Steve Y. Yang

According to our database, Steve Y. Yang authored at least 27 papers between 2012 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

XBRL Agent: Leveraging Large Language Models for Financial Report Analysis.

Shijie Han, Haoqiang Kang, Bo Jin, Xiao-Yang Liu, Steve Y. Yang

Proceedings of the 5th ACM International Conference on AI in Finance, 2024

2023

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

Proceedings of the 12th IEEE International Conference on Cloud Networking, 2023

2022

Impact of False Information from Spoofing Strategies: An ABM Model of Market Dynamics.

HaoHang Li, Steve Y. Yang

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.

Anqi Liu, Jing Chen, Steve Y. Yang, Alan G. Hawkes

Entropy, 2020

2019

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

Saud Almahdi, Steve Y. Yang

Expert Syst. Appl., 2019

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

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

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

Steve Y. Yang, Yangyang Yu, Saud Almahdi

Expert Syst. Appl., 2018

Interest Rate Swap Market Complexity and Its Risk Management Implications.

Steve Y. Yang, Esen Onur

Complex., 2018

Bank Contagion Risk through Fire-Sales: A Heterogeneous Agent Model.

Xingjia Zhang, Cheuk Yin Jeffrey Mo, Steve Y. Yang

Proceedings of the IEEE Symposium Series on Computational Intelligence, 2018

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

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

Qiang Song, Anqi Liu, Steve Y. Yang

Neurocomputing, 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

Entropy based measure sentiment analysis in the financial market.

Qiang Song, Saud Almahdi, Steve Y. Yang

Proceedings of the 2017 IEEE Symposium Series on Computational Intelligence, 2017

2016

Social Media and News Sentiment Analysis for Advanced Investment Strategies.

Steve Y. Yang, Sheung Yin Kevin Mo

Proceedings of the Sentiment Analysis and Ontology Engineering, 2016

Firm risk identification through topic analysis of textual financial disclosures.

Xiaodi Zhu, Steve Y. Yang, Somayeh Moazeni

Proceedings of the 2016 IEEE Symposium Series on Computational Intelligence, 2016

Agent-based financial markets: A review of the methodology and domain.

Andrew Todd, Peter A. Beling, William T. Scherer, Steve Y. Yang

Proceedings of the 2016 IEEE Symposium Series on Computational Intelligence, 2016

Impact of XBRL on Financial Statement Structural Comparability.

Steve Y. Yang, Fang-Chun Liu, Xiaodi Zhu

Proceedings of the International Conference on Information Systems, 2016

2015

Bitcoin Market Return and Volatility Forecasting Using Transaction Network Flow Properties.

Steve Y. Yang, Jinhyoung Kim

Proceedings of the IEEE Symposium Series on Computational Intelligence, 2015

An Extreme Firm-Specific News Sentiment Asymmetry Based Trading Strategy.

Qiang Song, Anqi Liu, Steve Y. Yang, Anil Deane, Kaushik Datta

Proceedings of the IEEE Symposium Series on Computational Intelligence, 2015

2014

Algorithmic trading behavior identification using reward learning method.

Steve Y. Yang, Qifeng Qiao, Peter A. Beling, William T. Scherer

Proceedings of the 2014 International Joint Conference on Neural Networks, 2014

An empirical study of the financial community network on Twitter.

Steve Y. Yang, Sheung Yin Kevin Mo, Xiaodi Zhu

Proceedings of the IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2014

Twitter financial community modeling using agent based simulation.

Steve Y. Yang, Anqi Liu, Sheung Yin Kevin Mo

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.

Sheung Yin Kevin Mo, Mark E. Paddrik, Steve Y. Yang

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.

Roy Hayes, Mark E. Paddrik, Andrew Todd, Steve Y. Yang, Peter A. Beling, William T. Scherer

Proceedings of the Winter Simulation Conference, 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

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.

Mark E. Paddrik, Roy Hayes, Andrew Todd, Steve Y. Yang, Peter A. Beling, William T. Scherer

Proceedings of the 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2012