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

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

4 December 2017

Alexandros Iosifidis

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

19 / 19 papers shown

Title
TLOB: A Novel Transformer Model with Dual Attention for Price Trend Prediction with Limit Order Book Data Leonardo Berti Gjergji Kasneci AI4TS 42 0 0 12 Feb 2025
Time-Series Foundation Model for Value-at-Risk Forecasting Anubha Goel P. Pasricha Juho Kanniainen AI4TS 41 0 0 31 Dec 2024
Deep Limit Order Book Forecasting Antonio Briola Silvia Bartolucci T. Aste 38 3 0 14 Mar 2024
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 14 8 0 05 Jul 2023
Market Making with Deep Reinforcement Learning from Limit Order Books Hongli Guo Jianwu Lin Fanlin Huang OffRL 15 2 0 25 May 2023
Bayesian Learning for Neural Networks: an algorithmic survey M. Magris Alexandros Iosifidis BDL DRL 35 68 0 21 Nov 2022
Manifold Gaussian Variational Bayes on the Precision Matrix M. Magris M. Shabani Alexandros Iosifidis 34 2 0 26 Oct 2022
Augmented Bilinear Network for Incremental Multi-Stock Time-Series Classification M. Shabani D. Tran J. Kanniainen Alexandros Iosifidis OOD AIFin 26 6 0 23 Jul 2022
A General Survey on Attention Mechanisms in Deep Learning Gianni Brauwers Flavius Frasincar 25 296 0 27 Mar 2022
Long Short-Term Memory Neural Network for Financial Time Series Carmina Fjellström AI4TS AIFin 11 18 0 20 Jan 2022
Fighting Money Laundering with Statistics and Machine Learning R. Jensen Alexandros Iosifidis 28 13 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 27 49 0 29 Nov 2021
DeepTimeAnomalyViz: A Tool for Visualizing and Post-processing Deep Learning Anomaly Detection Results for Industrial Time-Series Błażej Leporowski Casper Hansen Alexandros Iosifidis 21 1 0 21 Sep 2021
Tensor-Train Recurrent Neural Networks for Interpretable Multi-Way Financial Forecasting Y. Xu G. G. Calvi Danilo P. Mandic AI4TS 16 11 0 11 May 2021
On the spatial attention in Spatio-Temporal Graph Convolutional Networks for skeleton-based human action recognition Negar Heidari Alexandros Iosifidis GNN 11 12 0 07 Nov 2020
Feature Engineering for Mid-Price Prediction with Deep Learning Adamantios Ntakaris G. Mirone J. Kanniainen M. Gabbouj Alexandros Iosifidis OOD 20 44 0 10 Apr 2019
Using Deep Learning for price prediction by exploiting stationary limit order book features Avraam Tsantekidis Nikolaos Passalis Anastasios Tefas J. Kanniainen M. Gabbouj Alexandros Iosifidis OOD 16 88 0 23 Oct 2018
Machine Learning for Forecasting Mid Price Movement using Limit Order Book Data Paraskevi Nousi Avraam Tsantekidis Nikolaos Passalis Adamantios Ntakaris J. Kanniainen Anastasios Tefas M. Gabbouj Alexandros Iosifidis 11 52 0 19 Sep 2018
Convolutional LSTM Network: A Machine Learning Approach for Precipitation Nowcasting Xingjian Shi Zhourong Chen Hao Wang Dit-Yan Yeung W. Wong W. Woo 230 7,903 0 13 Jun 2015