Temporal Logistic Neural Bag-of-Features for Financial Time series
Forecasting leveraging Limit Order Book Data

Temporal Logistic Neural Bag-of-Features for Financial Time series Forecasting leveraging Limit Order Book Data

24 January 2019

Nikolaos Passalis

Anastasios Tefas

Juho Kanniainen

Alexandros Iosifidis

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Papers citing "Temporal Logistic Neural Bag-of-Features for Financial Time series Forecasting leveraging Limit Order Book Data"

12 / 12 papers shown

Title
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 20 2 0 24 Oct 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
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
Self-Attention Neural Bag-of-Features K. Chumachenko Alexandros Iosifidis Moncef Gabbouj 3DPC 64 1 0 26 Jan 2022
Low-Rank Temporal Attention-Augmented Bilinear Network for financial time-series forecasting M. Shabani Alexandros Iosifidis AI4TS 63 4 0 05 Jul 2021
The Limit Order Book Recreation Model (LOBRM): An Extended Analysis Zijian Shi John Cartlidge 85 5 0 01 Jul 2021
Evaluating data augmentation for financial time series classification Elizabeth Fons Paula Dawson Xiao-Jun Zeng J. Keane Alexandros Iosifidis AIFin 29 18 0 28 Oct 2020
Deep Adaptive Input Normalization for Time Series Forecasting Nikolaos Passalis Anastasios Tefas Juho Kanniainen Moncef Gabbouj Alexandros Iosifidis AI4TS OOD 51 9 0 21 Feb 2019
Structured Attention Networks Yoon Kim Carl Denton Luong Hoang Alexander M. Rush 146 463 0 03 Feb 2017