Juho Kanniainen

Department of Industrial Management, Tampere University of Technology, P.O. Box 541, FI-33101 Tampere, Finland.

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Papers68 papers

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

Nikolaos Passalis,Anastasios Tefas,Juho Kanniainen,Moncef Gabbouj,Alexandros Iosifidis

Pattern Recognit. Lett., (2020): 183-189

EIBibtex

Using Deep Learning for price prediction by exploiting stationary limit order book features

Avraam Tsantekidis,Nikolaos Passalis,Anastasios Tefas,Juho Kanniainen,Moncef Gabbouj,Alexandros Iosifidis

Applied Soft Computing, (2020): 106401

EIBibtex

Data Normalization for Bilinear Structures in High-Frequency Financial Time-series

Tran Dat Thanh,Kanniainen Juho,Gabbouj Moncef,Iosifidis Alexandros

Bibtex

Deep Adaptive Input Normalization for Price Forecasting using Limit Order Book Data

Nikolaos Passalis,Anastasios Tefas,Juho Kanniainen,Moncef Gabbouj,Alexandros Iosifidis

arXiv: Computational Finance, (2019)

Cited by7EIBibtex

Deep Adaptive Input Normalization for Time Series Forecasting

Nikolaos Passalis,Anastasios Tefas,Juho Kanniainen,Moncef Gabbouj,Alexandros Iosifidis

IEEE Trans. Neural Networks Learn. Syst., no. 9 (2019): 3760-3765

WOSEIBibtex

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

Milla Mäkinen,Juho Kanniainen,Moncef Gabbouj,Alexandros Iosifidis

arXiv: Trading and Market Microstructure, pp.1-18, (2019)

Cited by13Bibtex

Feature Engineering for Mid-Price Prediction With Deep Learning

Adamantios Ntakaris, Giorgio Mirone,Juho Kanniainen,Moncef Gabbouj,Alexandros Iosifidis

IEEE Access, (2019): 82390-82412

Cited by5EIBibtex

Trading too expensively in the FX market

Milla Siikanen, Ulrich Nögel,Juho Kanniainen

Quantitative Finance, pp.1-12, (2019)

Bibtex

Mid-price Prediction Based on Machine Learning Methods with Technical and Quantitative Indicators

Ntakaris Adamantios,Kanniainen Juho,Gabbouj Moncef,Iosifidis Alexandros

PloS one, no. 6 (2019)

Cited by5WOSBibtex

Machine Learning for Forecasting Mid-Price Movements Using Limit Order Book Data

Paraskevi Nousi, Avraam Tsantekidis,Nikolaos Passalis, Adamantios Ntakaris,Juho Kanniainen,Anastasios Tefas,Moncef Gabbouj,Alexandros Iosifidis

IEEE Access, (2019): 64722-64736

EIBibtex

Feature Engineering for Mid-Price Prediction Forecasting with Deep Learning

Adamantios Ntakaris, Giorgio Mirone,Juho Kanniainen,Moncef Gabbouj,Alexandros Iosifidis

arXiv: Statistical Finance, (2019)

Cited by3Bibtex

Clusters of investors around Initial Public Offering

Margarita Baltakienė, Kęstutis Baltakys,Juho Kanniainen, Dino Pedreschi,Fabrizio Lillo

Palgrave Communications, no. 1 (2019): 1-14

Bibtex

Temporal Logistic Neural Bag-of-Features for Financial Time series Forecasting leveraging Limit Order Book Data

Nikolaos Passalis,Anastasios Tefas,Juho Kanniainen,Moncef Gabbouj,Alexandros Iosifidis

arXiv: Learning, (2019)

Cited by5EIBibtex

Data-driven Neural Architecture Learning For Financial Time-series Forecasting

Dat Thanh Tran,Juho Kanniainen,Moncef Gabbouj,Alexandros Iosifidis

arXiv: Learning, (2019)

EIBibtex

Layoff announcements and intra-day market reactions

Santiago Velásquez,Juho Kanniainen,Saku J. Mäkinen, Jaakko Valli

Review of Managerial Science, no. 1 (2018): 203-228

Cited by1Bibtex

Option market (in)efficiency and implied volatility dynamics after return jumps

Juho Kanniainen, Martin Magris

arXiv: Statistical Finance, (2018)

Bibtex

Benchmark dataset for mid-price forecasting of limit order book data with machine learning methods

Adamantios Ntakaris, Martin Magris,Juho Kanniainen,Moncef Gabbouj,Alexandros Iosifidis

Journal of Forecasting, (2018)

Cited by25Bibtex

Coverage bias in business news: evidence and methodological implications

Tomi Nokelainen,Juho Kanniainen

Management Research Review, no. 4 (2018): 487-503

Bibtex

Facebook Drives Behavior of Passive Households in Stock Markets

Milla Siikanen, Kestutis Baltakys,Juho Kanniainen,Ravi Vatrapu,Ravi Vatrapu,Raghava Rao Mukkamala,Raghava Rao Mukkamala,Abid Hussain

Finance Research Letters, (2018): 208-213

Cited by3Bibtex

Computational analysis of structural properties of economic and financial networks

Frank Emmert-Streib, Aliyu Musa, Kestutis Baltakys,Juho Kanniainen,Shailesh Tripathi, Olli Yli-Harja,Herbert Jodlbauer,Matthias Dehmer

arXiv: Computational Finance, pp.1-32, (2018)

Cited by1Bibtex

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