Juho Kanniainen

Forecasting Stock Prices from the Limit Order Book Using Convolutional Neural Networks

Avraam Tsantekidis, Nikolaos Passalis, Anastasios Tefas et al. · 2017 · 355 citations

Forecasting Methodology, Convolutional Neural Network, Engineering +22

Temporal Attention-Augmented Bilinear Network for Financial Time-Series Data Analysis

Dat Thanh Tran, Alexandros Iosifidis, Juho Kanniainen et al. · IEEE Transactions on Neural Networks and Learning Systems · 2018 · 238 citations · Full text

Using deep learning to detect price change indications in financial markets

Avraam Tsantekidis, Nikolaos Passalis, Anastasios Tefas et al. · 2017 · 144 citations · Full text

Engineering, Financial Markets, Asset Pricing +20

Estimating and using GARCH models with VIX data for option valuation

Juho Kanniainen, Binghuan Lin · Journal of Banking & Finance · 2014 · 96 citations

Option Pricing, Volatility Modeling, Engineering +9

Forecasting jump arrivals in stock prices: new attention-based network architecture using limit order book data

Ymir Mäkinen, Juho Kanniainen, Moncef Gabbouj et al. · Quantitative Finance · 2019 · 57 citations

Engineering, Machine Learning, Sequential Learning +21