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Juho Kanniainen · Study
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Author
Juho Kanniainen
13 works
· latest 2020
· 2 institutions
cluster: provisional
ORCID 0000-0001-7737-659X
Works
13 shown
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
Facebook drives behavior of passive households in stock markets
Finance research letters
·
2018
·
5 authors
·
Open access
38
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
394
citations
Jump and Volatility Dynamics for the S&P 500: Evidence for Infinite-Activity Jumps with Non-Affine Volatility Dynamics from Stock and Option Markets
European Finance Review
·
2016
·
1 author
·
Open access
40
citations
Investigating Adoption of Free Beta Applications in a Platform‐Based Business Ecosystem
Journal of Product Innovation Management
·
2013
·
3 authors
52
citations
Estimating and Using GARCH Models with VIX Data for Option Valuation
Journal of Banking & Finance
·
2012
·
2 authors
·
Open access
98
citations