Hongyang Yang

Orcid: 0009-0000-8168-5264

According to our database1, Hongyang Yang authored at least 22 papers between 2014 and 2024.

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

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2024
Dynamic datasets and market environments for financial reinforcement learning.
Mach. Learn., May, 2024

FinRobot: An Open-Source AI Agent Platform for Financial Applications using Large Language Models.
CoRR, 2024

Microkernel Goes General: Performance and Compatibility in the HongMeng Production Microkernel.
Proceedings of the 18th USENIX Symposium on Operating Systems Design and Implementation, 2024

Enhancing Investment Analysis: Optimizing AI-Agent Collaboration in Financial Research.
Proceedings of the 5th ACM International Conference on AI in Finance, 2024

2023
FinGPT: Instruction Tuning Benchmark for Open-Source Large Language Models in Financial Datasets.
CoRR, 2023

Instruct-FinGPT: Financial Sentiment Analysis by Instruction Tuning of General-Purpose Large Language Models.
CoRR, 2023

FinGPT: Open-Source Financial Large Language Models.
CoRR, 2023

Optimal Energy Scheduling for Communities in Smart Microgrids with Multi-Agent Reinforcement Learning.
Proceedings of the 14th IIAI International Congress on Advanced Applied Informatics, 2023

Enhancing Financial Sentiment Analysis via Retrieval Augmented Large Language Models.
Proceedings of the 4th ACM International Conference on AI in Finance, 2023

Anti-drifting Feature Selection via Deep Reinforcement Learning (Student Abstract).
Proceedings of the Thirty-Seventh AAAI Conference on Artificial Intelligence, 2023

2022
FinRL-Meta: Market Environments and Benchmarks for Data-Driven Financial Reinforcement Learning.
Proceedings of the Advances in Neural Information Processing Systems 35: Annual Conference on Neural Information Processing Systems 2022, 2022

2021
FinRL-Meta: A Universe of Near-Real Market Environments for Data-Driven Deep Reinforcement Learning in Quantitative Finance.
CoRR, 2021

FinRL: deep reinforcement learning framework to automate trading in quantitative finance.
Proceedings of the ICAIF'21: 2nd ACM International Conference on AI in Finance, Virtual Event, November 3, 2021

2020
FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance.
CoRR, 2020

Deep reinforcement learning for automated stock trading: an ensemble strategy.
Proceedings of the ICAIF '20: The First ACM International Conference on AI in Finance, 2020

2019
DP-LSTM: Differential Privacy-inspired LSTM for Stock Prediction Using Financial News.
CoRR, 2019

Practical Machine Learning Approach to Capture the Scholar Data Driven Alpha in AI Industry.
Proceedings of the 2019 IEEE International Conference on Big Data (IEEE BigData), 2019

2018
Practical Deep Reinforcement Learning Approach for Stock Trading.
CoRR, 2018

A Practical Machine Learning Approach for Dynamic Stock Recommendation.
Proceedings of the 17th IEEE International Conference On Trust, 2018

2015
Dynamic wavelength sharing in Time and Wavelength Division Multiplexed PONs (TWDM-PONs).
Proceedings of the 17th International Conference on Transparent Optical Networks, 2015

2014
Energy Efficient TWDM Multi-PON System With Wavelength Relocation.
JOCN, 2014

Adaptive Registration in TWDM-PON With ONU Migrations.
JOCN, 2014


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