No photo of Steve Yang

View Scopus Profile

Steve Yang

Calculated based on number of publications stored in Pure and citations from Scopus
20082024

Research activity per year

Search results

  • 2024

    Financial Risk Disclosure Return Premium: A Topic Modeling Approach

    Zhang, B. & Yang, S., 2024, 2024 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, CIFEr 2024. (2024 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, CIFEr 2024).

    Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

  • Financial Semantic Textual Similarity: A New Dataset and Model

    Yang, S., Yang, S. & Mai, F., 2024, 2024 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, CIFEr 2024. (2024 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, CIFEr 2024).

    Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

  • Modeling investor sentiment jumps using deep reinforcement learning with a Hawkes cross-excitation modeling approach

    Yu, Y. & Yang, S. Y., 2024, 2024 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, CIFEr 2024. (2024 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, CIFEr 2024).

    Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

  • Preface

    Yang, S., Gupta, A. & Feinstein, Z., 2024, In: 2024 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, CIFEr 2024.

    Research output: Contribution to journal › Editorial

  • Welcome Message

    Yang, S., Gupta, A. & Feinstein, Z., 2024, In: 2024 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, CIFEr 2024.

    Research output: Contribution to journal › Editorial

  • XBRL Agent: Leveraging Large Language Models for Financial Report Analysis

    Han, S., Kang, H., Jin, B., Liu, X. Y. & Yang, S. Y., 14 Nov 2024, ICAIF 2024 - 5th ACM International Conference on AI in Finance. p. 856-864 9 p. (ICAIF 2024 - 5th ACM International Conference on AI in Finance).

    Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

    Open Access
    2 Scopus citations
  • 2023

    Does Financial Statement Line-Item Comparability Affect Analysts’ Forecasts?

    Henry, E., Liu, F. C., Yang, S. & Zhu, X., 2023, (Accepted/In press) In: Journal of Accounting, Auditing and Finance.

    Research output: Contribution to journal › Article › peer-review

  • Unveiling Equity: Exploring Feature Dependency using Complex-Valued Neural Networks and Attention Mechanism for Fair Data Analysis

    Tang, X., Zhang, M., Khan, A. R., Yang, S. Y. & Xu, J., 2023, 2023 IEEE 12th International Conference on Cloud Networking, CloudNet 2023. p. 256-264 9 p. (2023 IEEE 12th International Conference on Cloud Networking, CloudNet 2023).

    Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

  • 2022

    Energy ETF return jump contagion: a multivariate Hawkes process approach

    Yang, S. Y., Liu, Y., Yu, Y. & Mo, S. Y. K., 2022, In: European Journal of Finance. 28, 7, p. 761-783 23 p.

    Research output: Contribution to journal › Article › peer-review

    4 Scopus citations

  • Hawkes processes in finance: market structure and impact

    Chen, J., Taylor, N., Yang, S. & Han, Q., 2022, In: European Journal of Finance. 28, 7, p. 621-626 6 p.

    Research output: Contribution to journal › Article › peer-review

    5 Scopus citations

  • Impact of False Information from Spoofing Strategies: An ABM Model of Market Dynamics

    Li, H. H. & Yang, S. Y., 2022, 2022 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, CIFEr 2022 - Proceedings. (2022 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, CIFEr 2022 - Proceedings).

    Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

    1 Scopus citations
  • 2020

    Interbank contagion: An agent-based model approach to endogenously formed networks

    Liu, A., Paddrik, M., Yang, S. Y. & Zhang, X., Mar 2020, In: Journal of Banking and Finance. 112, 105191.

    Research output: Contribution to journal › Article › peer-review

    Open Access
    55 Scopus citations

  • The flow of information in trading: An entropy approach to market regimes

    Liu, A., Chen, J., Yang, S. Y. & Hawkes, A. G., Sep 2020, In: Entropy. 22, 9, 1064.

    Research output: Contribution to journal › Article › peer-review

    Open Access
    17 Scopus citations
  • 2019

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

    Almahdi, S. & Yang, S. Y., 15 Sep 2019, In: Expert Systems with Applications. 130, p. 145-156 12 p.

    Research output: Contribution to journal › Article › peer-review

    52 Scopus citations

  • A Graph Mining Approach to Identify Financial Reporting Patterns: An Empirical Examination of Industry Classifications

    Yang, S. Y., Liu, F. C., Zhu, X. & Yen, D. C., 2019, In: Decision Sciences. 50, 4, p. 847-876 30 p.

    Research output: Contribution to journal › Article › peer-review

    10 Scopus citations
  • 2018

    An agent-based approach to interbank market lending decisions and risk implications

    Liu, A., Mo, C. Y. J., Paddrik, M. E. & Yang, S. Y., 29 May 2018, In: Information (Switzerland). 9, 6, 132.

    Research output: Contribution to journal › Article › peer-review

    Open Access
    10 Scopus citations

  • An investor sentiment reward-based trading system using Gaussian inverse reinforcement learning algorithm

    Yang, S. Y., Yu, Y. & Almahdi, S., 30 Dec 2018, In: Expert Systems with Applications. 114, p. 388-401 14 p.

    Research output: Contribution to journal › Article › peer-review

    33 Scopus citations

  • Applications of a multivariate Hawkes process to joint modeling of sentiment and market return events

    Yang, S. Y., Liu, A., Chen, J. & Hawkes, A., 1 Feb 2018, In: Quantitative Finance. 18, 2, p. 295-310 16 p.

    Research output: Contribution to journal › Article › peer-review

    Open Access
    28 Scopus citations

  • Bank Contagion Risk through Fire-Sales: A Heterogeneous Agent Model

    Zhang, X., Mo, C. Y. J. & Yang, S. Y., 2 Jul 2018, Proceedings of the 2018 IEEE Symposium Series on Computational Intelligence, SSCI 2018. Sundaram, S. (ed.). p. 2321-2328 8 p. 8628902. (Proceedings of the 2018 IEEE Symposium Series on Computational Intelligence, SSCI 2018).

    Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

    1 Scopus citations

  • Editors’ foreword: Special issue of Quantitative Finance on ‘Hawkes Processes in Finance’

    Chen, M., Hawkes, A., Khashanah, K., McMillan, D., Rosenbaum, M., Scalas, E. & Yang, S., 1 Feb 2018, In: Quantitative Finance. 18, 2, p. 191-192 2 p.

    Research output: Contribution to journal › Editorial

    Open Access

  • Interest rate swap market complexity and its risk management implications

    Yang, S. Y. & Onur, E., 2018, In: Complexity. 2018, 5470305.

    Research output: Contribution to journal › Article › peer-review

    Open Access
    1 Scopus citations

  • The impact of XBRL on financial statement structural comparability

    Yang, S., Liu, F. C. & Zhu, X., 2018, Lecture Notes in Information Systems and Organisation. p. 193-206 14 p. (Lecture Notes in Information Systems and Organisation; vol. 24).

    Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

    9 Scopus citations
  • 2017

    Agent-based financial markets: A review of the methodology and domain

    Todd, A., Beling, P., Scherer, W. & Yang, S. Y., 9 Feb 2017, 2016 IEEE Symposium Series on Computational Intelligence, SSCI 2016. 7850016. (2016 IEEE Symposium Series on Computational Intelligence, SSCI 2016).

    Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

    18 Scopus citations

  • An adaptive portfolio trading system: A risk-return portfolio optimization using recurrent reinforcement learning with expected maximum drawdown

    Almahdi, S. & Yang, S. Y., 30 Nov 2017, In: Expert Systems with Applications. 87, p. 267-279 13 p.

    Research output: Contribution to journal › Article › peer-review

    161 Scopus citations

  • Entropy based measure sentiment analysis in the financial market

    Song, Q., Almahdi, S. & Yang, S. Y., 1 Jul 2017, 2017 IEEE Symposium Series on Computational Intelligence, SSCI 2017 - Proceedings. p. 1-5 5 p. (2017 IEEE Symposium Series on Computational Intelligence, SSCI 2017 - Proceedings; vol. 2018-January).

    Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

    2 Scopus citations

  • Firm risk identification through topic analysis of textual financial disclosures

    Zhu, X., Yang, S. Y. & Moazeni, S., 9 Feb 2017, 2016 IEEE Symposium Series on Computational Intelligence, SSCI 2016. 7850005. (2016 IEEE Symposium Series on Computational Intelligence, SSCI 2016).

    Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

    11 Scopus citations

  • Genetic programming optimization for a sentiment feedback strength based trading strategy

    Yang, S. Y., Mo, S. Y. K., Liu, A. & Kirilenko, A. A., 15 Nov 2017, In: Neurocomputing. 264, p. 29-41 13 p.

    Research output: Contribution to journal › Article › peer-review

    Open Access
    24 Scopus citations

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

    Song, Q., Liu, A. & Yang, S. Y., 15 Nov 2017, In: Neurocomputing. 264, p. 20-28 9 p.

    Research output: Contribution to journal › Article › peer-review

    Open Access
    64 Scopus citations
  • 2016

    Impact of XBRL on financial statement structural comparability

    Yang, S., Liu, F. C. & Zhu, X., 2016, 2016 International Conference on Information Systems, ICIS 2016. (2016 International Conference on Information Systems, ICIS 2016).

    Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

    1 Scopus citations

  • News sentiment to market impact and its feedback effect

    Mo, S. Y. K., Liu, A. & Yang, S. Y., 1 Jun 2016, In: Environment Systems and Decisions. 36, 2, p. 158-166 9 p.

    Research output: Contribution to journal › Article › peer-review

    19 Scopus citations

  • Social media and news sentiment analysis for advanced investment strategies

    Yang, S. Y. & Mo, S. Y. K., 2016, Studies in Computational Intelligence. p. 237-272 36 p. (Studies in Computational Intelligence; vol. 639).

    Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

    4 Scopus citations
  • 2015

    An extreme firm-specific news sentiment asymmetry based trading strategy

    Song, Q., Liu, A., Yang, S. Y., Deane, A. & Datta, K., 2015, Proceedings - 2015 IEEE Symposium Series on Computational Intelligence, SSCI 2015. p. 898-904 7 p. 7376707. (Proceedings - 2015 IEEE Symposium Series on Computational Intelligence, SSCI 2015).

    Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

    Open Access
    7 Scopus citations

  • Bitcoin market return and volatility forecasting using transaction network flow properties

    Yang, S. Y. & Kim, J., 2015, Proceedings - 2015 IEEE Symposium Series on Computational Intelligence, SSCI 2015. p. 1778-1785 8 p. 7376825. (Proceedings - 2015 IEEE Symposium Series on Computational Intelligence, SSCI 2015).

    Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

    29 Scopus citations

  • Gaussian process-based algorithmic trading strategy identification

    Yang, S. Y., Qiao, Q., Beling, P. A., Scherer, W. T. & Kirilenko, A. A., 3 Oct 2015, In: Quantitative Finance. 15, 10, p. 1683-1703 21 p.

    Research output: Contribution to journal › Article › peer-review

    Open Access
    34 Scopus citations

  • Twitter financial community sentiment and its predictive relationship to stock market movement

    Yang, S. Y., Mo, S. Y. K. & Liu, A., 3 Oct 2015, In: Quantitative Finance. 15, 10, p. 1637-1656 20 p.

    Research output: Contribution to journal › Article › peer-review

    Open Access
    93 Scopus citations
  • 2014

    Algorithmic trading behavior identification using reward learning method

    Yang, S. Y., Qiao, Q., Beling, P. A. & Scherer, W. T., 3 Sep 2014, Proceedings of the International Joint Conference on Neural Networks. p. 3807-3814 8 p. 6889878. (Proceedings of the International Joint Conference on Neural Networks).

    Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

    3 Scopus citations

  • An empirical study of the financial community network on Twitter

    Yang, S. Y., Mo, S. Y. K. & Zhu, X., 14 Oct 2014, 2014 IEEE Conference on Computational Intelligence for Financial Engineering and Economics, CIFEr Proceedings. Serguieva, A., Maringer, D., Palade, V. & Almeida, R. J. (eds.). p. 55-62 8 p. 6924054. (IEEE/IAFE Conference on Computational Intelligence for Financial Engineering, Proceedings (CIFEr)).

    Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

    9 Scopus citations

  • Twitter financial community modeling using agent based simulation

    Yang, S. Y., Liu, A. & Mo, S. Y. K., 14 Oct 2014, 2014 IEEE Conference on Computational Intelligence for Financial Engineering and Economics, CIFEr Proceedings. Serguieva, A., Maringer, D., Palade, V. & Almeida, R. J. (eds.). p. 63-70 8 p. 6924055. (IEEE/IAFE Conference on Computational Intelligence for Financial Engineering, Proceedings (CIFEr)).

    Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

    Open Access
    5 Scopus citations
  • 2013

    A study of dark pool trading using an agent-based model

    Mo, S. Y. K., Paddrik, M. & Yang, S. Y., 2013, Proceedings of the 2013 IEEE Conference on Computational Intelligence for Financial Engineering and Economics, CIFEr 2013 - 2013 IEEE Symposium Series on Computational Intelligence, SSCI 2013. p. 19-26 8 p. 6611692. (Proceedings of the 2013 IEEE Conference on Computational Intelligence for Financial Engineering and Economics, CIFEr 2013 - 2013 IEEE Symposium Series on Computational Intelligence, SSCI 2013).

    Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

    9 Scopus citations

  • Balance sheet outlier detection using a graph similarity algorithm

    Yang, S. & Cogill, R., 2013, Proceedings of the 2013 IEEE Conference on Computational Intelligence for Financial Engineering and Economics, CIFEr 2013 - 2013 IEEE Symposium Series on Computational Intelligence, SSCI 2013. p. 135-142 8 p. 6611709. (Proceedings of the 2013 IEEE Conference on Computational Intelligence for Financial Engineering and Economics, CIFEr 2013 - 2013 IEEE Symposium Series on Computational Intelligence, SSCI 2013).

    Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

    6 Scopus citations
  • 2012

    Agent based model of the E-Mini Future: Application for policy making

    Hayes, R., Paddrik, M., Todd, A., Yang, S., Beling, P. & Scherer, W., 2012, Proceedings of the 2012 Winter Simulation Conference, WSC 2012. 6465037. (Proceedings - Winter Simulation Conference).

    Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

    Open Access
    14 Scopus citations

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

    Paddrik, M., Hayes, R., Todd, A., Yang, S., Beling, P. & Scherer, W., 2012, 2012 IEEE Conference on Computational Intelligence for Financial Engineering and Economics, CIFEr 2012 - Proceedings. p. 257-264 8 p. 6327800. (2012 IEEE Conference on Computational Intelligence for Financial Engineering and Economics, CIFEr 2012 - Proceedings).

    Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

    32 Scopus citations

  • Behavior based learning in identifying High Frequency Trading strategies

    Yang, S., Paddrik, M., Hayes, R., Todd, A., Kirilenko, A., Beling, P. & Scherer, W., 2012, 2012 IEEE Conference on Computational Intelligence for Financial Engineering and Economics, CIFEr 2012 - Proceedings. p. 133-140 8 p. 6327783. (2012 IEEE Conference on Computational Intelligence for Financial Engineering and Economics, CIFEr 2012 - Proceedings).

    Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

    24 Scopus citations
  • 2008

    A systems approach to the promotion and implementation of Medical Translational Research at the University of Virginia

    Ablowitz, J. L., Calhoun, T. D., Farmer, M. R., Liechty, D. W., McCoy, M. L., Potts, J. A., Shaw, B. A., Thomas, C. C., Weber, D. P. & Yang, S. Y., 2008, Proceedings of the 2008 IEEE Systems and Information Engineering Design Symposium, SIEDS 2008. p. 210-215 6 p. 4559713. (Proceedings of the 2008 IEEE Systems and Information Engineering Design Symposium, SIEDS 2008).

    Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

    1 Scopus citations