Concepedia
Statistics
Publications
12
Citations
480
H-Index
11
Active since
2014
Affiliations
Stevens Institute of Technology(Current)
Cardiff University
United States Department of the Treasury
Swansea University
Anqi Liu is an author at Stevens Institute of Technology specializing in management, finance, and business.
Top concepts
FinanceManagementBusinessJournalismEngineeringCommunicationNetwork ScienceNetwork AnalysisSocial Network AnalysisMarketing
Publications per year
2014–2023
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
Portfolio Optimization, Asset Pricing, Portfolio Selection +7
Interbank contagion: An agent-based model approach to endogenously formed networks
Anqi Liu, Mark E. Paddrik, Steve Y. Yang et al. · Journal of Banking & Finance · 2017 · 69 citations
Interbank Contagion, Network Science, Engineering +9
Applications of a multivariate Hawkes process to joint modeling of sentiment and market return events
Steve Y. Yang, Anqi Liu, Jing Chen et al. · Quantitative Finance · 2017 · 33 citations
Empirical Finance, Business Analytics, Market Microstructure +20
Genetic programming optimization for a sentiment feedback strength based trading strategy
Steve Y. Yang, Sheung Yin Kevin Mo, Anqi Liu et al. · Neurocomputing · 2017 · 31 citations · Full text
Predictive Analytics, Algorithmic Trading, Management +11
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