249 citations · 586 across the 43 of their papers we have counts for
4 papers · 1 filter
Predicting the State of Synchronization of Financial Time Series using Cross Recurrence Plots
Mostafa Shabani, Martin Magris, George Tzagkarakis +2
Cross-correlation analysis is a powerful tool for understanding the mutual dynamics of time series. This study introduces a new method for predicting the future state of synchroniz…
Augmented Bilinear Network for Incremental Multi-Stock Time-Series Classification
Mostafa Shabani, Dat Thanh Tran, Juho Kanniainen +1
Deep Learning models have become dominant in tackling financial time-series analysis problems, overturning conventional machine learning and statistical methods. Most often, a mode…
How informative is the Order Book Beyond the Best Levels? Machine Learning Perspective
Dat Thanh Tran, Juho Kanniainen, Alexandros Iosifidis
Research on limit order book markets has been rapidly growing and nowadays high-frequency full order book data is widely available for researchers and practitioners. However, it is…
Multi-head Temporal Attention-Augmented Bilinear Network for Financial time series prediction
Mostafa Shabani, Dat Thanh Tran, Martin Magris +2
Financial time-series forecasting is one of the most challenging domains in the field of time-series analysis. This is mostly due to the highly non-stationary and noisy nature of f…