Moncef Gabbouj

Tampere University of Technology

Academy of Finland Professor

P.O. 541, Korkeakoulunkatu 8 (Festia building)

Tampere, FI-33101

Finland

http://www.cs.tut.fi/~moncef

SCHOLARLY PAPERS

2

DOWNLOADS

512

CITATIONS

0

Scholarly Papers (2)

1.

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

Number of pages: 40 Posted: 08 Aug 2018
Tampere University of Technology, Tampere University, Tampere University of Technology and Aarhus University
Downloads 312 (96,065)
Citation 3

Abstract:

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high-frequency trading, limit order book, mid-price, machine learning, technical analysis, quantitative analysis

2.

Predicting Jump Arrivals in Stock Prices Using Neural Networks with Limit Order Book Data

Number of pages: 27 Posted: 24 Apr 2018 Last Revised: 01 May 2018
Tampere University of Technology, Aarhus University, Tampere University of Technology and Tampere University
Downloads 200 (150,937)
Citation 1

Abstract:

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Limit Order Book Data, Neural Networks, Convolutional Networks, Long Short-Term Memory, Attention Mechanism