Feature Engineering for Mid-Price Prediction with Deep Learning

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Feature Engineering for Mid-Price Prediction with Deep Learning

10 April 2019

Adamantios Ntakaris

Juho Kanniainen

Alexandros Iosifidis

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Papers citing "Feature Engineering for Mid-Price Prediction with Deep Learning"

6 / 6 papers shown

Title
Novel Modelling Strategies for High-frequency Stock Trading Data Xuekui Zhang Yuying Huang Ke-Li Xu Li Xing 40 16 0 30 Nov 2022
Fighting Money Laundering with Statistics and Machine Learning R. Jensen Alexandros Iosifidis 84 16 0 11 Jan 2022
Low-Rank Temporal Attention-Augmented Bilinear Network for financial time-series forecasting M. Shabani Alexandros Iosifidis AI4TS 68 4 0 05 Jul 2021
Application of Deep Neural Networks to assess corporate Credit Rating Parisa Golbayani Dan Wang I. Florescu 57 24 0 04 Mar 2020
WATTNet: Learning to Trade FX via Hierarchical Spatio-Temporal Representation of Highly Multivariate Time Series Jinho Lee Seokho Yi Jaewoo Kang AI4TS 41 15 0 24 Sep 2019
Mid-price Prediction Based on Machine Learning Methods with Technical and Quantitative Indicators Adamantios Ntakaris Juho Kanniainen Moncef Gabbouj Alexandros Iosifidis OOD 40 19 0 13 Jul 2019