Temporal Attention augmented Bilinear Network for Financial Time-Series Data Analysis

4 December 2017

Papers citing "Temporal Attention augmented Bilinear Network for Financial Time-Series Data Analysis"

50 / 51 papers shown

Title
Explaining the Unexplainable: A Systematic Review of Explainable AI in Finance Md Talha Mohsin Nabid Bin Nasim 74 0 0 07 Mar 2025
TLOB: A Novel Transformer Model with Dual Attention for Price Trend Prediction with Limit Order Book Data Leonardo Berti Gjergji Kasneci AI4TS 195 1 0 12 Feb 2025
A Survey of Explainable Artificial Intelligence (XAI) in Financial Time Series Forecasting Pierre-Daniel Arsenault Shengrui Wang Jean-Marc Patenande XAI AI4TS 118 3 0 22 Jul 2024
HLOB -- Information Persistence and Structure in Limit Order Books Antonio Briola Silvia Bartolucci T. Aste 87 6 0 29 May 2024
Deep Limit Order Book Forecasting Antonio Briola Silvia Bartolucci T. Aste 73 5 0 14 Mar 2024
Combining Deep Learning on Order Books with Reinforcement Learning for Profitable Trading Koti S. Jaddu P. Bilokon 15 2 0 24 Oct 2023
Cryptocurrency Portfolio Optimization by Neural Networks Quoc Minh Nguyen D. Tran Juho Kanniainen Alexandros Iosifidis Moncef Gabbouj 22 0 0 02 Oct 2023
Performance Evaluation of Equal-Weight Portfolio and Optimum Risk Portfolio on Indian Stocks A. Sen Jaydip Sen 47 0 0 24 Sep 2023
Leveraging Deep Learning and Online Source Sentiment for Financial Portfolio Management K. Srivatsan Loukia Avramelou Georgios Rodinos Maria Tzelepi Muzammal Naseer ... Manos Kirtas Pavlos Tosidis Avraam Tsantekidis Nikolaos Passalis Anastasios Tefas AIFin 58 2 0 23 Jul 2023
LOB-Based Deep Learning Models for Stock Price Trend Prediction: A Benchmark Study Matteo Prata Giuseppe Masi Leonardo Berti Viviana Arrigoni Andrea Coletta Irene Cannistraci Svitlana Vyetrenko Paola Velardi N. Bartolini 110 11 0 05 Jul 2023
Market Making with Deep Reinforcement Learning from Limit Order Books Hongli Guo Jianwu Lin Fanlin Huang OffRL 143 2 0 25 May 2023
Copula Variational LSTM for High-dimensional Cross-market Multivariate Dependence Modeling Jia Xu Longbin Cao AI4TS BDL 43 7 0 09 May 2023
Optimum Output Long Short-Term Memory Cell for High-Frequency Trading Forecasting Adamantios Ntakaris Moncef Gabbouj Juho Kanniainen AI4TS 46 1 0 17 Apr 2023
Local-Global Methods for Generalised Solar Irradiance Forecasting Timothy Cargan Dario Landa Silva I. Triguero 138 2 0 10 Mar 2023
Axial-LOB: High-Frequency Trading with Axial Attention Damian Kisiel D. Gorse 80 8 0 04 Dec 2022
Bayesian Learning for Neural Networks: an algorithmic survey M. Magris Alexandros Iosifidis BDL DRL 114 77 0 21 Nov 2022
Predicting the State of Synchronization of Financial Time Series using Cross Recurrence Plots M. Shabani M. Magris G. Tzagkarakis Juho Kanniainen Alexandros Iosifidis 59 5 0 26 Oct 2022
Manifold Gaussian Variational Bayes on the Precision Matrix M. Magris M. Shabani Alexandros Iosifidis 55 2 0 26 Oct 2022
Distributional Drift Adaptation with Temporal Conditional Variational Autoencoder for Multivariate Time Series Forecasting Hui He Qi Zhang Kun Yi Kaize Shi ZhenDong Niu Longbin Cao TTA AI4TS 85 7 0 01 Sep 2022
Augmented Bilinear Network for Incremental Multi-Stock Time-Series Classification M. Shabani D. Tran Juho Kanniainen Alexandros Iosifidis OOD AIFin 83 8 0 23 Jul 2022
Quasi Black-Box Variational Inference with Natural Gradients for Bayesian Learning M. Magris M. Shabani Alexandros Iosifidis BDL 66 4 0 23 May 2022
A General Survey on Attention Mechanisms in Deep Learning Gianni Brauwers Flavius Frasincar 104 334 0 27 Mar 2022
Bayesian Bilinear Neural Network for Predicting the Mid-price Dynamics in Limit-Order Book Markets M. Magris M. Shabani Alexandros Iosifidis 67 10 0 07 Mar 2022
Long Short-Term Memory Neural Network for Financial Time Series Carmina Fjellström AI4TS AIFin 53 20 0 20 Jan 2022
Multi-head Temporal Attention-Augmented Bilinear Network for Financial time series prediction M. Shabani D. Tran M. Magris Juho Kanniainen Alexandros Iosifidis AI4TS 58 12 0 14 Jan 2022
Fighting Money Laundering with Statistics and Machine Learning R. Jensen Alexandros Iosifidis 65 15 0 11 Jan 2022
Self-supervised Autoregressive Domain Adaptation for Time Series Data Mohamed Ragab Emadeldeen Eldele Zhenghua Chen Min-man Wu C. Kwoh Xiaoli Li AI4TS 107 52 0 29 Nov 2021
How Robust are Limit Order Book Representations under Data Perturbation? Yufei Wu Mahmoud Mahfouz Daniele Magazzeni Manuela Veloso OOD 59 5 0 10 Oct 2021
DeepTimeAnomalyViz: A Tool for Visualizing and Post-processing Deep Learning Anomaly Detection Results for Industrial Time-Series Błażej Leporowski Casper Hansen Alexandros Iosifidis 49 1 0 21 Sep 2021
Bilinear Input Normalization for Neural Networks in Financial Forecasting D. Tran Juho Kanniainen Moncef Gabbouj Alexandros Iosifidis OOD AI4TS 44 4 0 01 Sep 2021
Detecting Faults during Automatic Screwdriving: A Dataset and Use Case of Anomaly Detection for Automatic Screwdriving Błażej Leporowski Daniella Tola Casper Hansen Alexandros Iosifidis 46 4 0 05 Jul 2021
Low-Rank Temporal Attention-Augmented Bilinear Network for financial time-series forecasting M. Shabani Alexandros Iosifidis AI4TS 63 4 0 05 Jul 2021
Multi-Horizon Forecasting for Limit Order Books: Novel Deep Learning Approaches and Hardware Acceleration using Intelligent Processing Units Zihao Zhang S. Zohren 69 25 0 21 May 2021
Tensor-Train Recurrent Neural Networks for Interpretable Multi-Way Financial Forecasting Y. Xu G. G. Calvi Danilo P. Mandic AI4TS 72 12 0 11 May 2021
Memory Capacity of Recurrent Neural Networks with Matrix Representation Animesh Renanse Alok Sharma Rohitash Chandra 14 1 0 11 Apr 2021
Knowledge Distillation By Sparse Representation Matching D. Tran Moncef Gabbouj Alexandros Iosifidis 33 0 0 31 Mar 2021
Visualising Deep Network's Time-Series Representations Błażej Leporowski Alexandros Iosifidis FAtt AI4TS 27 1 0 12 Mar 2021
AURSAD: Universal Robot Screwdriving Anomaly Detection Dataset Błażej Leporowski Daniella Tola Casper Hansen Alexandros Iosifidis 31 5 0 02 Feb 2021
On the spatial attention in Spatio-Temporal Graph Convolutional Networks for skeleton-based human action recognition Negar Heidari Alexandros Iosifidis GNN 40 12 0 07 Nov 2020
Spatiotemporal Attention for Multivariate Time Series Prediction and Interpretation Tryambak Gangopadhyay Sin Yong Tan Zhanhong Jiang Rui Meng Soumik Sarkar AI4TS 97 46 0 11 Aug 2020
Forecasting directional movements of stock prices for intraday trading using LSTM and random forests Pushpendu Ghosh Ariel Neufeld J. Sahoo AI4TS AIFin 37 142 0 21 Apr 2020
Applications of deep learning in stock market prediction: recent progress Weiwei Jiang AIFin 71 489 0 29 Feb 2020
Open-domain Event Extraction and Embedding for Natural Gas Market Prediction Minh Triet Chau Diego Esteves Jens Lehmann 30 6 0 08 Dec 2019
Causal Mechanism Transfer Network for Time Series Domain Adaptation in Mechanical Systems Zijian Li Ruichu Cai Kok-Soon Chai H. Ng Hoang Dung Vu Marianne Winslett T. Fu Boyan Xu Xiaoyan Yang Zhenjie Zhang CML AI4TS AI4CE 62 14 0 13 Oct 2019
Multilinear Compressive Learning D. Tran Mehmet Yamaç A. Degerli Moncef Gabbouj Alexandros Iosifidis 32 24 0 17 May 2019
Feature Engineering for Mid-Price Prediction with Deep Learning Adamantios Ntakaris G. Mirone Juho Kanniainen Moncef Gabbouj Alexandros Iosifidis OOD 51 45 0 10 Apr 2019
Data-driven Neural Architecture Learning For Financial Time-series Forecasting D. Tran Juho Kanniainen Moncef Gabbouj Alexandros Iosifidis OOD AI4TS 47 19 0 05 Mar 2019
Deep Adaptive Input Normalization for Time Series Forecasting Nikolaos Passalis Anastasios Tefas Juho Kanniainen Moncef Gabbouj Alexandros Iosifidis AI4TS OOD 41 9 0 21 Feb 2019
Attention in Natural Language Processing Andrea Galassi Marco Lippi Paolo Torroni GNN 66 481 0 04 Feb 2019
Using Deep Learning for price prediction by exploiting stationary limit order book features Avraam Tsantekidis Nikolaos Passalis Anastasios Tefas Juho Kanniainen Moncef Gabbouj Alexandros Iosifidis OOD 76 90 0 23 Oct 2018