Steve Y. Yang - Concepedia

Author

Steve Y. Yang

Stevens Institute of Technology ORCID

Also Known As

Steve Y Yang, Steve Y. Yang, Steve Yang, Xingjia Zhang, Yang, Steve, Yang, Steve Y.

Publications

1.3K

Citations

H-Index

Concepts

All Affiliations

Stevens Institute of Technology University of Virginia Cardiff University United States Department of the Treasury Swansea University

About

Steve Y. Yang is an author at Stevens Institute of Technology specializing in finance, business, and asset pricing.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	13	16	726
2	Management	10	11	574
3	Engineering	6	6	206
4	Arts	2	2	26
5	Accounting	2	2	48

Steve Y. Yang

Publications

1.1K

Citations

H-Index

Page 1

	Year	Citations
An adaptive portfolio trading system: A risk-return portfolio optimization using recurrent reinforcement learning with expected maximum drawdown Saud Almahdi, Steve Y. Yang Expert Systems with Applications Recurrent ReinforcementPortfolio OptimizationAsset PricingPortfolio SelectionRisk-return Portfolio Optimization	2017	226
Twitter financial community sentiment and its predictive relationship to stock market movement Steve Y. Yang, Sheung Yin Kevin Mo, Anqi Liu Quantitative Finance	2015	129
Stock portfolio selection using learning-to-rank algorithms with news sentiment Qiang Song, Anqi Liu, Steve Y. Yang Neurocomputing Portfolio OptimizationAsset PricingPortfolio SelectionNews SentimentManagement	2017	88
A constrained portfolio trading system using particle swarm algorithm and recurrent reinforcement learning Saud Almahdi, Steve Y. Yang Expert Systems with Applications Portfolio OptimizationAsset PricingPortfolio AllocationAlgorithmic TradingQuantitative Finance	2019	76
An agent based model of the E-Mini S&amp;P 500 applied to flash crash analysis Mark E. Paddrik, Roy Hayes, Andrew Todd, EngineeringE-mini SSimulationMarket DesignStochastic Simulation	2012	69
Interbank contagion: An agent-based model approach to endogenously formed networks Anqi Liu, Mark E. Paddrik, Steve Y. Yang, Journal of Banking & Finance Interbank ContagionNetwork ScienceEngineeringNetwork EvolutionEconomics Of Network	2017	69
Gaussian process-based algorithmic trading strategy identification Steve Y. Yang, Qifeng Qiao, Peter A. Beling, Quantitative Finance	2015	40
An investor sentiment reward-based trading system using Gaussian inverse reinforcement learning algorithm Steve Y. Yang, Yangyang Yu, Saud Almahdi Expert Systems with Applications Asset PricingGaussian Inverse ReinforcementQuantitative FinanceAlgorithmic TradingBusiness	2018	40
Behavior based learning in identifying High Frequency Trading strategies Steve Y. Yang, Mark E. Paddrik, Roy Hayes, Electronic MarketsBusiness AnalyticsComputational FinanceAsset PricingData Science	2012	34
Applications of a multivariate Hawkes process to joint modeling of sentiment and market return events Steve Y. Yang, Anqi Liu, Jing Chen, Quantitative Finance Empirical FinanceBusiness AnalyticsMarket MicrostructureAsset PricingData Science	2017	33

Page 1