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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

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Research Output 2008 2019

  • 159 Citations
  • 7 h-Index
  • 16 Conference contribution
  • 13 Article
  • 2 Chapter
  • 1 Editorial
1 Citation (Scopus)
Trading systems
Reinforcement learning
Portfolio rebalancing
Portfolio constraints
Retraining

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 2019, In : Decision Sciences. 50, 4, p. 847-876 30 p.

Stevens Institute of Technology

Research output: Contribution to journalArticle

Industry
Graph mining
Industry classification
Financial reporting
Taxonomies

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 proceedingConference contribution

Banking risk
Heterogeneous agents
Lending
Capital requirements
Agent-based model
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 journalArticle

Reinforcement learning
Learning algorithms
1 Citation (Scopus)
Reinforcement learning
Learning algorithms
Costs
Financial markets