2020
- N. Passalis, A.Tefas, J. Kanniainen, and A.Iosifidis, "Temporal logistic neural Bag-of-Features for financial time series forecasting leveraging limit order book data", Pattern Recognition Letters, pp 183-189, 2020.
- A. Tsantekidis, N. Passalis, A.Tefas, J. Kanniainen, and A.Iosifidis, "Using Deep Learning for price prediction by exploiting stationary limit order book features", Applied Soft Computing, 2020.
2019
- N. Passalis, A.Tefas, J. Kanniainen, and A.Iosifidis, "Deep Adaptive Input Normalization for Time Series Forecasting", IEEE Transactions on Neural Networks and Learning Systems, pp. 1-6, 2019.
- P. Nousi, A. Tsantekidis, N. Passalis, A.Tefas, J. Kanniainen, and A.Iosifidis, "Machine Learning for Forecasting Mid Price Movement Using Limit Order Book Data", IEEE Access, 2019.
2018
- N. Passalis, A.Tefas, J. Kanniainen, and A.Iosifidis, "Temporal Bag-of-Features Learning for Predicting Mid Price Movements Using High Frequency Limit Order Book Data", IEEE Transactions on Emerging Topics in Computational Intelligence, 2018.
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