Research Output per year
Fingerprint Dive into the research topics where Steve Yang is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Reinforcement learning
Engineering & Materials Science
Financial Markets
Mathematics
Taxonomies
Engineering & Materials Science
Costs
Engineering & Materials Science
Learning algorithms
Engineering & Materials Science
Agent-based Model
Mathematics
Industry
Engineering & Materials Science
Financial markets
Engineering & Materials Science
Network
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Research Output 2008 2019
A constrained portfolio trading system using particle swarm algorithm and recurrent reinforcement learning
Almahdi, S. & Yang, S., Sep 15 2019, In : Expert Systems With Applications. 130, p. 145-156 12 p.Stevens Institute of Technology
Research output: Contribution to journal › Article
Trading systems
Reinforcement learning
Portfolio rebalancing
Portfolio constraints
Retraining
Bank Contagion Risk through Fire-Sales: A Heterogeneous Agent Model
Zhang, X., Mo, C. Y. J. & Yang, S., Jan 28 2019, Proceedings of the 2018 IEEE Symposium Series on Computational Intelligence, SSCI 2018. Sundaram, S. (ed.). Institute of Electrical and Electronics Engineers Inc., p. 2321-2328 8 p. 8628902. (Proceedings of the 2018 IEEE Symposium Series on Computational Intelligence, SSCI 2018).Stevens Institute of Technology
Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
Banking risk
Heterogeneous agents
Lending
Capital requirements
Agent-based model
A Graph Mining Approach to Identify Financial Reporting Patterns: An Empirical Examination of Industry Classifications
Yang, S., Liu, F-C., Zhu, X. & Yen, D. C., Jan 1 2018, (Accepted/In press) In : Decision Sciences.Stevens Institute of Technology
Research output: Contribution to journal › Article
Industry
Graph mining
Industry classification
Financial reporting
Taxonomies
2
Citations
(Scopus)
An agent-based approach to interbank market lending decisions and risk implications
Liu, A., Mo, C. Y. J., Paddrik, M. E. & Yang, S., May 29 2018, In : Information (Switzerland). 9, 6, 132.Stevens Institute of Technology
Research output: Contribution to journal › Article
Reinforcement learning
Learning algorithms
1
Citation
(Scopus)
An investor sentiment reward-based trading system using Gaussian inverse reinforcement learning algorithm
Yang, S., Yu, Y. & Almahdi, S., Dec 30 2018, In : Expert Systems With Applications. 114, p. 388-401 14 p.Stevens Institute of Technology
Research output: Contribution to journal › Article
Reinforcement learning
Learning algorithms
Costs
Financial markets
Press/Media
How Can You Model Seismic Waves in Stock Market? Consider Earthquakes
4/27/18
1 item of Media coverage
Stevens Institute of Technology
Press/Media: Press / Media
New Stevens Research Explains High-Frequency Trading; Offers Potential Solution to Address Key Issues
Steve Yang & Khaldoun Khashanah
9/4/14 → 9/5/14
35 items of Media coverage
Stevens Institute of Technology
Press/Media: Press / Media
New Stevens Research Explains High-Frequency Trading; Offers Potential...
Steve Yang & Khaldoun Khashanah
9/4/14
1 item of Media coverage
Stevens Institute of Technology
Press/Media: Press / Media
New Research Explains High-Frequency Trading; Offers Potential Solution to Address Key Issues
Steve Yang & Khaldoun Khashanah
9/4/14
40 items of Media coverage
Stevens Institute of Technology
Press/Media: Press / Media
Swift - The Future of Financial Standards - Live Blog
3/25/14
1 item of Media coverage
Stevens Institute of Technology
Press/Media: Press / Media