Faculty

Institution

Unit

Venue

Steve Yang

Associate Professor

Stevens Institute of Technology

Affiliations

Stevens School of Business

Steve Yang is currently serving as a Stevens School Of Business Associate Professor at Stevens Institute of Technology.

Honors

Create free account to unlock more features

Experiences

Create free account to unlock more features

Education

Create free account to unlock more features

Steve Yang

Stevens Institute of Technology

Associate Professor

You can click a keyword to filter the displayed items

finance financial economics empirical finance social sciences social science research risk management agent-based models behavioral finance data science mathematical finance reinforcement learning machine learning agent-based system international finance algorithmic trading applied mathematics social media modeling and simulation entropy computational finance agent theory decision science machine learning research theoretical economics portfolio optimization digital finance agent architecture gaussian process financial statements automated trading financial risk management adaptive learning interbank contagion trading strategy information technology online information mathematical optimization computational intelligence economic behavior intellectual discourse knowledge discovery social medium data neurocomputers network evolution reward systems behavior prediction flow trading information diffusion information flow agent decision-making outlier detection algorithmic learning news analytics information asymmetry investment strategies computational journalism financial mathematics liquidity risk-return portfolio optimization predictive relationship stock market movement learning-to-rank algorithms stock portfolio selection recurrent reinforcement learning particle swarm algorithm market return events sentiment feedback strength genetic programming optimization flash crash market regimes market impact feedback effect finance research financial data quantitative analysis (finance) financial intelligence financial statement analysis financial engineering systemic risk

Video Presentations

Notable Scholarly Works

Notable Federal Grants

Collaborators

Does Adaptive Learning Neutralize Interbank Market Liquidity Hoarding Under a Distressed Market Condition?. Theoretical Economics Letters (2024)

Cheuk Yin Jeffrey MoSteve Y. YangXingjia Zhang

financetheoretical economicsfinancial economicsadaptive learningempirical financedistressed market condition

Endogenous Stock Market Participation and Wealth Accumulation: A Life-Cycle Model Perspective. Theoretical Economics Letters (2024)

Dongxu LiSteve Yang

wealth accumulationtheoretical economicsfinancial economicseconomics

Financial Risk Disclosure Return Premium: A Topic Modeling Approach. (2024)

Beichen ZhangSteve Yang

financial modelingfinancefinancial risk managementtopic modelsfinancial economicsrisk management

Financial Semantic Textual Similarity: A New Dataset and Model. (2024)

Shanshan YangSteve YangFeng Mai

financefinancial datadata sciencefinancial network analysisfinancial analysisknowledge discoveryfintechsimilarity searchsemantic similarity

Modeling Investor Sentiment Jumps Using Deep Reinforcement Learning With a Hawkes Cross-Excitation Modeling Approach. (2024)

Yangyang YuSteve Y. Yang

deep reinforcement learningforecastinginvestment managementfinancemachine learning researchbehavioral financereinforcement learningtime seriesempirical financevolatility modelinginvestor sentiment jumpsstock market prediction

Xbrl Agent: Leveraging Large Language Models for Financial Report Analysis. (2024)

Shijie HanHaoqiang KangBo JinXiao-Yang LiuSteve Y Yang

financexbrl agentlanguage models

Does Financial Statement Line-Item Comparability Affect Analysts’ Forecasts?. Journal of Accounting Auditing & Finance (2023)

Elaine HenryFang-Chun LiuSteve YangXiaodi Zhu

financial statementsaccountingforecasting

Unveiling Equity: Exploring Feature Dependency Using Complex-Valued Neural Networks and Attention Mechanism for Fair Data Analysis. (2023)

Xuting TangMengjiao ZhangAbdul Rafae KhanSteve Y. YangJia Xu

economicsequitycomplex-valued neural networksmachine learningattention mechanismfair data analysis

Hawkes Processes in Finance: Market Structure and Impact. European Journal of Finance (2022)

Jing ChenNick TaylorSteve YangQian Han

financemarket structurehawkes processesfinancial economics

Impact of False Information From Spoofing Strategies: An Abm Model of Market Dynamics. (2022)

HaoHang LiSteve Y. Yang

market dynamicsabm modelfalse informationeconomics

1
2
3
4
5
6
10 / page

Steve Yang

Associate Professor

Stevens Institute of Technology

Affiliations

Stevens School of Business

Steve Yang is currently serving as a Stevens School Of Business Associate Professor at Stevens Institute of Technology.

Honors

Create free account to unlock more features

Experiences

Create free account to unlock more features

Education

Create free account to unlock more features

Steve Yang

Stevens Institute of Technology

Associate Professor

You can click a keyword to filter the displayed items

Video Presentations

Notable Scholarly Works

Notable Federal Grants

Collaborators

Does Adaptive Learning Neutralize Interbank Market Liquidity Hoarding Under a Distressed Market Condition?. Theoretical Economics Letters (2024)

Cheuk Yin Jeffrey MoSteve Y. YangXingjia Zhang

financetheoretical economicsfinancial economicsadaptive learningempirical financedistressed market condition

Endogenous Stock Market Participation and Wealth Accumulation: A Life-Cycle Model Perspective. Theoretical Economics Letters (2024)

Dongxu LiSteve Yang

wealth accumulationtheoretical economicsfinancial economicseconomics

Financial Risk Disclosure Return Premium: A Topic Modeling Approach. (2024)

Beichen ZhangSteve Yang

financial modelingfinancefinancial risk managementtopic modelsfinancial economicsrisk management

Financial Semantic Textual Similarity: A New Dataset and Model. (2024)

Shanshan YangSteve YangFeng Mai

financefinancial datadata sciencefinancial network analysisfinancial analysisknowledge discoveryfintechsimilarity searchsemantic similarity

Modeling Investor Sentiment Jumps Using Deep Reinforcement Learning With a Hawkes Cross-Excitation Modeling Approach. (2024)

Yangyang YuSteve Y. Yang

Xbrl Agent: Leveraging Large Language Models for Financial Report Analysis. (2024)

Shijie HanHaoqiang KangBo JinXiao-Yang LiuSteve Y Yang

financexbrl agentlanguage models

Does Financial Statement Line-Item Comparability Affect Analysts’ Forecasts?. Journal of Accounting Auditing & Finance (2023)

Elaine HenryFang-Chun LiuSteve YangXiaodi Zhu

financial statementsaccountingforecasting

Unveiling Equity: Exploring Feature Dependency Using Complex-Valued Neural Networks and Attention Mechanism for Fair Data Analysis. (2023)

Xuting TangMengjiao ZhangAbdul Rafae KhanSteve Y. YangJia Xu

economicsequitycomplex-valued neural networksmachine learningattention mechanismfair data analysis

Hawkes Processes in Finance: Market Structure and Impact. European Journal of Finance (2022)

Jing ChenNick TaylorSteve YangQian Han

financemarket structurehawkes processesfinancial economics

Impact of False Information From Spoofing Strategies: An Abm Model of Market Dynamics. (2022)

HaoHang LiSteve Y. Yang

market dynamicsabm modelfalse informationeconomics

1
2
3
4
5
6
10 / page

Similar Faculty Members

Ionut Florescu

Institution

Stevens Institute of Technology

finance

financial mathematics

Stathis Tompaidis

Institution

University of Texas at Austin

asset allocation

capital market

Terry Hendershott

Institution

University of California, Berkeley

finance

financial economics

Bryan R. Routledge

Institution

Carnegie Mellon University

financial stability

financial economics

Michael Ludkovski

Institution

University of California, Santa Cruz

finance

financial mathematics

Chester Spatt

Institution

Carnegie Mellon University

financial stability

financial economics

Kay Giesecke

Institution

Stanford University

finance

financial economics

Maxim Bichuch

Institution

University at Buffalo

finance

financial mathematics

Stanley Zin

Institution

New York University

dynamic asset valuation

financial econometrics

Rangarajan K. Sundaram

Institution

New York University

game theory

agency problems

Similar Faculty Members

Ionut Florescu

Institution

Stevens Institute of Technology

finance

financial mathematics

Stathis Tompaidis

Institution

University of Texas at Austin

asset allocation

capital market

Terry Hendershott

Institution

University of California, Berkeley

finance

financial economics

Bryan R. Routledge

Institution

Carnegie Mellon University

financial stability

financial economics

Michael Ludkovski

Institution

University of California, Santa Cruz

finance

financial mathematics

Chester Spatt

Institution

Carnegie Mellon University

financial stability

financial economics

Kay Giesecke

Institution

Stanford University

finance

financial economics

Maxim Bichuch

Institution

University at Buffalo

finance

financial mathematics

Stanley Zin

Institution

New York University

dynamic asset valuation

financial econometrics

Rangarajan K. Sundaram

Institution

New York University

game theory

agency problems