Juho Kanniainen
Tampere University(FI)
Publications by Year
Research Areas
Complex Systems and Time Series Analysis, Stock Market Forecasting Methods, Financial Markets and Investment Strategies, Stochastic processes and financial applications, Time Series Analysis and Forecasting
Most-Cited Works
- → Forecasting Stock Prices from the Limit Order Book Using Convolutional Neural Networks(2017)357 cited
- → Temporal Attention-Augmented Bilinear Network for Financial Time-Series Data Analysis(2018)240 cited
- → Using deep learning to detect price change indications in financial markets(2017)146 cited
- → Estimating and using GARCH models with VIX data for option valuation(2014)96 cited
- → Forecasting jump arrivals in stock prices: new attention-based network architecture using limit order book data(2019)57 cited
- → Machine Learning for Forecasting Mid-Price Movements Using Limit Order Book Data(2019)56 cited
- → Investigating Adoption of Free Beta Applications in a Platform‐Based Business Ecosystem(2013)51 cited
- → Temporal Bag-of-Features Learning for Predicting Mid Price Movements Using High Frequency Limit Order Book Data(2018)48 cited
- → Time-series classification using neural Bag-of-Features(2017)42 cited