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

ArXiv (abs)PDF HTML

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

11 / 11 papers shown

Title
Evaluation: from precision, recall and F-measure to ROC, informedness, markedness and correlation D. Powers 175 5,298 0 11 Oct 2020
Machine Learning for Forecasting Mid Price Movement using Limit Order Book Data Paraskevi Nousi Avraam Tsantekidis Nikolaos Passalis Adamantios Ntakaris Juho Kanniainen Anastasios Tefas Moncef Gabbouj Alexandros Iosifidis 59 53 0 19 Sep 2018
Tensor Representation in High-Frequency Financial Data for Price Change Prediction D. Tran M. Magris Juho Kanniainen Moncef Gabbouj Alexandros Iosifidis AIFin 77 60 0 05 Sep 2017
Learning Bag-of-Features Pooling for Deep Convolutional Neural Networks Nikolaos Passalis Anastasios Tefas 72 70 0 25 Jul 2017
Attention Is All You Need Ashish Vaswani Noam M. Shazeer Niki Parmar Jakob Uszkoreit Llion Jones Aidan Gomez Lukasz Kaiser Illia Polosukhin 3DV 805 132,725 0 12 Jun 2017
Structured Attention Networks Yoon Kim Carl Denton Luong Hoang Alexander M. Rush 123 463 0 03 Feb 2017
Multi-Scale Convolutional Neural Networks for Time Series Classification Zhicheng Cui Wenlin Chen Yixin Chen 61 566 0 22 Mar 2016
Learning to Diagnose with LSTM Recurrent Neural Networks Zachary Chase Lipton David C. Kale Charles Elkan R. Wetzel 127 1,107 0 11 Nov 2015
Show, Attend and Tell: Neural Image Caption Generation with Visual Attention Ke Xu Jimmy Ba Ryan Kiros Kyunghyun Cho Aaron Courville Ruslan Salakhutdinov R. Zemel Yoshua Bengio DiffM 350 10,083 0 10 Feb 2015
Delving Deep into Rectifiers: Surpassing Human-Level Performance on ImageNet Classification Kaiming He Xinming Zhang Shaoqing Ren Jian Sun VLM 355 18,654 0 06 Feb 2015
Adam: A Method for Stochastic Optimization Diederik P. Kingma Jimmy Ba ODL 2.1K 150,364 0 22 Dec 2014