Concepedia

Steve Y. Yang

SY

27

Publications

1.1K

Citations

17

H-Index

2011

Active since

Affiliations

Stevens Institute of Technology(Current)

University of Virginia

Cardiff University

United States Department of the Treasury

Swansea University

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

ORCID

Top concepts

Publications per year

2011–2021

27

Publications

27

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 · 2017 · 226 citations

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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 citations

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

Qiang Song, Anqi Liu, Steve Y. Yang · Neurocomputing · 2017 · 88 citations · Full text

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

Saud Almahdi, Steve Y. Yang · Expert Systems with Applications · 2019 · 76 citations

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An agent based model of the E-Mini S&P 500 applied to flash crash analysis

Mark E. Paddrik, Roy Hayes, Andrew Todd et al. · 2012 · 69 citations

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