Forecasting Stock Prices from the Limit Order Book Using Convolutional Neural Networks

2017 ◽  
Author(s):  
Avraam Tsantekidis ◽  
Nikolaos Passalis ◽  
Anastasios Tefas ◽  
Juho Kanniainen ◽  
Moncef Gabbouj ◽  
...  
Keyword(s):  
Neural Networks ◽  
Convolutional Neural Networks ◽  
Stock Prices ◽  
Limit Order Book ◽  
Order Book ◽  
Limit Order

Predicting Jump Arrivals in Stock Prices Using Neural Networks with Limit Order Book Data

2018 ◽  
Author(s):  
Milla MMkinen ◽  
Alexandros Iosifidis ◽  
Moncef Gabbouj ◽  
Juho Kanniainen
Keyword(s):  
Neural Networks ◽  
Stock Prices ◽  
Limit Order Book ◽  
Order Book ◽  
Limit Order

scholarly journals Forecasting jump arrivals in stock prices: new attention-based network architecture using limit order book data

2019 ◽  
Vol 19 (12) ◽  
pp. 2033-2050 ◽  
Author(s):  
Ymir Mäkinen ◽  
Juho Kanniainen ◽  
Moncef Gabbouj ◽  
Alexandros Iosifidis
Keyword(s):  
Stock Prices ◽  
Network Architecture ◽  
Limit Order Book ◽  
Order Book ◽  
Limit Order

scholarly journals Temporal logistic neural Bag-of-Features for financial time series forecasting leveraging limit order book data

2020 ◽  
Vol 136 ◽  
pp. 183-189 ◽  
Author(s):  
Nikolaos Passalis ◽  
Anastasios Tefas ◽  
Juho Kanniainen ◽  
Moncef Gabbouj ◽  
Alexandros Iosifidis
Keyword(s):  
Time Series ◽  
Financial Time Series ◽  
Limit Order Book ◽  
Time Series Forecasting ◽  
Order Book ◽  
Limit Order ◽  
Bag Of Features ◽  
Financial Time
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