249 citations · 512 across the 20 of their papers we have counts for
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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…
Multilinear Class-Specific Discriminant Analysis
Dat Thanh Tran, Moncef Gabbouj, Alexandros Iosifidis
There has been a great effort to transfer linear discriminant techniques that operate on vector data to high-order data, generally referred to as Multilinear Discriminant Analysis…
Improving Efficiency in Convolutional Neural Network with Multilinear Filters
Dat Thanh Tran, Alexandros Iosifidis, Moncef Gabbouj
The excellent performance of deep neural networks has enabled us to solve several automatization problems, opening an era of autonomous devices. However, current deep net architect…
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…