Research Output per year
Fingerprint Fingerprint is based on mining the text of the experts' scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.
- 1 Similar Profiles
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
Recent external collaboration on country level. Dive into details by clicking on the dots.
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
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