Juho Kanniainen

Publication Activity (10 Years)

Years Active: 2007-2024
Publications (10 Years): 48

Top Topics

Financial Time Series

Top Venues

IEEE Trans. Neural Networks Learn. Syst.

Publications

Farshid Mehrdoust, Idin Noorani, Juho Kanniainen
Valuation of option price in commodity markets described by a Markov-switching model: A case study of WTI crude oil market. Math. Comput. Simul. 215 (2024)
Henri Hansen, Juho Kanniainen
Detachment Problem - Application in Prevention of Information Leakage in Stock Markets. CoRR (2024)
Quoc Minh Nguyen, Dat Thanh Tran, Juho Kanniainen, Alexandros Iosifidis, Moncef Gabbouj
Cryptocurrency Portfolio Optimization by Neural Networks. CoRR (2023)
Adamantios Ntakaris, Moncef Gabbouj, Juho Kanniainen
Optimum Output Long Short-Term Memory Cell for High-Frequency Trading Forecasting. CoRR (2023)
Jalmari Tuominen, Teemu Koivistoinen, Juho Kanniainen, Niku Oksala, Ari Palomäki, Antti Roine
Early Warning Software for Emergency Department Crowding. J. Medical Syst. 47 (1) (2023)
Anubha Goel, Puneet Pasricha, Juho Kanniainen
Sparse Index Tracking via Topological Learning. CoRR (2023)
Quoc Minh Nguyen, Dat Thanh Tran, Juho Kanniainen, Alexandros Iosifidis, Moncef Gabbouj
Cryptocurrency Portfolio Optimization by Neural Networks. SSCI (2023)
Zaffar Zaffar, Fahad Sohrab, Juho Kanniainen, Moncef Gabbouj
Credit Card Fraud Detection with Subspace Learning-based One-Class Classification. CoRR (2023)
Mostafa Shabani, Martin Magris, George Tzagkarakis, Juho Kanniainen, Alexandros Iosifidis
Predicting the state of synchronization of financial time series using cross recurrence plots. Neural Comput. Appl. 35 (25) (2023)
Jalmari Tuominen, Eetu Pulkkinen, Jaakko Peltonen, Juho Kanniainen, Niku Oksala, Ari Palomäki, Antti Roine
Forecasting Emergency Department Crowding with Advanced Machine Learning Models and Multivariable Input. CoRR (2023)
Zaffar Zaffar, Fahad Sohrab, Juho Kanniainen, Moncef Gabbouj
Credit Card Fraud Detection with Subspace Learning-based One-Class Classification. SSCI (2023)
Jalmari Tuominen, Teemu Koivistoinen, Juho Kanniainen, Niku Oksala, Ari Palomäki, Antti Roine
Early Warning Software for Emergency Department Crowding. CoRR (2023)
Mostafa Shabani, Dat Thanh Tran, Juho Kanniainen, Alexandros Iosifidis
Augmented bilinear network for incremental multi-stock time-series classification. Pattern Recognit. 141 (2023)
Kestutis Baltakys, Margarita Baltakiene, Negar Heidari, Alexandros Iosifidis, Juho Kanniainen
Predicting the trading behavior of socially connected investors: Graph neural network approach with implications to market surveillance. Expert Syst. Appl. 228 (2023)
Mostafa Shabani, Dat Thanh Tran, Juho Kanniainen, Alexandros Iosifidis
Augmented Bilinear Network for Incremental Multi-Stock Time-Series Classification. CoRR (2022)
Mostafa Shabani, Dat Thanh Tran, Martin Magris, Juho Kanniainen, Alexandros Iosifidis
Multi-head Temporal Attention-Augmented Bilinear Network for Financial time series prediction. EUSIPCO (2022)
Dat Thanh Tran, Juho Kanniainen, Alexandros Iosifidis
How informative is the Order Book Beyond the Best Levels? Machine Learning Perspective. CoRR (2022)
Mostafa Shabani, Dat Thanh Tran, Martin Magris, Juho Kanniainen, Alexandros Iosifidis
Multi-head Temporal Attention-Augmented Bilinear Network for Financial time series prediction. CoRR (2022)
Margarita Baltakiene, Kestutis Baltakys, Juho Kanniainen
Trade synchronization and social ties in stock markets. EPJ Data Sci. 11 (1) (2022)
Nikolaos Passalis, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis, Anastasios Tefas
Forecasting Financial Time Series Using Robust Deep Adaptive Input Normalization. J. Signal Process. Syst. 93 (10) (2021)
Kestutis Baltakys, Hung Le Viet, Juho Kanniainen
Structure of Investor Networks and Financial Crises. Entropy 23 (4) (2021)
Dat Thanh Tran, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis
Bilinear Input Normalization for Neural Networks in Financial Forecasting. CoRR (2021)
Nikolaos Passalis, Anastasios Tefas, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis
Deep Adaptive Input Normalization for Time Series Forecasting. IEEE Trans. Neural Networks Learn. Syst. 31 (9) (2020)
Avraam Tsantekidis, Nikolaos Passalis, Anastasios Tefas, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis
Using Deep Learning for price prediction by exploiting stationary limit order book features. Appl. Soft Comput. 93 (2020)
Nikolaos Passalis, Anastasios Tefas, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis
Temporal Bag-of-Features Learning for Predicting Mid Price Movements Using High Frequency Limit Order Book Data. IEEE Trans. Emerg. Top. Comput. Intell. 4 (6) (2020)
Dat Thanh Tran, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis
Data Normalization for Bilinear Structures in High-Frequency Financial Time-series. CoRR (2020)
Nikolaos Passalis, Anastasios Tefas, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis
Temporal logistic neural Bag-of-Features for financial time series forecasting leveraging limit order book data. Pattern Recognit. Lett. 136 (2020)
Dat Thanh Tran, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis
Data Normalization for Bilinear Structures in High-Frequency Financial Time-series. ICPR (2020)
Nikolaos Passalis, Anastasios Tefas, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis
Adaptive Normalization for Forecasting Limit Order Book Data Using Convolutional Neural Networks. ICASSP (2020)
Nikolaos Passalis, Anastasios Tefas, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis
Deep Adaptive Input Normalization for Price Forecasting using Limit Order Book Data. CoRR (2019)
Paraskevi Nousi, Avraam Tsantekidis, Nikolaos Passalis, Adamantios Ntakaris, Juho Kanniainen, Anastasios Tefas, Moncef Gabbouj, Alexandros Iosifidis
Machine Learning for Forecasting Mid-Price Movements Using Limit Order Book Data. IEEE Access 7 (2019)
Dat Thanh Tran, Alexandros Iosifidis, Juho Kanniainen, Moncef Gabbouj
Temporal Attention-Augmented Bilinear Network for Financial Time-Series Data Analysis. IEEE Trans. Neural Networks Learn. Syst. 30 (5) (2019)
Adamantios Ntakaris, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis
Mid-price Prediction Based on Machine Learning Methods with Technical and Quantitative Indicators. CoRR (2019)
Nikolaos Passalis, Anastasios Tefas, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis
Deep Temporal Logistic Bag-of-features for Forecasting High Frequency Limit Order Book Time Series. ICASSP (2019)
Dat Thanh Tran, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis
Data-driven Neural Architecture Learning For Financial Time-series Forecasting. CoRR (2019)
Adamantios Ntakaris, Giorgio Mirone, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis
Feature Engineering for Mid-Price Prediction With Deep Learning. IEEE Access 7 (2019)
Adamantios Ntakaris, Giorgio Mirone, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis
Feature Engineering for Mid-Price Prediction with Deep Learning. CoRR (2019)
Nikolaos Passalis, Anastasios Tefas, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis
Temporal Logistic Neural Bag-of-Features for Financial Time series Forecasting leveraging Limit Order Book Data. CoRR (2019)
Avraam Tsantekidis, Nikolaos Passalis, Anastasios Tefas, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis
Using Deep Learning for price prediction by exploiting stationary limit order book features. CoRR (2018)
Paraskevi Nousi, Avraam Tsantekidis, Nikolaos Passalis, Adamantios Ntakaris, Juho Kanniainen, Anastasios Tefas, Moncef Gabbouj, Alexandros Iosifidis
Machine Learning for Forecasting Mid Price Movement using Limit Order Book Data. CoRR (2018)
Avraam Tsantekidis, Nikolaos Passalis, Anastasios Tefas, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis
Forecasting Stock Prices from the Limit Order Book Using Convolutional Neural Networks. CBI (1) (2017)
Avraam Tsantekidis, Nikolaos Passalis, Anastasios Tefas, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis
Using deep learning to detect price change indications in financial markets. EUSIPCO (2017)
Dat Thanh Tran, Martin Magris, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis
Tensor Representation in High-Frequency Financial Data for Price Change Prediction. CoRR (2017)
Nikolaos Passalis, Avraam Tsantekidis, Anastasios Tefas, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis
Time-series classification using neural Bag-of-Features. EUSIPCO (2017)
Martin Magris, Jiyeong Kim, Esa Räsänen, Juho Kanniainen
Long-range auto-correlations in limit order book markets: Inter-and cross-event analysis. SSCI (2017)
Adamantios Ntakaris, Martin Magris, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis
Benchmark Dataset for Mid-Price Prediction of Limit Order Book data. CoRR (2017)
Dat Thanh Tran, Alexandros Iosifidis, Juho Kanniainen, Moncef Gabbouj
Temporal Attention augmented Bilinear Network for Financial Time-Series Data Analysis. CoRR (2017)
Dat Thanh Tran, Martin Magris, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis
Tensor representation in high-frequency financial data for price change prediction. SSCI (2017)
Luca Martino, H. Yang, David Luengo, Juho Kanniainen, Jukka Corander
A fast universal self-tuned sampler within Gibbs sampling. Digit. Signal Process. 47 (2015)
Juliane Müller, Juho Kanniainen, Robert Piché
Calibration of GARCH models using concurrent accelerated random search. Appl. Math. Comput. 221 (2013)
Juho Kanniainen, Saku J. Mäkinen, Robert Piché, Alok Chakrabarti
Forecasting the Diffusion of Innovation: A Stochastic Bass Model With Log-Normal and Mean-Reverting Error Process. IEEE Trans. Engineering Management 58 (2) (2011)
Juho Kanniainen
Option pricing under joint dynamics of interest rates, dividends, and stock prices. Oper. Res. Lett. 39 (4) (2011)
Robert Piché, Juho Kanniainen
Matrix-based numerical modelling of financial differential equations. Int. J. Math. Model. Numer. Optimisation 1 (1/2) (2009)
Juho Kanniainen
Can properly discounted projects follow geometric Brownian motion? Math. Methods Oper. Res. 70 (3) (2009)
Robert Piché, Juho Kanniainen
Solving financial differential equations using differentiation matrices. World Congress on Engineering (2007)