Kanniainen, Juho
- Using Deep Learning for price prediction by exploiting stationary limit order book features
2018/10/23 by Tsantekidis, Avraam, Passalis, Nikolaos, Tefas, Anastasios +3 · 2 citations
#FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Statistical Finance (q-fin.ST)
- Machine Learning for Forecasting Mid Price Movement using Limit Order Book Data
2018/09/19 by Paraskevi Nousi, Nousi, Paraskevi, Avraam Tsantekidis +13 · 1 citation
Decision Sciences · Engineering · #Computational Engineering #Energy Load and Power Forecasting #FOS: Computer and information sciences #Finance #Forecasting Techniques and Applications #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Stock Market Forecasting Methods #and Science (cs.CE)
- Deep Adaptive Input Normalization for Time Series Forecasting
2019/02/21 by Passalis, Nikolaos, Tefas, Anastasios, Kanniainen, Juho +2 · 1 citation
#Computational Finance (q-fin.CP) #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (cs.LG)
- Data Normalization for Bilinear Structures in High-Frequency Financial Time-series
2020/03/01 by Tran, Dat Thanh, Kanniainen, Juho, Gabbouj, Moncef +1 · 1 citation
#Computational Engineering #FOS: Computer and information sciences #FOS: Economics and business #Finance #Statistical Finance (q-fin.ST) #and Science (cs.CE)
- Foundation Time-Series AI Model for Realized Volatility Forecasting
2025/05/16 by Anubha Goel, Goel, Anubha, Puneet Pasricha +5 · 2 citations
Business, Management and Accounting · Computer Science · Decision Sciences · #FOS: Economics and business #Financial Distress and Bankruptcy Prediction #Machine Learning in Healthcare #Risk Management (q-fin.RM) #Statistical Finance (q-fin.ST) #Stock Market Forecasting Methods
- Time-Series Foundation AI Model for Value-at-Risk Forecasting
2024/10/15 by Anubha Goel, Puneet Pasricha, Goel, Anubha +3 · 1 citation
Decision Sciences · Engineering · #Artificial Intelligence (cs.AI) #FOS: Computer and information sciences #FOS: Economics and business #Reservoir Engineering and Simulation Methods #Risk Management (q-fin.RM) #Risk and Portfolio Optimization