249 citations · 1.2k across the 77 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…
Neural Class-Specific Regression for face verification
Guanqun Cao, Alexandros Iosifidis, Moncef Gabbouj
Face verification is a problem approached in the literature mainly using nonlinear class-specific subspace learning techniques. While it has been shown that kernel-based Class-Spec…
Benchmark Dataset for Mid-Price Forecasting of Limit Order Book Data with Machine Learning Methods
Adamantios Ntakaris, Martin Magris, Juho Kanniainen +2
Managing the prediction of metrics in high-frequency financial markets is a challenging task. An efficient way is by monitoring the dynamics of a limit order book to identify the i…