Peng Yang (杨 鹏)

助理教授，博导
Assistant Professor, Ph.D Supervisor
Department of Statistics and Data Science
Department of Computer Science and Engineering
Southern University of Science and Technology

Office: Room 316, Business School
Address: 1088 Xueyuan Avenue, Shenzhen 518055, P.R. China
Email: yangp@sustech.edu.cn


Short Biography

个人简介



Research Interests

My research interests focus on Artificial Intelligence + Securities Finance. Now I am working on building large simulation model of financial market. Related research areas are:

Grants

Awards

Academic Awards

Competition Awards

Research Papers

Preprints (* indicates that I am the corresponding author).

  1. Junjie Zhao, Chengxi Zhang, Min Qin, and Peng Yang*. QuantFactor REINFORCE: Mining Steady Formulaic Alpha Factors with Variance-bounded REINFORCE. Arxiv preprint arXiv:2409.05144

  2. Yuanzhe Li, Yue Wu, and Peng Yang*. SimLOB: Learning Representations of Limited Order Book for Financial Market Simulation. Arxiv preprint arXiv:2406.19396.

  3. Chenkai Wang, Junji Ren, and Peng Yang*. Alleviating Non-identifiability: a High-fidelity Calibration Objective for Financial Market Simulation with Multivariate Time Series Data. Arxiv preprint arXiv:2407.16566.

  4. Muyao Zhong, Shengcai Liu, Bingdong Li, Haobo Fu, Ke Tang, and Peng Yang*. Pointer Networks Trained Better via Evolutionary Algorithms. Arxiv preprint arXiv:2405.08674.

  5. Bingdong Li, Zixiang Di, Yongfan Lu, Hong Qian, Feng Wang, Peng Yang, Ke Tang, and Aimin Zhou. Expensive Multi-Objective Bayesian Optimization Based on Diffusion Models. Arxiv preprint arXiv:2312.01150.

  6. Bingdong Li, Zixiang Di, Yanting Yang, Hong Qian, Peng Yang, Hao Hao, Ke Tang, and Aimin Zhou. It's Morphing Time: Unleashing the Potential of Multiple LLMs via Multi-objective Optimization. Arxiv preprint arXiv:2407.00487.

  7. Yongfan Lu, Zixiang Di, Bingdong Li, Shengcai Liu, Hong Qian, Peng Yang, Ke Tang, and Aimin Zhou. Towards Geometry-Aware Pareto Set Learning for Neural Multi-Objective Combinatorial Optimization. Arxiv preprint arXiv:2405.08604.

  8. Ren-Jian Wang, Ke Xue, Yutong Wang, Peng Yang, Haobo Fu, Qiang Fu, and Chao Qian. Diversity from human feedback. Arxiv preprint arXiv:2310.06648.

Selected Publications (* indicates that I am the corresponding author).Full publications can be found here

  1. Dongbin Jiao, Lingyu Wang, Peng Yang*, Weibo Yang, Yu Peng, Zhanhuan Shang, and Fengyuan Ren. Unmanned Aerial Vehicle-enabled grassland restoration with energy-sensitive of trajectory design and restoration areas allocation via a cooperative memetic algorithm.
    Engineering Applications of Artificial Intelligence, Vol.133, Part A, pp.108084, 2024.

  2. Peng Yang*, Laoming Zhang, Haifeng Liu, and Guiying Li. Reducing Idleness in Financial Cloud Services via Multi-objective Evolutionary Reinforcement Learning based Load Balancer.
    SCIENCE CHINA Information Sciences, Vol.67, pp.120102, 2024.

  3. Wenjie Chen, Wenjing Hong, Hu Zhang, Peng Yang*, and Ke Tang. Multi-fidelity Simulation Modeling for Discrete Event Simulation: An Optimization Perspective.
    IEEE Transactions on Automation Science and Engineering, Vol.20, Issue 2, pp. 1156-1169, 2023.

  4. Jinghui Zhong, Tiantian Cheng, Wei-Li Liu*, Peng Yang*, Ying Lin, and Jun Zhang. An Evolutionary Guardrail Layout Design Framework for Crowd Control in Subway Station.
    IEEE Transactions on Computational Social Systems, vol.10, issue 1, pp.297-310, 2023.

  5. Peng Yang, Hu Zhang, Yanglong Yu, Mingjia Li, and Ke Tang. Evolutionary Reinforcement Learning via Cooperative Coevolutionary Negatively Correlated Search.
    Swarm and Evolutionary Computation. Vol.68, 100974, 2021.

  6. Peng Yang, Qi Yang, Ke Tang, and Xin Yao. Parallel Exploration via Negatively Correlated Search.
    Frontiers of Computer Science. Vol.15, Issue 5, pp.155333, 2021.

  7. Peng Yang, Ke Tang and Xin Yao. Turning High-dimensional Optimization into Computationally Expensive Optimization.
    IEEE Transactions on Evolutionary Computation, Vol. 22, Issue 1, pp. 143-156, 2018.

  8. Ke Tang, Peng Yang* and Xin Yao. Negatively Correlated Search.
    IEEE Journal on Selected Areas in Communications, Vol. 34, Issue 3, pp. 1-9, March 2016.

  9. Peng Yang, Ke Tang and Xiaofen Lu. Improving Estimation of Distribution Algorithm on Multi-modal Problems by Detecting Promising Areas.
    IEEE Transactions on Cybernetics, Vol. 45, Issue 8, pp. 1438-1449, 2015.

  10. Peng Yang, Ke Tang, Jose A. Lozano and Xianbin Cao. Path Planning for Single Unmanned Aerial Vehicle by Separately Evolving Waypoints.
    IEEE Transactions on Robotics, Vol. 31, Issue 5, pp. 1130-1146, 2015.

Professional Activities

Students

PhD Students

Master Students

Teaching