8 citations · 13 across the 3 of their papers we have counts for
3 papers
Leveraging Deep Learning and Online Source Sentiment for Financial Portfolio Management
Paraskevi Nousi, Loukia Avramelou, Georgios Rodinos +10
Financial portfolio management describes the task of distributing funds and conducting trading operations on a set of financial assets, such as stocks, index funds, foreign exchang…
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…