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Juho Kanniainen
Juho Kanniainen
Professor, Tampere University
Verified email at tuni.fi - Homepage
Title
Cited by
Cited by
Year
Forecasting stock prices from the limit order book using convolutional neural networks
A Tsantekidis, N Passalis, A Tefas, J Kanniainen, M Gabbouj, A Iosifidis
2017 IEEE 19th conference on business informatics (CBI) 1, 7-12, 2017
4202017
Temporal attention-augmented bilinear network for financial time-series data analysis
DT Tran, A Iosifidis, J Kanniainen, M Gabbouj
IEEE transactions on neural networks and learning systems 30 (5), 1407-1418, 2018
2452018
Using deep learning to detect price change indications in financial markets
A Tsantekidis, N Passalis, A Tefas, J Kanniainen, M Gabbouj, A Iosifidis
2017 25th European signal processing conference (EUSIPCO), 2511-2515, 2017
1822017
Deep adaptive input normalization for time series forecasting
N Passalis, A Tefas, J Kanniainen, M Gabbouj, A Iosifidis
IEEE transactions on neural networks and learning systems 31 (9), 3760-3765, 2019
156*2019
Benchmark dataset for mid‐price forecasting of limit order book data with machine learning methods
A Ntakaris, M Magris, J Kanniainen, M Gabbouj, A Iosifidis
Journal of Forecasting 37 (8), 852-866, 2018
1432018
Estimating and using GARCH models with VIX data for option valuation
J Kanniainen, B Lin, H Yang
Journal of Banking & Finance 43, 200-211, 2014
1112014
Using deep learning for price prediction by exploiting stationary limit order book features
A Tsantekidis, N Passalis, A Tefas, J Kanniainen, M Gabbouj, A Iosifidis
Applied Soft Computing 93, 106401, 2020
1072020
Forecasting jump arrivals in stock prices: new attention-based network architecture using limit order book data
Y Mäkinen, J Kanniainen, M Gabbouj, A Iosifidis
Quantitative Finance 19 (12), 2033-2050, 2019
742019
Tensor representation in high-frequency financial data for price change prediction
DT Tran, M Magris, J Kanniainen, M Gabbouj, A Iosifidis
2017 IEEE Symposium Series on Computational Intelligence (SSCI), 1-7, 2017
722017
Investigating adoption of free beta applications in a platform‐based business ecosystem
SJ Mäkinen, J Kanniainen, I Peltola
Journal of Product Innovation Management 31 (3), 451-465, 2014
682014
Feature engineering for mid-price prediction with deep learning
A Ntakaris, G Mirone, J Kanniainen, M Gabbouj, A Iosifidis
Ieee Access 7, 82390-82412, 2019
662019
Machine learning for forecasting mid-price movements using limit order book data
P Nousi, A Tsantekidis, N Passalis, A Ntakaris, J Kanniainen, A Tefas, ...
Ieee Access 7, 64722-64736, 2019
662019
Temporal bag-of-features learning for predicting mid price movements using high frequency limit order book data
N Passalis, A Tefas, J Kanniainen, M Gabbouj, A Iosifidis
IEEE Transactions on Emerging Topics in Computational Intelligence, 2018
522018
Temporal bag-of-features learning for predicting mid price movements using high frequency limit order book data
N Passalis, A Tefas, J Kanniainen, M Gabbouj, A Iosifidis
IEEE Transactions on Emerging Topics in Computational Intelligence, 2018
522018
A fast universal self-tuned sampler within Gibbs sampling
L Martino, H Yang, D Luengo, J Kanniainen, J Corander
Digital Signal Processing 47, 68-83, 2015
512015
Facebook drives behavior of passive households in stock markets
M Siikanen, K Baltakys, J Kanniainen, R Vatrapu, R Mukkamala, ...
Finance Research Letters 27, 208-213, 2018
502018
Time-series classification using neural bag-of-features
N Passalis, A Tsantekidis, A Tefas, J Kanniainen, M Gabbouj, A Iosifidis
2017 25th European Signal Processing Conference (EUSIPCO), 301-305, 2017
502017
Jump and volatility dynamics for the S&P 500: Evidence for infinite-activity jumps with non-affine volatility dynamics from stock and option markets
H Yang, J Kanniainen
Review of Finance 21 (2), 811-844, 2017
422017
Multilayer aggregation with statistical validation: Application to investor networks
K Baltakys, J Kanniainen, F Emmert-Streib
Scientific reports 8 (1), 8198, 2018
412018
Temporal logistic neural Bag-of-Features for financial time series forecasting leveraging limit order book data
A Passalis, N., Tefas, A., Kanniainen, J., Gabbouj, M., Iosifidis
Pattern Recognition Letters, 2020
352020
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