 authors·Open access

33citations

Interbank Contagion: An Agent-Based Model Approach to Endogenously Formed Networks

Journal of Banking & Finance·2016·4 authors·Open access

89citations

Twitter financial community sentiment and its predictive relationship to stock market movement

Quantitative Finance·2015·3 authors

138citations

Gaussian process-based algorithmic trading strategy identification

Quantitative Finance·2015·5 authors·Open access

43citations

News Sentiment to Market Impact and its Feedback Effect

Environment Systems & Decisions·2015·3 authors·Open access

28citations

Behavior Based Learning in Identifying High Frequency Trading Strategies

IEEE Conference on Computational Intelligence for Financial Engineering & Economics·2011·7 authors·other·Open access

35citations