Work

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

Year: 2020

Type: article

Source: Pattern Recognition Letters

DOI: 10.1016/j.patrec.2020.06.006

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

Institutions: Tampere University, Aristotle University of Thessaloniki, University of Tampere, Aarhus University

Language: English

Topic: Stock Market Forecasting Methods

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

Funders: Horizon 2020 Framework Programme, H2020 European Research Council

Awards: G1413880875, G6643458756, G8946378568

OpenAlex ID: W2912135812

FWCI: 2.858

Cites: 62

Cited by: 29

Related to: 10