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)