1. A constrained portfolio trading system using particle swarm algorithm and recurrent reinforcement learning. (15th September 2019) Authors: Almahdi, Saud; Yang, Steve Y. Journal: Expert systems with applications Issue: Volume 130(2019) Page Start: 145 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. A Graph Mining Approach to Identify Financial Reporting Patterns: An Empirical Examination of Industry Classifications. (30th October 2018) Authors: Yang, Steve Y.; Liu, Fang‐Chun; Zhu, Xiaodi; Yen, David C. Journal: Decision sciences Issue: Volume 50:Number 4(2019) Page Start: 847 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. An adaptive portfolio trading system: A risk-return portfolio optimization using recurrent reinforcement learning with expected maximum drawdown. (30th November 2017) Authors: Almahdi, Saud; Yang, Steve Y. Journal: Expert systems with applications Issue: Volume 87(2017) Page Start: 267 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. An investor sentiment reward-based trading system using Gaussian inverse reinforcement learning algorithm. (30th December 2018) Authors: Yang, Steve Y.; Yu, Yangyang; Almahdi, Saud Journal: Expert systems with applications Issue: Volume 114(2018) Page Start: 388 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. Applications of a multivariate Hawkes process to joint modeling of sentiment and market return events. Issue 2 (1st February 2018) Authors: Yang, Steve Y.; Liu, Anqi; Chen, Jing; Hawkes, Alan Journal: Quantitative finance Issue: Volume 18:Issue 2(2018) Page Start: 295 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Energy ETF return jump contagion: a multivariate Hawkes process approach. Issue 7 (3rd May 2022) Authors: Yang, Steve Y.; Liu, Yunfeng; Yu, Yangyang; Mo, Sheung Yin Kevin Journal: European journal of finance Issue: Volume 28:Issue 7(2022) Page Start: 761 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. Influencing Message Propagation in a Social Network Using Embedded Boolean Networks: A Demonstration Using Agent‐Based Modeling. Issue 1 (13th September 2016) Authors: Polacek, George A.; Verma, Dinesh; Yang, Steve Y. Journal: INCOSE International Symposium Issue: Volume 26:Issue 1(2016) Page Start: 1509 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. Interest Rate Swap Market Complexity and Its Risk Management Implications. (24th October 2018) Authors: Yang, Steve Y.; Onur, Esen Other Names: Volchenkov Dimitri Academic Editor. Journal: Complexity Issue: Volume 2018(2018) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗