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Benchmark Dataset for Mid-Price Forecasting of Limit Order Book Data with Machine Learning Methods

A. Ntakaris, M. Magris, J. Kanniainen, M. Gabbouj, and A. Iosifidis. (2017)cite arxiv:1705.03233Comment: Published: Journal of Forecasting.
DOI: 10.1002/for.2543

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Philip Iosifidis

Alexandros Daponte

Alexandros Argirokastritis

Alexandros Tsallas

Alexandros Theodoridis

Other publications of authors with the same name

Object proposals using CNN-based edge filtering.M. Waris, A. Iosifidis, and M. Gabbouj. ICPR, page 627-632. IEEE, (2016)Sample-based regularization for support vector machine classification.D. Tran, M. Waris, M. Gabbouj, and A. Iosifidis. IPTA, page 1-6. IEEE, (2017)Multi-modal subspace learning with dropout regularization for cross-modal recognition and retrieval.G. Cao, M. Waris, A. Iosifidis, and M. Gabbouj. IPTA, page 1-6. IEEE, (2016)Nyström-based approximate kernel subspace learning.A. Iosifidis, and M. Gabbouj. Pattern Recognit., (2016)3D Quantum Cuts for Automatic Segmentation of Porous Media in Tomography Images.J. Malik, S. Kiranyaz, R. Al-Raoush, O. Monga, P. Garnier, S. Foufou, A. Bouras, A. Iosifidis, M. Gabbouj, and P. Baveye. CoRR, (2019)Mid-price Prediction Based on Machine Learning Methods with Technical and Quantitative Indicators.A. Ntakaris, J. Kanniainen, M. Gabbouj, and A. Iosifidis. CoRR, (2019)Class-Specific Kernel Discriminant Analysis Revisited: Further Analysis and Extensions.A. Iosifidis, and M. Gabbouj. IEEE Trans. Cybern., 47 (12): 4485-4496 (2017)Improving efficiency in convolutional neural networks with multilinear filters.D. Tran, A. Iosifidis, and M. Gabbouj. Neural Networks, (2018)Heterogeneous Multilayer Generalized Operational Perceptron.D. Tran, S. Kiranyaz, M. Gabbouj, and A. Iosifidis. IEEE Trans. Neural Networks Learn. Syst., 31 (3): 710-724 (2020)Monte Carlo Dropout Ensembles for Robust Illumination Estimation.F. Laakom, J. Raitoharju, A. Iosifidis, J. Nikkanen, and M. Gabbouj. CoRR, (2020)

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Disambiguation of "Iosifidis, Alexandros"

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Benchmark Dataset for Mid-Price Forecasting of Limit Order Book Data with Machine Learning Methods

Please choose a person to relate this publication to

Philip Iosifidis

Alexandros Daponte

Alexandros Argirokastritis

Alexandros Tsallas

Alexandros Theodoridis

Other publications of authors with the same name

Disambiguation

BibSonomy

Disambiguation of "Iosifidis, Alexandros"

copydeleteadd this publication to your clipboardcommunity posthistory of this postURLDOIBibTeXEndNoteAPAChicagoDIN 1505HarvardMSOffice XML Benchmark Dataset for Mid-Price Forecasting of Limit Order Book Data with Machine Learning Methods

Please choose a person to relate this publication to

Philip Iosifidis

Alexandros Daponte

Alexandros Argirokastritis

Alexandros Tsallas

Alexandros Theodoridis

Other publications of authors with the same name

Disambiguation

copy delete add this publication to your clipboard
community post
history of this post
URL
DOI
BibTeX
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APA
Chicago
DIN 1505
Harvard
MSOffice XML

Benchmark Dataset for Mid-Price Forecasting of Limit Order Book Data with Machine Learning Methods