Steve Y. Yang

29 papers B 1C 1Misc 1Journal 10Unranked 15
YearRankTypeTitle / Venue / Authors
2025 J jnl
FinLoRA: Benchmarking LoRA Methods for Fine-Tuning LLMs on Financial Datasets.
CoRR
Dannong Wang, Jaisal Patel, Daochen Zha, Steve Y. Yang, Xiao-Yang Liu
2024 — conf
Modeling Investor Sentiment Jumps Using Deep Reinforcement Learning with a Hawkes Cross-Excitation Modeling Approach.
CIFEr
Yangyang Yu, Steve Y. Yang
2024 — conf
XBRL Agent: Leveraging Large Language Models for Financial Report Analysis.
ICAIF
Shijie Han, Haoqiang Kang, Bo Jin, Xiao-Yang Liu, Steve Y. Yang
2023 — conf
Unveiling Equity: Exploring Feature Dependency using Complex-Valued Neural Networks and Attention Mechanism for Fair Data Analysis.
CloudNet
Xuting Tang, Mengjiao Zhang, Abdul Rafae Khan, Steve Y. Yang, Jia Xu
2022 — conf
Impact of False Information from Spoofing Strategies: An ABM Model of Market Dynamics.
CIFEr
Haohang Li, Steve Y. Yang
2020 J jnl
The Flow of Information in Trading: An Entropy Approach to Market Regimes.
Entropy
Anqi Liu, Jing Chen, Steve Y. Yang, Alan G. Hawkes
2019 J jnl
A Graph Mining Approach to Identify Financial Reporting Patterns: An Empirical Examination of Industry Classifications.
Decis. Sci.
Steve Y. Yang, Fang-Chun Liu, Xiaodi Zhu, David C. Yen
2019 J jnl
A constrained portfolio trading system using particle swarm algorithm and recurrent reinforcement learning.
Expert Syst. Appl.
Saud Almahdi, Steve Y. Yang
2018 J jnl
An Agent-Based Approach to Interbank Market Lending Decisions and Risk Implications.
Inf.
Anqi Liu, Cheuk Yin Jeffrey Mo, Mark E. Paddrik, Steve Y. Yang
2018 J jnl
An investor sentiment reward-based trading system using Gaussian inverse reinforcement learning algorithm.
Expert Syst. Appl.
Steve Y. Yang, Yangyang Yu, Saud Almahdi
2018 — conf
Bank Contagion Risk through Fire-Sales: A Heterogeneous Agent Model.
SSCI
Xingjia Zhang, Cheuk Yin Jeffrey Mo, Steve Y. Yang
2018 J jnl
Interest Rate Swap Market Complexity and Its Risk Management Implications.
Complex.
Steve Y. Yang, Esen Onur
2017 J jnl
An adaptive portfolio trading system: A risk-return portfolio optimization using recurrent reinforcement learning with expected maximum drawdown.
Expert Syst. Appl.
Saud Almahdi, Steve Y. Yang
2017 — conf
Entropy based measure sentiment analysis in the financial market.
SSCI
Qiang Song, Saud Almahdi, Steve Y. Yang
2017 J jnl
Genetic programming optimization for a sentiment feedback strength based trading strategy.
Neurocomputing
Steve Y. Yang, Sheung Yin Kevin Mo, Anqi Liu, Andrei Kirilenko
2017 J jnl
Stock portfolio selection using learning-to-rank algorithms with news sentiment.
Neurocomputing
Qiang Song, Anqi Liu, Steve Y. Yang
2016 — conf
Agent-based financial markets: A review of the methodology and domain.
SSCI
Andrew Todd, Peter A. Beling, William T. Scherer, Steve Y. Yang
2016 — conf
Firm risk identification through topic analysis of textual financial disclosures.
SSCI
Xiaodi Zhu, Steve Y. Yang, Somayeh Moazeni
2016 C conf
Impact of XBRL on Financial Statement Structural Comparability.
ICIS
Steve Y. Yang, Fang-Chun Liu, Xiaodi Zhu
2016 — ch.
Social Media and News Sentiment Analysis for Advanced Investment Strategies.
Sentiment Analysis and Ontology Engineering
Steve Y. Yang, Sheung Yin Kevin Mo
2015 — conf
An Extreme Firm-Specific News Sentiment Asymmetry Based Trading Strategy.
SSCI
Qiang Song, Anqi Liu, Steve Y. Yang, Anil Deane, Kaushik Datta
2015 — conf
Bitcoin Market Return and Volatility Forecasting Using Transaction Network Flow Properties.
SSCI
Steve Y. Yang, Jinhyoung Kim
2014 B conf
Algorithmic trading behavior identification using reward learning method.
IJCNN
Steve Y. Yang, Qifeng Qiao, Peter A. Beling, William T. Scherer
2014 — conf
An empirical study of the financial community network on Twitter.
CIFEr
Steve Y. Yang, Sheung Yin Kevin Mo, Xiaodi Zhu
2014 — conf
Twitter financial community modeling using agent based simulation.
CIFEr
Steve Y. Yang, Anqi Liu, Sheung Yin Kevin Mo
2013 — conf
A study of dark pool trading using an agent-based model.
CIFEr
Sheung Yin Kevin Mo, Mark E. Paddrik, Steve Y. Yang
2012 Misc conf
Agent based model of the e-mini future: application for policy making.
WSC
Roy Hayes, Mark E. Paddrik, Andrew Todd, Steve Y. Yang, Peter A. Beling, William T. Scherer
2012 — conf
An agent based model of the E-Mini S&P 500 applied to flash crash analysis.
CIFEr
Mark E. Paddrik, Roy Hayes, Andrew Todd, Steve Y. Yang, Peter A. Beling, William T. Scherer
2012 — conf
Behavior based learning in identifying High Frequency Trading strategies.
CIFEr
Steve Y. Yang, Mark E. Paddrik, Roy Hayes, Andrew Todd, Andrei Kirilenko, Peter A. Beling, William T. Scherer