249 citations · 512 across the 20 of their papers we have counts for
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cs.CE2017★ 249 cited
Temporal Attention augmented Bilinear Network for Financial Time-Series Data Analysis
Dat Thanh Tran, Alexandros Iosifidis, Juho Kanniainen +1
Financial time-series forecasting has long been a challenging problem because of the inherently noisy and stochastic nature of the market. In the High-Frequency Trading (HFT), fore…
cs.CE2017★ 41 cited
Tensor Representation in High-Frequency Financial Data for Price Change Prediction
Dat Thanh Tran, Martin Magris, Juho Kanniainen +2
Nowadays, with the availability of massive amount of trade data collected, the dynamics of the financial markets pose both a challenge and an opportunity for high frequency traders…