  We consider the cohomological Hall algebra Y of a Lagrangian substack of the
moduli stack of representations of the preprojective algebra of an arbitrary
quiver Q, and its actions on the cohomology of quiver varieties. We conjecture
that Y is equal, after a suitable extension of scalars, to the Yangian
introduced by Maulik and Okounkov, and we construct an embedding of Y in the
Yangian, intertwining the respective actions of both algebras on the cohomology
of quiver varieties.
