1.
Benchmark Dataset for Mid-Price Prediction of Limit Order Book Data
Adamantios Ntakaris, Martin Magris, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis (2017)
 

2.
Impact of News Events on the Financial Markets
Miha Torkar, Dunja Mladenic (2017)
 

3.
Implied volatility smile dynamics in the presence of jumps
Martin Magris, Perttu Barholm, Juho Kanniainen (2017)
 

4.
Inference from the futures: ranking the noise cancelling accuracy of realized measures
Giorgio Mirone (2017)
 

5.
Multilayer Aggregation of Investor Trading Networks
Kestutis Baltakys, Juho Kanniainen, Frank Emmert-Streib (2017)
 

6.
Long-range Auto-correlations in Limit Order Book Markets: Inter- and Cross-event Analysis
Martin Magris, Jiyeong Kim, Esa Rasanen, Juho Kanniainen (2017)
 

7.
Tensor Representation in High-Frequency Financial Data for Price Change Prediction 
Dat Thanh Tran, Martin Magris, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis (2017)
 

8.
How Facebook drives investor behavior
Milla Siikanen, Kestutis Baltakys, Hannu Kärkkäinen, Jari Jussila, Ravi Vatrapu, Raghava Mukkamala, Abid Hussain, Juho Kanniainen (2017)
 

9.
Incorporating Contagion in Portfolio Credit Risk Models Using Network Theory
Ioannis Anagnostou, Sumit Sourabh, Drona Kandhai (Complexity, Vol. 2018, 1-15)
 

10.
Computational Analysis of the structural properties of Economic and Financial Networks
Frank Emmert-Streib, Aliyu Musa, Kestutis Baltakys, Juho Kanniainen, Shailesh Tripathi, Olli Yli-Harja, Herbert Jodlbauer, Matthias Dehmer (2017)