11 papers
Topology-Aware Gaussian Graph Repair for Robust Graph Neural Networks
Anubha Goel, Juho Kanniainen
Graph neural networks have achieved strong performance on graph-structured data, but their effectiveness depends heavily on the quality of the observed graph. In real applications,…
Learning hidden cascades via classification
Derrick Gilchrist Edward Manoharan, Anubha Goel, Alexandros Iosifidis +2
The spreading dynamics in social networks are often studied under the assumption that individuals' statuses, whether informed or infected, are fully observable. However, in many re…
Class of topological portfolios: Are they better than classical portfolios?
Anubha Goel, Amita Sharma, Juho Kanniainen
Topological Data Analysis (TDA), an emerging field in investment sciences, harnesses mathematical methods to extract data features based on shape, offering a promising alternative…
LOBERT: Generative AI Foundation Model for Limit Order Book Messages
Eljas Linna, Kestutis Baltakys, Alexandros Iosifidis +1
Modeling the dynamics of financial Limit Order Books (LOB) at the message level is challenging due to irregular event timing, rapid regime shifts, and the reactions of high-frequen…
Prospects of Imitating Trading Agents in the Stock Market
Mateusz Wilinski, Juho Kanniainen
In this work we show how generative tools, which were successfully applied to limit order book data, can be utilized for the task of imitating trading agents. To this end, we propo…
Agent-based model of information diffusion in the limit order book trading
Mateusz Wilinski, Juho Kanniainen
There are multiple explanations for stylized facts in high-frequency trading, including adaptive and informed agents, many of which have been studied through agent-based models. Th…