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Moncef Gabbouj · Study
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Author
Moncef Gabbouj
14 works
· latest 2024
· 2 institutions
cluster: provisional
ORCID 0000-0002-9788-2323
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Citations
1,435
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Most cited in this library
Forecasting Stock Prices from the Limit Order Book Using Convolutional Neural Networks
2017 · 401 citations
Temporal Attention-Augmented Bilinear Network for Financial Time-Series Data Analysis
2018 · 238 citations
Using deep learning to detect price change indications in financial markets
2017 · 157 citations
Benchmark dataset for mid‐price forecasting of limit order book data with machine learning methods
2018 · 117 citations
Using Deep Learning for price prediction by exploiting stationary limit order book features
2020 · 104 citations
Works
14 shown
MMA-DFER: MultiModal Adaptation of unimodal models for Dynamic Facial Expression Recognition in-the-wild
IEEE/CVF Conference on Computer Vision and Pattern Recognition Workshops (CVPRW)
·
2024
·
3 authors
·
other
·
Open access
34
citations
Self-attention fusion for audiovisual emotion recognition with incomplete data
Proceedings - International Conference on Pattern Recognition/Proceedings/International Conference on Pattern Recognition
·
2022
·
3 authors
·
other
·
Open access
77
citations
Forecasting Financial Time Series Using Robust Deep Adaptive Input Normalization
Journal of Signal Processing Systems
·
2021
·
5 authors
24
citations
Mid-price prediction based on machine learning methods with technical and quantitative indicators
PLoS ONE
·
2020
·
4 authors
·
Open access
29
citations
Temporal logistic neural Bag-of-Features for financial time series forecasting leveraging limit order book data
Pattern Recognition Letters
·
2020
·
5 authors
·
Open access
27
citations
Using Deep Learning for price prediction by exploiting stationary limit order book features
Applied Soft Computing
·
2020
·
6 authors
·
Open access
104
citations
Forecasting jump arrivals in stock prices: new attention-based network architecture using limit order book data
Quantitative Finance
·
2019
·
4 authors
57
citations
Machine Learning for Forecasting Mid-Price Movements Using Limit Order Book Data
IEEE Access
·
2019
·
8 authors
·
Open access
62
citations
Temporal Bag-of-Features Learning for Predicting Mid Price Movements Using High Frequency Limit Order Book Data
IEEE Transactions on Emerging Topics in Computational Intelligence
·
2018
·
5 authors
49
citations
Temporal Attention-Augmented Bilinear Network for Financial Time-Series Data Analysis
IEEE Transactions on Neural Networks and Learning Systems
·
2018
·
4 authors
·
Open access
238
citations
Benchmark dataset for mid‐price forecasting of limit order book data with machine learning methods
Journal of Forecasting
·
2018
·
3 authors
·
Open access
117
citations
Tensor representation in high-frequency financial data for price change prediction
IEEE Symposium Series on Computational Intelligence (SSCI)
·
2017
·
3 authors
·
other
·
Open access
59
citations
Using deep learning to detect price change indications in financial markets
European Signal Processing Conference (EUSIPCO)
·
2017
·
6 authors
·
other
·
Open access
157
citations
Forecasting Stock Prices from the Limit Order Book Using Convolutional Neural Networks
IEEE Conference on Business Informatics
·
2017
·
6 authors
·
other
401
citations