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Temporal logistic neural Bag-of-Features for financial time series forecasting leveraging limit order book data
13 references·0 citing·39 second hop
Temporal logistic neural Bag-of-Features for financial time series forecasting leveraging limit order book data (2020)Temporal logistic neural Bag-of-Features …Machine Learning for Forecasting Mid-Price Movements Using Limit Order Book Data (2019)Machine Learning for Forecast…Temporal Bag-of-Features Learning for Predicting Mid Price Movements Using High Frequency Limit Order Book Data (2018)Temporal Bag-of-Features Lear…Using deep learning to detect price change indications in financial markets (2017)Using deep learning to detect…Tensor representation in high-frequency financial data for price change prediction (2017)Tensor representation in high…Sequence classification of the limit order book using recurrent neural networks (2017)Sequence classification of th…Natural language based financial forecasting: a survey (2017)Natural language based financ…Forecasting Stock Prices from the Limit Order Book Using Convolutional Neural Networks (2017)Forecasting Stock Prices from…Deep learning for stock prediction using numerical and textual information (2016)Deep learning for stock predi…Modelling high-frequency limit order book dynamics with support vector machines (2015)Modelling high-frequency limi…Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Giving Content to Investor Se…Support vector machine with adaptive parameters in financial time series forecasting (2003)Support vector machine with a…News Sensitive Stock Trend Prediction (2002)News Sensitive Stock Trend Pr…A Coefficient of Agreement for Nominal Scales (1960)A Coefficient of Agreement fo…Price Dynamics in Limit Order Markets (1998)Order flow composition and trading costs in a dynamic limit order market (1999)Limit Order Book as a Market for Liquidity (2005)DeepLOB: Deep Convolutional Neural Networks for Limit Order Books (2019)Artificial intelligence in Finance: a comprehensive review through bibliometric and content analysis (2024)Technical Analysis from A to Z (2005)Natural Language Processing in Accounting, Auditing and Finance: A Synthesis of the Literature with a Roadmap for Future Research (2016)Comprehensive review of text-mining applications in finance (2020)Reliability of Content Analysis: The Case of Nominal Scale Coding (1955)The Measurement of Observer Agreement for Categorical Data (1977)Interrater reliability: the kappa statistic (2012)Systematic review of research on artificial intelligence applications in higher education – where are the educators? (2019)A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks (1994)Designing a neural network for forecasting financial and economic time series (1996)Application of support vector machines in financial time series forecasting (2001)Financial time series forecasting using independent component analysis and support vector regression (2009)Support vector regression with chaos-based firefly algorithm for stock market price forecasting (2012)Financial time series forecasting with multi-modality graph neural network (2021)Financial time series forecasting using support vector machines (2003)Textual analysis of stock market prediction using breaking financial news (2009)Deep learning for financial applications : A survey (2020)Applications of deep learning in stock market prediction: Recent progress (2021)Generación de series de tiempo financieras sintéticas para "data augmentation" usando redes neuronales generativas adversarias (GAN) (2021)Is the Electronic Open Limit Order Book Inevitable? (1994)Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data (1998)Deep Learning for Finance: Deep Portfolios (2016)Deep learning-based feature engineering for stock price movement prediction (2018)Drift Independent Volatility Estimation Based on High, Low, Open, and Close Prices (2000)Classification-based financial markets prediction using deep neural networks (2017)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)Conversational Memory Network for Emotion Recognition in Dyadic Dialogue Videos (2018)The General Theory of Employment, Interest and Money. (1936)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Common risk factors in the returns on stocks and bonds (1993)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)In Search of Attention (2011)Textual Analysis in Accounting and Finance: A Survey (2016)
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References

  • 1960A Coefficient of Agreement for Nominal Scales42,710 cited
  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,971 cited
  • 2003Support vector machine with adaptive parameters in financial time series forecasting1,008 cited
  • 2016Deep learning for stock prediction using numerical and textual information429 cited
  • 2017Natural language based financial forecasting: a survey419 cited
  • 2017Forecasting Stock Prices from the Limit Order Book Using Convolutional Neural Networks401 cited
  • 2017Using deep learning to detect price change indications in financial markets157 cited
  • 2015Modelling high-frequency limit order book dynamics with support vector machines145 cited
  • 2002News Sensitive Stock Trend Prediction135 cited
  • 2017Sequence classification of the limit order book using recurrent neural networks104 cited
  • 2019Machine Learning for Forecasting Mid-Price Movements Using Limit Order Book Data62 cited
  • 2017Tensor representation in high-frequency financial data for price change prediction59 cited
  • 2018Temporal Bag-of-Features Learning for Predicting Mid Price Movements Using High Frequency Limit Order Book Data49 cited

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