118 citations · 152 across the 6 of their papers we have counts for
4 papers · 1 filter
Minimal Batch Adaptive Learning Policy Engine for Real-Time Mid-Price Forecasting in High-Frequency Trading
Adamantios Ntakaris, Gbenga Ibikunle
High-frequency trading (HFT) has transformed modern financial markets, making reliable short-term price forecasting models essential. In this study, we present a novel approach to…
Online High-Frequency Trading Stock Forecasting with Automated Feature Clustering and Radial Basis Function Neural Networks
Adamantios Ntakaris, Gbenga Ibikunle
This study presents an autonomous experimental machine learning protocol for high-frequency trading (HFT) stock price forecasting that involves a dual competitive feature importanc…
Mid-price Prediction Based on Machine Learning Methods with Technical and Quantitative Indicators
Adamantios Ntakaris, Juho Kanniainen, Moncef Gabbouj +1
Stock price prediction is a challenging task, but machine learning methods have recently been used successfully for this purpose. In this paper, we extract over 270 hand-crafted fe…
Feature Engineering for Mid-Price Prediction with Deep Learning
Adamantios Ntakaris, Giorgio Mirone, Juho Kanniainen +2
Mid-price movement prediction based on limit order book (LOB) data is a challenging task due to the complexity and dynamics of the LOB. So far, there have been very limited attempt…