Optimum Output Long Short-Term Memory Cell for High-Frequency Trading Forecasting

1 code implementation • 17 Apr 2023 • Adamantios Ntakaris, Moncef Gabbouj, Juho Kanniainen

This high-paced stock price forecasting is usually based on vectors that need to be treated as sequential and time-independent signals due to the time irregularities that are inherent in high-frequency trading.

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

no code implementations • 13 Jul 2019 • Adamantios Ntakaris, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis

Stock price prediction is a challenging task, but machine learning methods have recently been used successfully for this purpose.

BIG-bench Machine Learning feature selection +1

Feature Engineering for Mid-Price Prediction with Deep Learning

no code implementations • 10 Apr 2019 • Adamantios Ntakaris, Giorgio Mirone, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis

Mid-price movement prediction based on limit order book (LOB) data is a challenging task due to the complexity and dynamics of the LOB.

Feature Engineering

Machine Learning for Forecasting Mid Price Movement using Limit Order Book Data

no code implementations • 19 Sep 2018 • Paraskevi Nousi, Avraam Tsantekidis, Nikolaos Passalis, Adamantios Ntakaris, Juho Kanniainen, Anastasios Tefas, Moncef Gabbouj, Alexandros Iosifidis

Forecasting the movements of stock prices is one the most challenging problems in financial markets analysis.

BIG-bench Machine Learning