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

Author:

Passalis NikolaosORCID,Tefas Anastasios,Kanniainen Juho,Gabbouj Moncef,Iosifidis AlexandrosORCID

Funder

H2020

Publisher

Elsevier BV

Subject

Artificial Intelligence,Computer Vision and Pattern Recognition,Signal Processing,Software

Reference43 articles.

1. Deep learning for stock prediction using numerical and textual information;Akita,2016

2. Bag-of-temporal-sift-words for time series classification;Bailly,2015

3. A Bag-of-Features framework to classify time series;Baydogan;IEEE Trans. Pattern Anal. Mach. Intell.,2013

4. A probabilistic representation for efficient large scale visual recognition tasks;Bhattacharya,2011

5. Dynamic time warping-based imputation for univariate time series data;Caillault;Pattern Recognit. Lett.,2017

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