| An adaptive portfolio trading system: A risk-return portfolio optimization using recurrent reinforcement learning with expected maximum drawdown S Almahdi, SY Yang Expert Systems with Applications 87, 267-279, 2017 | 257 | 2017 |
| Twitter financial community sentiment and its predictive relationship to stock market movement SY Yang, SYK Mo, A Liu Quantitative Finance 15 (10), 1637-1656, 2015 | 156 | 2015 |
| Stock portfolio selection using learning-to-rank algorithms with news sentiment Q Song, A Liu, SY Yang Neurocomputing 264, 20-28, 2017 | 105 | 2017 |
| An agent based model of the E-Mini S&P 500 applied to Flash Crash analysis M Paddrik, R Hayes, A Todd, S Yang, P Beling, W Scherer 2012 IEEE Conference on Computational Intelligence for Financial Engineering …, 2012 | 98 | 2012 |
| Interbank contagion: An agent-based model approach to endogenously formed networks A Liu, M Paddrik, SY Yang, X Zhang Journal of Banking & Finance 112, 105191, 2020 | 82 | 2020 |
| A constrained portfolio trading system using particle swarm algorithm and recurrent reinforcement learning S Almahdi, SY Yang Expert Systems with Applications 130, 145-156, 2019 | 81 | 2019 |
| Gaussian process-based algorithmic trading strategy identification SY Yang, Q Qiao, PA Beling, WT Scherer, AA Kirilenko Quantitative Finance 15 (10), 1683-1703, 2015 | 55 | 2015 |
| Behavior based learning in identifying high frequency trading strategies S Yang, M Paddrik, R Hayes, A Todd, A Kirilenko, P Beling, W Scherer 2012 IEEE Conference on Computational Intelligence for Financial Engineering …, 2012 | 52 | 2012 |
| An investor sentiment reward-based trading system using Gaussian inverse reinforcement learning algorithm SY Yang, Y Yu, S Almahdi Expert Systems with Applications 114, 388-401, 2018 | 51 | 2018 |
| Applications of a multivariate Hawkes process to joint modeling of sentiment and market return events SY Yang, A Liu, J Chen, A Hawkes Quantitative finance 18 (2), 295-310, 2018 | 50 | 2018 |
| Bitcoin market return and volatility forecasting using transaction network flow properties SY Yang, J Kim 2015 IEEE Symposium Series on Computational Intelligence, 1778-1785, 2015 | 49 | 2015 |
| Genetic programming optimization for a sentiment feedback strength based trading strategy SY Yang, SYK Mo, A Liu, AA Kirilenko Neurocomputing 264, 29-41, 2017 | 42 | 2017 |
| Agent-based financial markets: A review of the methodology and domain A Todd, P Beling, W Scherer, SY Yang 2016 IEEE symposium series on computational intelligence (SSCI), 1-5, 2016 | 33 | 2016 |
| News sentiment to market impact and its feedback effect SYK Mo, A Liu, SY Yang Environment Systems and Decisions 36, 158-166, 2016 | 31 | 2016 |
| Firm risk identification through topic analysis of textual financial disclosures X Zhu, SY Yang, S Moazeni 2016 IEEE Symposium Series on Computational Intelligence (SSCI), 1-8, 2016 | 30 | 2016 |
| The flow of information in trading: An entropy approach to market regimes A Liu, J Chen, SY Yang, AG Hawkes Entropy 22 (9), 1064, 2020 | 28 | 2020 |
| A study of dark pool trading using an agent-based model SYK Mo, M Paddrik, SY Yang 2013 IEEE Conference on Computational Intelligence for Financial Engineering …, 2013 | 23 | 2013 |
| The impact of abnormal news sentiment on financial markets SY Yang, Q Song, SY Mo, K Datta, A Deane Available at SSRN 2597247, 2015 | 22 | 2015 |
| An empirical study of the financial community network on twitter SY Yang, SYK Mo, X Zhu 2014 IEEE Conference on Computational Intelligence for Financial Engineering …, 2014 | 22 | 2014 |
| Financial aspect-based sentiment analysis using deep representations S Yang, J Rosenfeld, J Makutonin arXiv preprint arXiv:1808.07931, 2018 | 21 | 2018 |
Anqi LiuLecturer in Financial Mathematics, Cardiff University在 cardiff.ac.uk 的电子邮件经过验证
