Leveraging Deep Learning and Online Source Sentiment for Financial Portfolio Management

no code implementations • 23 Jul 2023 • Paraskevi Nousi, Loukia Avramelou, Georgios Rodinos, Maria Tzelepi, Theodoros Manousis, Konstantinos Tsampazis, Kyriakos Stefanidis, Dimitris Spanos, Manos Kirtas, Pavlos Tosidis, Avraam Tsantekidis, Nikolaos Passalis, Anastasios Tefas

Financial portfolio management describes the task of distributing funds and conducting trading operations on a set of financial assets, such as stocks, index funds, foreign exchange or cryptocurrencies, aiming to maximize the profit while minimizing the loss incurred by said operations.

Management

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

no code implementations • 23 Oct 2018 • Avraam Tsantekidis, Nikolaos Passalis, Anastasios Tefas, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis

The recent surge in Deep Learning (DL) research of the past decade has successfully provided solutions to many difficult problems.

Time Series Time Series Analysis

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