249 citations · 1.2k across the 77 of their papers we have counts for
11 papers · 1 filter
Class Mean Vector Component and Discriminant Analysis
Alexandros Iosifidis
The kernel matrix used in kernel methods encodes all the information required for solving complex nonlinear problems defined on data representations in the input space using simple…
Probabilistic Class-Specific Discriminant Analysis
Alexandros Iosifidis
In this paper we formulate a probabilistic model for class-specific discriminant subspace learning. The proposed model can naturally incorporate the multi-modal structure of the ne…
Forecasting of Jump Arrivals in Stock Prices: New Attention-based Network Architecture using Limit Order Book Data
Ymir Mäkinen, Juho Kanniainen, Moncef Gabbouj +1
The existing literature provides evidence that limit order book data can be used to predict short-term price movements in stock markets. This paper proposes a new neural network ar…
Using Deep Learning for price prediction by exploiting stationary limit order book features
Avraam Tsantekidis, Nikolaos Passalis, Anastasios Tefas +3
The recent surge in Deep Learning (DL) research of the past decade has successfully provided solutions to many difficult problems. The field of quantitative analysis has been slowl…
Machine Learning for Forecasting Mid Price Movement using Limit Order Book Data
Paraskevi Nousi, Avraam Tsantekidis, Nikolaos Passalis +5
Forecasting the movements of stock prices is one the most challenging problems in financial markets analysis. In this paper, we use Machine Learning (ML) algorithms for the predict…
Progressive Operational Perceptron with Memory
Dat Thanh Tran, Serkan Kiranyaz, Moncef Gabbouj +1
Generalized Operational Perceptron (GOP) was proposed to generalize the linear neuron model in the traditional Multilayer Perceptron (MLP) and this model can mimic the synaptic con…
Multi-layer Kernel Ridge Regression for One-class Classification
Chandan Gautam, Aruna Tiwari, Sundaram Suresh +1
In this paper, a multi-layer architecture (in a hierarchical fashion) by stacking various Kernel Ridge Regression (KRR) based Auto-Encoder for one-class classification is proposed…
Heterogeneous Multilayer Generalized Operational Perceptron
Dat Thanh Tran, Serkan Kiranyaz, Moncef Gabbouj +1
The traditional Multilayer Perceptron (MLP) using McCulloch-Pitts neuron model is inherently limited to a set of neuronal activities, i.e., linear weighted sum followed by nonlinea…
Weighted Linear Discriminant Analysis based on Class Saliency Information
Lei Xu, Alexandros Iosifidis, Moncef Gabbouj
In this paper, we propose a new variant of Linear Discriminant Analysis to overcome underlying drawbacks of traditional LDA and other LDA variants targeting problems involving imba…
Subspace Support Vector Data Description
Fahad Sohrab, Jenni Raitoharju, Moncef Gabbouj +1
This paper proposes a novel method for solving one-class classification problems. The proposed approach, namely Subspace Support Vector Data Description, maps the data to a subspac…
Deep Multi-view Learning to Rank
Guanqun Cao, Alexandros Iosifidis, Moncef Gabbouj +2
We study the problem of learning to rank from multiple information sources. Though multi-view learning and learning to rank have been studied extensively leading to a wide range of…